Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Sunday, December 27, 2009, 8:27AM ET - U.S. Markets Closed.
Dow
0.51%
Nasdaq
0.71%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
PIMCO Foreign Bond (USD-Hedged) I (PFORX)
On
Dec 24
:
10.02
0.01
(0.10%)
MORE ON PFORX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
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)
:
6.65%
Worst 1 Yr Total Return
(2008)
:
-2.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFORX
Category
Alpha (against Standard Index)
0.52
-1.26
Beta (against Standard Index)
0.88
1.48
Mean Annual Return
6.33
0.58
R-squared (against Standard Index)
39
50.87
Standard Deviation
5.60
8.83
Sharpe Ratio
0.70
N/A
Treynor Ratio
4.64
N/A
5 Years
Statistic
PFORX
Category
Alpha (against Standard Index)
0.84
-1.05
Beta (against Standard Index)
0.80
1.29
Mean Annual Return
5.81
0.42
R-squared (against Standard Index)
40
44.83
Standard Deviation
4.48
7.36
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.53
N/A
10 Years
Statistic
PFORX
Category
Alpha (against Standard Index)
1.50
0.03
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
6.58
0.55
R-squared (against Standard Index)
37
39.47
Standard Deviation
3.66
6.68
Sharpe Ratio
0.96
N/A
Treynor Ratio
6.08
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center