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    PIMCO Global Multi-Asset A (PGMAX)

    11.37 Down 0.12(1.04%) Jul 6

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up4
    Number of Years Down2
    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)-5.95-2.44
    Beta (against Standard Index)0.991.12
    Mean Annual Return0.330.73
    R-squared (against Standard Index)52.8181.03
    Standard Deviation7.296.72
    Sharpe Ratio0.531.33
    Treynor Ratio3.708.00
    5 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)-3.87-2.63
    Beta (against Standard Index)0.951.16
    Mean Annual Return0.420.69
    R-squared (against Standard Index)73.7789.10
    Standard Deviation8.789.81
    Sharpe Ratio0.570.87
    Treynor Ratio4.957.27
    10 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)N/A-1.19
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A0.53
    R-squared (against Standard Index)N/A88.41
    Standard DeviationN/A11.19
    Sharpe RatioN/A0.45
    Treynor RatioN/A4.36