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UBS PACE International Em Mkts Eq B (PWEBX)
On
Dec 24
:
11.17
0.10
(0.90%)
MORE ON PWEBX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
34.19%
Worst 1 Yr Total Return
(2008)
:
-52.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PWEBX
Category
Alpha (against Standard Index)
10.99
12.34
Beta (against Standard Index)
1.25
1.29
Mean Annual Return
1.84
0.68
R-squared (against Standard Index)
90
87.47
Standard Deviation
31.67
33.01
Sharpe Ratio
0.15
N/A
Treynor Ratio
-0.34
N/A
5 Years
Statistic
PWEBX
Category
Alpha (against Standard Index)
7.97
9.77
Beta (against Standard Index)
1.28
1.29
Mean Annual Return
11.71
1.39
R-squared (against Standard Index)
87
85.58
Standard Deviation
27.00
27.53
Sharpe Ratio
0.44
N/A
Treynor Ratio
6.80
N/A
10 Years
Statistic
PWEBX
Category
Alpha (against Standard Index)
4.83
9.46
Beta (against Standard Index)
1.24
1.23
Mean Annual Return
5.40
1.10
R-squared (against Standard Index)
78
77.00
Standard Deviation
25.22
25.24
Sharpe Ratio
0.22
N/A
Treynor Ratio
2.00
N/A
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