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PIMCO Foreign Bond (USD-Hedged) R (PFRRX)
On
Dec 24
:
10.02
0.01
(0.10%)
MORE ON PFRRX
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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)
:
5.92%
Worst 1 Yr Total Return
(2008)
:
-3.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFRRX
Category
Alpha (against Standard Index)
-0.19
-1.26
Beta (against Standard Index)
0.88
1.48
Mean Annual Return
5.59
0.58
R-squared (against Standard Index)
39
50.87
Standard Deviation
5.59
8.83
Sharpe Ratio
0.58
N/A
Treynor Ratio
3.79
N/A
5 Years
Statistic
PFRRX
Category
Alpha (against Standard Index)
0.13
-1.05
Beta (against Standard Index)
0.80
1.29
Mean Annual Return
5.07
0.42
R-squared (against Standard Index)
40
44.83
Standard Deviation
4.48
7.36
Sharpe Ratio
0.45
N/A
Treynor Ratio
2.60
N/A
10 Years
Statistic
PFRRX
Category
Alpha (against Standard Index)
0.79
0.03
Beta (against Standard Index)
0.60
1.06
Mean Annual Return
5.84
0.55
R-squared (against Standard Index)
37
39.47
Standard Deviation
3.66
6.68
Sharpe Ratio
0.77
N/A
Treynor Ratio
4.83
N/A
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