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PIMCO Foreign Bond (USD-Hedged) D (PFODX)
On
Dec 2
:
10.42
0.01
(0.10%)
MORE ON PFODX
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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)
:
-2.82%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFODX
Category
Alpha (against Standard Index)
0.00
-1.14
Beta (against Standard Index)
0.88
1.47
Mean Annual Return
5.77
0.58
R-squared (against Standard Index)
39
50.46
Standard Deviation
5.59
8.81
Sharpe Ratio
0.59
N/A
Treynor Ratio
3.83
N/A
5 Years
Statistic
PFODX
Category
Alpha (against Standard Index)
0.89
-0.18
Beta (against Standard Index)
0.77
1.21
Mean Annual Return
5.45
0.44
R-squared (against Standard Index)
37
39.58
Standard Deviation
4.50
7.42
Sharpe Ratio
0.52
N/A
Treynor Ratio
3.17
N/A
10 Years
Statistic
PFODX
Category
Alpha (against Standard Index)
1.03
-0.04
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
6.03
0.53
R-squared (against Standard Index)
37
39.24
Standard Deviation
3.65
6.67
Sharpe Ratio
0.81
N/A
Treynor Ratio
5.08
N/A
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