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Target Growth Allocation R (PGARX)
On
Dec 24
:
9.83
0.05
(0.51%)
MORE ON PGARX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.84%
Worst 1 Yr Total Return
(2008)
:
-40.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PGARX
Category
Alpha (against Standard Index)
-1.63
0.06
Beta (against Standard Index)
1.02
1.00
Mean Annual Return
-7.57
-0.33
R-squared (against Standard Index)
98
95.82
Standard Deviation
20.51
20.42
Sharpe Ratio
-0.39
N/A
Treynor Ratio
-9.63
N/A
5 Years
Statistic
PGARX
Category
Alpha (against Standard Index)
-0.21
0.04
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
0.32
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
16.91
16.64
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.57
N/A
10 Years
Statistic
PGARX
Category
Alpha (against Standard Index)
1.90
0.81
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
1.24
0.14
R-squared (against Standard Index)
91
91.13
Standard Deviation
16.86
16.39
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-1.70
N/A
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