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UBS PACE Small/Medium Company Gr Eq A (PQUAX)
On
Dec 7
:
11.66
0.01
(0.09%)
MORE ON PQUAX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
15.95%
Worst 1 Yr Total Return
(2008)
:
-43.79%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PQUAX
Category
Alpha (against Standard Index)
3.65
3.31
Beta (against Standard Index)
1.15
1.09
Mean Annual Return
-5.57
-0.23
R-squared (against Standard Index)
89
84.23
Standard Deviation
23.81
23.37
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-6.93
N/A
5 Years
Statistic
PQUAX
Category
Alpha (against Standard Index)
0.81
2.25
Beta (against Standard Index)
1.18
1.13
Mean Annual Return
0.09
0.31
R-squared (against Standard Index)
85
81.04
Standard Deviation
20.33
20.00
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.48
N/A
10 Years
Statistic
PQUAX
Category
Alpha (against Standard Index)
4.61
4.42
Beta (against Standard Index)
1.23
1.13
Mean Annual Return
0.99
0.37
R-squared (against Standard Index)
58
60.91
Standard Deviation
26.06
23.71
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.60
N/A
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