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Wednesday, December 16, 2009, 10:58PM ET - U.S. Markets Closed.
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UBS PACE High Yield P (PHYPX)
On
Dec 16
:
9.85
0.02
(0.20%)
MORE ON PHYPX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
1.36%
Worst 1 Yr Total Return
(2008)
:
-18.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PHYPX
Category
Alpha (against Standard Index)
-0.13
-3.31
Beta (against Standard Index)
1.34
1.15
Mean Annual Return
6.76
0.30
R-squared (against Standard Index)
15
10.85
Standard Deviation
14.02
15.35
Sharpe Ratio
0.37
N/A
Treynor Ratio
3.35
N/A
5 Years
Statistic
PHYPX
Category
Alpha (against Standard Index)
N/A
-0.58
Beta (against Standard Index)
N/A
0.95
Mean Annual Return
N/A
0.39
R-squared (against Standard Index)
N/A
9.33
Standard Deviation
N/A
12.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PHYPX
Category
Alpha (against Standard Index)
N/A
0.41
Beta (against Standard Index)
N/A
0.52
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
3.87
Standard Deviation
N/A
10.75
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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