Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Wednesday, January 6, 2010, 3:30AM ET - U.S. Markets open in 6 hrs..
Dow
0.11%
Nasdaq
0.00%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
UBS PACE Global Fixed-Income A (PWFAX)
On
Jan 5
:
11.62
0.02
(0.17%)
MORE ON PWFAX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
10.08%
Worst 1 Yr Total Return
(2005)
:
-6.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PWFAX
Category
Alpha (against Standard Index)
-2.19
-1.26
Beta (against Standard Index)
2.10
1.48
Mean Annual Return
8.21
0.58
R-squared (against Standard Index)
57
50.87
Standard Deviation
11.44
8.83
Sharpe Ratio
0.55
N/A
Treynor Ratio
2.83
N/A
5 Years
Statistic
PWFAX
Category
Alpha (against Standard Index)
-1.77
-1.05
Beta (against Standard Index)
1.79
1.29
Mean Annual Return
5.30
0.42
R-squared (against Standard Index)
48
44.83
Standard Deviation
9.50
7.36
Sharpe Ratio
0.28
N/A
Treynor Ratio
1.29
N/A
10 Years
Statistic
PWFAX
Category
Alpha (against Standard Index)
-1.85
0.03
Beta (against Standard Index)
1.53
1.06
Mean Annual Return
6.10
0.55
R-squared (against Standard Index)
44
39.47
Standard Deviation
8.59
6.68
Sharpe Ratio
0.39
N/A
Treynor Ratio
2.08
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center