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Sunday, December 27, 2009, 8:27AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
PIMCO Foreign Bond (USD-Hedged) I (PFORX)On Dec 24: 10.02  Down 0.01 (0.10%)  
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Risk  As of 30-Nov-09Get 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
StatisticPFORXCategory
Alpha (against Standard Index)0.52-1.26
Beta (against Standard Index)0.881.48
Mean Annual Return6.330.58
R-squared (against Standard Index)3950.87
Standard Deviation5.608.83
Sharpe Ratio0.70N/A
Treynor Ratio4.64N/A
5 Years
StatisticPFORXCategory
Alpha (against Standard Index)0.84-1.05
Beta (against Standard Index)0.801.29
Mean Annual Return5.810.42
R-squared (against Standard Index)4044.83
Standard Deviation4.487.36
Sharpe Ratio0.61N/A
Treynor Ratio3.53N/A
10 Years
StatisticPFORXCategory
Alpha (against Standard Index)1.500.03
Beta (against Standard Index)0.601.06
Mean Annual Return6.580.55
R-squared (against Standard Index)3739.47
Standard Deviation3.666.68
Sharpe Ratio0.96N/A
Treynor Ratio6.08N/A

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