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Performance Interm-Term Inc A (PFFCX)
On
Dec 16
:
10.74
0.01
(0.09%)
MORE ON PFFCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.64%
Worst 1 Yr Total Return
(2005)
:
1.37%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFFCX
Category
Alpha (against Standard Index)
0.36
-1.73
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
6.46
0.39
R-squared (against Standard Index)
83
59.65
Standard Deviation
4.11
5.93
Sharpe Ratio
0.98
N/A
Treynor Ratio
4.53
N/A
5 Years
Statistic
PFFCX
Category
Alpha (against Standard Index)
-0.05
-1.13
Beta (against Standard Index)
0.87
0.98
Mean Annual Return
5.12
0.35
R-squared (against Standard Index)
83
61.85
Standard Deviation
3.44
4.90
Sharpe Ratio
0.60
N/A
Treynor Ratio
2.44
N/A
10 Years
Statistic
PFFCX
Category
Alpha (against Standard Index)
-0.26
-0.67
Beta (against Standard Index)
0.92
0.96
Mean Annual Return
5.88
0.46
R-squared (against Standard Index)
90
70.95
Standard Deviation
3.66
4.48
Sharpe Ratio
0.79
N/A
Treynor Ratio
3.22
N/A
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