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UBS PACE Large Company Growth Eq A (PLAAX)
On
Dec 24
:
15.40
0.08
(0.52%)
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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)
:
11.83%
Worst 1 Yr Total Return
(2008)
:
-39.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PLAAX
Category
Alpha (against Standard Index)
1.95
2.20
Beta (against Standard Index)
0.98
0.99
Mean Annual Return
-3.85
-0.14
R-squared (against Standard Index)
91
88.76
Standard Deviation
20.27
21.04
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.28
N/A
5 Years
Statistic
PLAAX
Category
Alpha (against Standard Index)
0.31
0.80
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
0.95
0.24
R-squared (against Standard Index)
91
86.59
Standard Deviation
16.58
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.07
N/A
10 Years
Statistic
PLAAX
Category
Alpha (against Standard Index)
-2.77
-0.13
Beta (against Standard Index)
1.12
1.04
Mean Annual Return
-4.08
0.05
R-squared (against Standard Index)
87
78.99
Standard Deviation
19.34
19.17
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-6.27
N/A
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