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PIMCO Foreign Bond (USD-Hedged) C (PFOCX)
On
Dec 24
:
10.02
0.01
(0.10%)
MORE ON PFOCX
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Research Reports
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
(2004)
:
5.38%
Worst 1 Yr Total Return
(2008)
:
-3.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFOCX
Category
Alpha (against Standard Index)
-0.69
-1.26
Beta (against Standard Index)
0.88
1.48
Mean Annual Return
5.07
0.58
R-squared (against Standard Index)
39
50.87
Standard Deviation
5.59
8.83
Sharpe Ratio
0.50
N/A
Treynor Ratio
3.19
N/A
5 Years
Statistic
PFOCX
Category
Alpha (against Standard Index)
-0.36
-1.05
Beta (against Standard Index)
0.80
1.29
Mean Annual Return
4.56
0.42
R-squared (against Standard Index)
40
44.83
Standard Deviation
4.47
7.36
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.96
N/A
10 Years
Statistic
PFOCX
Category
Alpha (against Standard Index)
0.29
0.03
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
5.31
0.55
R-squared (against Standard Index)
37
39.47
Standard Deviation
3.65
6.68
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.96
N/A
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