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UBS PACE Intermediate Fxd-Inc A (PIFAX)
On
Dec 24
:
11.63
0.03
(0.26%)
MORE ON PIFAX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
7.15%
Worst 1 Yr Total Return
(2008)
:
-1.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIFAX
Category
Alpha (against Standard Index)
-0.69
-1.73
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
5.16
0.39
R-squared (against Standard Index)
67
59.65
Standard Deviation
4.40
5.93
Sharpe Ratio
0.64
N/A
Treynor Ratio
3.26
N/A
5 Years
Statistic
PIFAX
Category
Alpha (against Standard Index)
-0.77
-1.13
Beta (against Standard Index)
0.82
0.98
Mean Annual Return
4.23
0.35
R-squared (against Standard Index)
68
61.85
Standard Deviation
3.60
4.90
Sharpe Ratio
0.35
N/A
Treynor Ratio
1.51
N/A
10 Years
Statistic
PIFAX
Category
Alpha (against Standard Index)
-1.35
-0.67
Beta (against Standard Index)
0.76
0.96
Mean Annual Return
4.18
0.46
R-squared (against Standard Index)
59
70.95
Standard Deviation
3.77
4.48
Sharpe Ratio
0.34
N/A
Treynor Ratio
1.64
N/A
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