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PFW Water C (PFWCX)
On
Dec 4
:
23.78
0.39
(1.67%)
MORE ON PFWCX
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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)
:
15.86%
Worst 1 Yr Total Return
(2008)
:
-23.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFWCX
Category
Alpha (against Standard Index)
5.26
3.31
Beta (against Standard Index)
1.00
1.09
Mean Annual Return
-2.47
-0.23
R-squared (against Standard Index)
78
84.23
Standard Deviation
22.01
23.37
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-4.90
N/A
5 Years
Statistic
PFWCX
Category
Alpha (against Standard Index)
0.83
2.25
Beta (against Standard Index)
1.06
1.13
Mean Annual Return
0.30
0.31
R-squared (against Standard Index)
69
81.04
Standard Deviation
20.27
20.00
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-2.57
N/A
10 Years
Statistic
PFWCX
Category
Alpha (against Standard Index)
4.81
4.42
Beta (against Standard Index)
1.45
1.13
Mean Annual Return
-0.69
0.37
R-squared (against Standard Index)
57
60.91
Standard Deviation
30.80
23.71
Sharpe Ratio
0.04
N/A
Treynor Ratio
-2.52
N/A
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