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UBS PACE Intermediate Fxd-Inc C (PIICX)
On
Dec 4
:
11.77
0.04
(0.34%)
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Research Reports
Risk
As of 31-Oct-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)
:
6.69%
Worst 1 Yr Total Return
(2008)
:
-2.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIICX
Category
Alpha (against Standard Index)
-1.16
-1.72
Beta (against Standard Index)
0.88
1.02
Mean Annual Return
4.62
0.39
R-squared (against Standard Index)
67
59.27
Standard Deviation
4.35
5.93
Sharpe Ratio
0.50
N/A
Treynor Ratio
2.51
N/A
5 Years
Statistic
PIICX
Category
Alpha (against Standard Index)
-1.22
-1.05
Beta (against Standard Index)
0.82
0.98
Mean Annual Return
3.40
0.33
R-squared (against Standard Index)
68
61.87
Standard Deviation
3.58
4.88
Sharpe Ratio
0.12
N/A
Treynor Ratio
0.46
N/A
10 Years
Statistic
PIICX
Category
Alpha (against Standard Index)
-1.83
-0.65
Beta (against Standard Index)
0.76
0.96
Mean Annual Return
3.57
0.45
R-squared (against Standard Index)
59
71.12
Standard Deviation
3.74
4.47
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.80
N/A
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