• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.29% Nasdaq Down0.03%

    PIMCO Total Return A (PTTAX)

    10.67 Up 0.03(0.28%) May 22

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):13.33%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.30%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.160.60
    Beta (against Standard Index)1.200.93
    Mean Annual Return0.250.25
    R-squared (against Standard Index)88.1485.17
    Standard Deviation3.672.91
    Sharpe Ratio0.791.02
    Treynor Ratio2.403.47
    5 Years
    Alpha (against Standard Index)-0.040.62
    Beta (against Standard Index)1.040.89
    Mean Annual Return0.350.35
    R-squared (against Standard Index)61.9077.25
    Standard Deviation3.712.88
    Sharpe Ratio1.121.46
    Treynor Ratio3.994.97
    10 Years
    Alpha (against Standard Index)0.740.04
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.460.37
    R-squared (against Standard Index)70.2966.26
    Standard Deviation3.993.88
    Sharpe Ratio1.020.81
    Treynor Ratio4.063.36