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    PIMCO Total Return D (PTTDX)

    10.47 0.00(0.00%) Nov 25

    Risk as of Oct 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up14
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):13.50%
    Worst 1 Yr Total Return(Dec 30, 2013):-2.21%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.700.02
    Beta (against Standard Index)1.170.92
    Mean Annual Return0.110.13
    R-squared (against Standard Index)83.6885.26
    Standard Deviation3.712.93
    Sharpe Ratio0.330.53
    Treynor Ratio0.991.75
    5 Years
    Alpha (against Standard Index)-0.220.38
    Beta (against Standard Index)1.030.89
    Mean Annual Return0.240.26
    R-squared (against Standard Index)60.3677.81
    Standard Deviation3.702.86
    Sharpe Ratio0.771.07
    Treynor Ratio2.733.70
    10 Years
    Alpha (against Standard Index)0.82-0.02
    Beta (against Standard Index)1.020.92
    Mean Annual Return0.460.37
    R-squared (against Standard Index)67.9564.98
    Standard Deviation3.983.88
    Sharpe Ratio1.080.84
    Treynor Ratio4.293.46