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PIMCO Developing Local Markets D (PLMDX)
On
Dec 2
:
10.21
0.01
(0.10%)
MORE ON PLMDX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
2
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
12.77%
Worst 1 Yr Total Return
(2008)
:
-14.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PLMDX
Category
Alpha (against Standard Index)
-0.55
-4.23
Beta (against Standard Index)
1.19
2.21
Mean Annual Return
5.85
0.56
R-squared (against Standard Index)
16
36.23
Standard Deviation
12.26
15.19
Sharpe Ratio
0.33
N/A
Treynor Ratio
2.88
N/A
5 Years
Statistic
PLMDX
Category
Alpha (against Standard Index)
N/A
1.47
Beta (against Standard Index)
N/A
1.92
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
33.92
Standard Deviation
N/A
12.24
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PLMDX
Category
Alpha (against Standard Index)
N/A
4.30
Beta (against Standard Index)
N/A
1.37
Mean Annual Return
N/A
0.98
R-squared (against Standard Index)
N/A
21.64
Standard Deviation
N/A
11.33
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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