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Allianz NACM Pacific Rim A (PPRAX)
On
Dec 16
:
11.14
0.02
(0.18%)
MORE ON PPRAX
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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
(2005)
:
37.83%
Worst 1 Yr Total Return
(2008)
:
-39.74%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PPRAX
Category
Alpha (against Standard Index)
0.08
3.17
Beta (against Standard Index)
0.89
0.99
Mean Annual Return
-4.65
0.04
R-squared (against Standard Index)
88
89.59
Standard Deviation
22.83
25.02
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-7.77
N/A
5 Years
Statistic
PPRAX
Category
Alpha (against Standard Index)
3.64
2.45
Beta (against Standard Index)
0.94
1.00
Mean Annual Return
7.66
0.71
R-squared (against Standard Index)
83
87.52
Standard Deviation
20.41
21.09
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.95
N/A
10 Years
Statistic
PPRAX
Category
Alpha (against Standard Index)
3.28
0.67
Beta (against Standard Index)
0.95
0.98
Mean Annual Return
4.43
0.35
R-squared (against Standard Index)
59
76.17
Standard Deviation
22.16
20.26
Sharpe Ratio
0.18
N/A
Treynor Ratio
1.59
N/A
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