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UBS PACE Small/Medium Company Gr Eq Y (PUMYX)
On
Dec 24
:
12.72
0.04
(0.32%)
MORE ON PUMYX
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Research Reports
Risk
As of 30-Nov-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)
:
16.38%
Worst 1 Yr Total Return
(2008)
:
-43.56%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PUMYX
Category
Alpha (against Standard Index)
2.66
2.05
Beta (against Standard Index)
1.13
1.08
Mean Annual Return
-4.89
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
23.84
23.41
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.32
N/A
5 Years
Statistic
PUMYX
Category
Alpha (against Standard Index)
0.60
1.56
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
0.37
0.29
R-squared (against Standard Index)
85
80.86
Standard Deviation
20.30
19.91
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-2.24
N/A
10 Years
Statistic
PUMYX
Category
Alpha (against Standard Index)
4.12
3.33
Beta (against Standard Index)
1.22
1.11
Mean Annual Return
1.03
0.32
R-squared (against Standard Index)
58
61.70
Standard Deviation
26.02
23.38
Sharpe Ratio
0.06
N/A
Treynor Ratio
-1.55
N/A
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