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PIMCO Foreign Bond (Unhedged) I (PFUIX)
On
Dec 4
:
10.31
0.23
(2.18%)
MORE ON PFUIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
10.46%
Worst 1 Yr Total Return
(2005)
:
-9.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFUIX
Category
Alpha (against Standard Index)
-0.25
-1.14
Beta (against Standard Index)
2.08
1.47
Mean Annual Return
9.84
0.58
R-squared (against Standard Index)
47
50.46
Standard Deviation
12.40
8.81
Sharpe Ratio
0.62
N/A
Treynor Ratio
3.57
N/A
5 Years
Statistic
PFUIX
Category
Alpha (against Standard Index)
0.36
-0.18
Beta (against Standard Index)
1.67
1.21
Mean Annual Return
6.34
0.44
R-squared (against Standard Index)
33
39.58
Standard Deviation
10.55
7.42
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.99
N/A
10 Years
Statistic
PFUIX
Category
Alpha (against Standard Index)
N/A
-0.04
Beta (against Standard Index)
N/A
1.06
Mean Annual Return
N/A
0.53
R-squared (against Standard Index)
N/A
39.24
Standard Deviation
N/A
6.67
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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