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PFW Water A (PFWAX)
On
Nov 30
:
24.60
0.06
(0.24%)
MORE ON PFWAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
17.40%
Worst 1 Yr Total Return
(2008)
:
-23.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFWAX
Category
Alpha (against Standard Index)
6.21
3.31
Beta (against Standard Index)
1.00
1.09
Mean Annual Return
-1.54
-0.23
R-squared (against Standard Index)
78
84.23
Standard Deviation
22.00
23.37
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.96
N/A
5 Years
Statistic
PFWAX
Category
Alpha (against Standard Index)
1.91
2.25
Beta (against Standard Index)
1.06
1.13
Mean Annual Return
1.38
0.31
R-squared (against Standard Index)
69
81.04
Standard Deviation
20.27
20.00
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.55
N/A
10 Years
Statistic
PFWAX
Category
Alpha (against Standard Index)
5.96
4.42
Beta (against Standard Index)
1.45
1.13
Mean Annual Return
0.47
0.37
R-squared (against Standard Index)
57
60.91
Standard Deviation
30.81
23.71
Sharpe Ratio
0.07
N/A
Treynor Ratio
-1.72
N/A
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