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Tuesday, January 5, 2010, 10:42PM ET - U.S. Markets Closed.
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UBS US Allocation B (PWTBX)
On
Jan 5
:
25.18
0.11
(0.44%)
MORE ON PWTBX
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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
(2004)
:
10.96%
Worst 1 Yr Total Return
(2008)
:
-36.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PWTBX
Category
Alpha (against Standard Index)
-6.53
-2.96
Beta (against Standard Index)
1.39
1.07
Mean Annual Return
-6.44
-0.09
R-squared (against Standard Index)
93
93.10
Standard Deviation
19.09
14.78
Sharpe Ratio
-0.37
N/A
Treynor Ratio
-6.29
N/A
5 Years
Statistic
PWTBX
Category
Alpha (against Standard Index)
-5.40
-2.53
Beta (against Standard Index)
1.33
1.06
Mean Annual Return
-0.49
0.24
R-squared (against Standard Index)
91
92.17
Standard Deviation
15.12
11.94
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-2.61
N/A
10 Years
Statistic
PWTBX
Category
Alpha (against Standard Index)
-6.36
-2.27
Beta (against Standard Index)
1.43
1.06
Mean Annual Return
-1.12
0.27
R-squared (against Standard Index)
89
86.88
Standard Deviation
15.01
11.38
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-2.84
N/A
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