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UBS PACE Strategic Fixed-Income Y (PSFYX)
On
Dec 1
:
13.92
0.04
(0.29%)
MORE ON PSFYX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
8.01%
Worst 1 Yr Total Return
(2008)
:
1.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PSFYX
Category
Alpha (against Standard Index)
0.58
-1.72
Beta (against Standard Index)
1.40
1.02
Mean Annual Return
8.46
0.39
R-squared (against Standard Index)
67
59.27
Standard Deviation
6.92
5.93
Sharpe Ratio
0.85
N/A
Treynor Ratio
4.31
N/A
5 Years
Statistic
PSFYX
Category
Alpha (against Standard Index)
0.61
-1.05
Beta (against Standard Index)
1.34
0.98
Mean Annual Return
6.31
0.33
R-squared (against Standard Index)
71
61.87
Standard Deviation
5.76
4.88
Sharpe Ratio
0.56
N/A
Treynor Ratio
2.45
N/A
10 Years
Statistic
PSFYX
Category
Alpha (against Standard Index)
-0.20
-0.65
Beta (against Standard Index)
1.31
0.96
Mean Annual Return
7.10
0.45
R-squared (against Standard Index)
81
71.12
Standard Deviation
5.49
4.47
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.15
N/A
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