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UBS PACE Intermediate Fxd-Inc Y (PIFYX)
On
Jan 6
:
11.67
0.01
(0.09%)
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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)
:
7.44%
Worst 1 Yr Total Return
(2008)
:
-1.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIFYX
Category
Alpha (against Standard Index)
-0.37
-1.73
Beta (against Standard Index)
0.87
1.02
Mean Annual Return
5.43
0.39
R-squared (against Standard Index)
67
59.65
Standard Deviation
4.32
5.93
Sharpe Ratio
0.71
N/A
Treynor Ratio
3.64
N/A
5 Years
Statistic
PIFYX
Category
Alpha (against Standard Index)
-0.50
-1.13
Beta (against Standard Index)
0.81
0.98
Mean Annual Return
4.49
0.35
R-squared (against Standard Index)
68
61.85
Standard Deviation
3.55
4.90
Sharpe Ratio
0.42
N/A
Treynor Ratio
1.85
N/A
10 Years
Statistic
PIFYX
Category
Alpha (against Standard Index)
-1.08
-0.67
Beta (against Standard Index)
0.76
0.96
Mean Annual Return
4.45
0.46
R-squared (against Standard Index)
59
70.95
Standard Deviation
3.74
4.48
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.00
N/A
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