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UBS PACE Government Secs Fxd-Inc C (PFXCX)
On
Dec 2
:
13.75
0.02
(0.15%)
MORE ON PFXCX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.19%
Worst 1 Yr Total Return
(2005)
:
1.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PFXCX
Category
Alpha (against Standard Index)
1.09
0.17
Beta (against Standard Index)
0.64
0.75
Mean Annual Return
6.05
0.45
R-squared (against Standard Index)
65
63.33
Standard Deviation
3.09
3.92
Sharpe Ratio
1.09
N/A
Treynor Ratio
5.71
N/A
5 Years
Statistic
PFXCX
Category
Alpha (against Standard Index)
0.22
-0.28
Beta (against Standard Index)
0.68
0.77
Mean Annual Return
4.62
0.36
R-squared (against Standard Index)
71
69.10
Standard Deviation
2.81
3.41
Sharpe Ratio
0.54
N/A
Treynor Ratio
2.37
N/A
10 Years
Statistic
PFXCX
Category
Alpha (against Standard Index)
0.22
-0.49
Beta (against Standard Index)
0.66
0.85
Mean Annual Return
5.39
0.44
R-squared (against Standard Index)
74
77.74
Standard Deviation
2.88
3.68
Sharpe Ratio
0.82
N/A
Treynor Ratio
3.69
N/A
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