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PIA Short Term Securities (PIASX)
On
Dec 29
:
10.07
0.01
(0.10%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.43%
Worst 1 Yr Total Return
(2004)
:
1.32%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIASX
Category
Alpha (against Standard Index)
1.20
-1.68
Beta (against Standard Index)
0.11
0.05
Mean Annual Return
3.96
0.07
R-squared (against Standard Index)
34
8.12
Standard Deviation
0.80
3.09
Sharpe Ratio
2.13
N/A
Treynor Ratio
15.55
N/A
5 Years
Statistic
PIASX
Category
Alpha (against Standard Index)
0.40
-1.28
Beta (against Standard Index)
0.12
0.07
Mean Annual Return
3.72
0.15
R-squared (against Standard Index)
39
9.80
Standard Deviation
0.71
2.39
Sharpe Ratio
0.97
N/A
Treynor Ratio
5.88
N/A
10 Years
Statistic
PIASX
Category
Alpha (against Standard Index)
0.52
-0.23
Beta (against Standard Index)
0.13
0.11
Mean Annual Return
3.92
0.25
R-squared (against Standard Index)
39
12.25
Standard Deviation
0.94
1.84
Sharpe Ratio
1.23
N/A
Treynor Ratio
7.66
N/A
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