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    PIMCO Global Multi-Asset A (PGMAX)

    11.69 Down 0.07(0.60%) May 26

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    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)-5.59-2.46
    Beta (against Standard Index)0.961.12
    Mean Annual Return0.210.58
    R-squared (against Standard Index)58.8984.48
    Standard Deviation7.827.64
    Sharpe Ratio0.310.94
    Treynor Ratio2.236.29
    5 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)-3.79-2.40
    Beta (against Standard Index)0.941.16
    Mean Annual Return0.340.61
    R-squared (against Standard Index)75.5890.06
    Standard Deviation9.1010.22
    Sharpe Ratio0.440.73
    Treynor Ratio3.926.30
    10 Years
    StatisticPGMAXCategory
    Alpha (against Standard Index)N/A-1.26
    Beta (against Standard Index)N/A1.09
    Mean Annual ReturnN/A0.55
    R-squared (against Standard Index)N/A88.33
    Standard DeviationN/A11.20
    Sharpe RatioN/A0.46
    Treynor RatioN/A4.51