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PIA MBS Bond (PMTGX)
On
Dec 9
:
10.12
0.01
(0.10%)
MORE ON PMTGX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
0
Best 1 Yr Total Return
(2008)
:
8.10%
Worst 1 Yr Total Return
(2007)
:
6.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PMTGX
Category
Alpha (against Standard Index)
2.14
0.17
Beta (against Standard Index)
0.68
0.75
Mean Annual Return
7.32
0.45
R-squared (against Standard Index)
68
63.33
Standard Deviation
3.26
3.92
Sharpe Ratio
1.41
N/A
Treynor Ratio
7.27
N/A
5 Years
Statistic
PMTGX
Category
Alpha (against Standard Index)
N/A
-0.28
Beta (against Standard Index)
N/A
0.77
Mean Annual Return
N/A
0.36
R-squared (against Standard Index)
N/A
69.10
Standard Deviation
N/A
3.41
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
PMTGX
Category
Alpha (against Standard Index)
N/A
-0.49
Beta (against Standard Index)
N/A
0.85
Mean Annual Return
N/A
0.44
R-squared (against Standard Index)
N/A
77.74
Standard Deviation
N/A
3.68
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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