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    PIMCO Global Multi-Asset A (PGMAX)

    10.80 Up 0.06(0.56%) May 24

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):19.16%
    Worst 1 Yr Total Return(Dec 30, 2013):-8.89%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)-7.03-3.05
    Beta (against Standard Index)1.141.12
    Mean Annual Return-0.140.18
    R-squared (against Standard Index)71.7086.43
    Standard Deviation9.588.60
    Sharpe Ratio-0.190.26
    Treynor Ratio-1.941.65
    5 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)-5.85-3.22
    Beta (against Standard Index)1.011.17
    Mean Annual Return-0.040.26
    R-squared (against Standard Index)75.3889.52
    Standard Deviation9.229.86
    Sharpe Ratio-0.050.34
    Treynor Ratio-0.902.40
    10 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)N/A-1.66
    Beta (against Standard Index)N/A1.13
    Mean Annual ReturnN/A0.40
    R-squared (against Standard Index)N/A90.34
    Standard DeviationN/A11.91
    Sharpe RatioN/A0.32
    Treynor RatioN/A2.83