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UBS PACE Government Secs Fxd-Inc A (PFXAX)
On
Dec 24
:
13.11
0.02
(0.15%)
MORE ON PFXAX
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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:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.72%
Worst 1 Yr Total Return
(2005)
:
1.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFXAX
Category
Alpha (against Standard Index)
1.57
0.23
Beta (against Standard Index)
0.64
0.76
Mean Annual Return
6.53
0.46
R-squared (against Standard Index)
65
64.12
Standard Deviation
3.08
3.94
Sharpe Ratio
1.27
N/A
Treynor Ratio
6.70
N/A
5 Years
Statistic
PFXAX
Category
Alpha (against Standard Index)
0.70
-0.23
Beta (against Standard Index)
0.68
0.78
Mean Annual Return
5.42
0.39
R-squared (against Standard Index)
72
69.48
Standard Deviation
2.81
3.41
Sharpe Ratio
0.81
N/A
Treynor Ratio
3.59
N/A
10 Years
Statistic
PFXAX
Category
Alpha (against Standard Index)
0.76
-0.47
Beta (against Standard Index)
0.66
0.84
Mean Annual Return
6.02
0.44
R-squared (against Standard Index)
74
78.01
Standard Deviation
2.88
3.66
Sharpe Ratio
1.04
N/A
Treynor Ratio
4.73
N/A
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