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UBS S&P 500 Index C (PWSPX)
On
Dec 4
:
12.50
0.06
(0.48%)
MORE ON PWSPX
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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
(2006)
:
14.19%
Worst 1 Yr Total Return
(2008)
:
-37.71%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PWSPX
Category
Alpha (against Standard Index)
-1.21
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.96
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.95
20.42
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-9.20
N/A
5 Years
Statistic
PWSPX
Category
Alpha (against Standard Index)
-1.29
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.59
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.13
16.64
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.57
N/A
10 Years
Statistic
PWSPX
Category
Alpha (against Standard Index)
-1.36
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-1.92
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.22
16.39
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-4.85
N/A
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