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PIMCO Foreign Bond (USD-Hedged) A (PFOAX)
On
Dec 7
:
10.38
0.02
(0.19%)
MORE ON PFOAX
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Research Reports
Risk
As of 31-Oct-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
(2004)
:
6.17%
Worst 1 Yr Total Return
(2008)
:
-2.83%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFOAX
Category
Alpha (against Standard Index)
-0.01
-1.14
Beta (against Standard Index)
0.87
1.47
Mean Annual Return
5.75
0.58
R-squared (against Standard Index)
39
50.46
Standard Deviation
5.59
8.81
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.81
N/A
5 Years
Statistic
PFOAX
Category
Alpha (against Standard Index)
0.88
-0.18
Beta (against Standard Index)
0.76
1.21
Mean Annual Return
5.44
0.44
R-squared (against Standard Index)
37
39.58
Standard Deviation
4.49
7.42
Sharpe Ratio
0.52
N/A
Treynor Ratio
3.16
N/A
10 Years
Statistic
PFOAX
Category
Alpha (against Standard Index)
1.02
-0.04
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
6.02
0.53
R-squared (against Standard Index)
37
39.24
Standard Deviation
3.65
6.67
Sharpe Ratio
0.80
N/A
Treynor Ratio
5.06
N/A
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