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PIMCO StocksPLUS AR Short Strat Instl (PSTIX)

2.50 0.00(0.00%) Aug 27

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:
Number of Years Up4
Number of Years Down6
Best 1 Yr Total Return(Dec 30, 2008):48.56%
Worst 1 Yr Total Return(Dec 30, 2013):-24.55%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPSTIXCategory
Alpha (against Standard Index)-0.38-0.01
Beta (against Standard Index)-0.83-1.54
Mean Annual Return-1.16-2.08
R-squared (against Standard Index)90.4484.10
Standard Deviation10.6821.16
Sharpe Ratio-1.31-1.34
Treynor Ratio16.3516.85
5 Years
StatisticPSTIXCategory
Alpha (against Standard Index)2.82-2.27
Beta (against Standard Index)-0.90-1.50
Mean Annual Return-0.99-2.23
R-squared (against Standard Index)92.5084.41
Standard Deviation12.3122.20
Sharpe Ratio-0.97-1.30
Treynor Ratio13.3017.72
10 Years
StatisticPSTIXCategory
Alpha (against Standard Index)1.95-7.02
Beta (against Standard Index)-0.86-1.31
Mean Annual Return-0.23-1.25
R-squared (against Standard Index)88.5785.41
Standard Deviation13.4920.92
Sharpe Ratio-0.32-0.78
Treynor Ratio5.9513.55