Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 28, 2009, 11:09AM ET - U.S. Markets close in 4 hours and 51 minutes. Dow Up 0.15% Nasdaq Up 0.26%
Pacific Capital Growth and Income Y (PGNIX)On Dec 24: 10.65  Up 0.07 (0.66%)  
MORE ON PGNIX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):10.28%
Worst 1 Yr Total Return (2008):-36.39%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPGNIXCategory
Alpha (against Standard Index)-3.360.06
Beta (against Standard Index)0.921.00
Mean Annual Return-8.23-0.33
R-squared (against Standard Index)9795.82
Standard Deviation18.5220.42
Sharpe Ratio-0.49N/A
Treynor Ratio-11.40N/A
5 Years
StatisticPGNIXCategory
Alpha (against Standard Index)-2.830.04
Beta (against Standard Index)0.941.01
Mean Annual Return-1.920.17
R-squared (against Standard Index)9795.19
Standard Deviation15.2816.64
Sharpe Ratio-0.24N/A
Treynor Ratio-5.25N/A
10 Years
StatisticPGNIXCategory
Alpha (against Standard Index)-2.280.81
Beta (against Standard Index)1.030.96
Mean Annual Return-3.060.14
R-squared (against Standard Index)9291.13
Standard Deviation17.3216.39
Sharpe Ratio-0.26N/A
Treynor Ratio-5.83N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center