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Pioneer Equity Income A (PEQIX)
On
Dec 16
:
21.64
0.02
(0.09%)
MORE ON PEQIX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
23.34%
Worst 1 Yr Total Return
(2008)
:
-30.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PEQIX
Category
Alpha (against Standard Index)
-3.57
-1.37
Beta (against Standard Index)
0.89
1.02
Mean Annual Return
-8.19
-0.45
R-squared (against Standard Index)
94
94.58
Standard Deviation
18.22
20.79
Sharpe Ratio
-0.50
N/A
Treynor Ratio
-11.80
N/A
5 Years
Statistic
PEQIX
Category
Alpha (against Standard Index)
-0.68
-0.29
Beta (against Standard Index)
0.89
1.01
Mean Annual Return
0.30
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
14.89
16.81
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.03
N/A
10 Years
Statistic
PEQIX
Category
Alpha (against Standard Index)
1.84
2.74
Beta (against Standard Index)
0.74
0.88
Mean Annual Return
2.19
0.31
R-squared (against Standard Index)
75
81.33
Standard Deviation
13.84
15.97
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.00
N/A
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