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Tuesday, December 15, 2009, 11:39PM ET - U.S. Markets Closed.
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Pax World Growth R (PXGRX)
On
Dec 15
:
9.83
0.05
(0.51%)
MORE ON PXGRX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
0
Number of Years Down:
1
Best 1 Yr Total Return
(2008)
:
-41.58%
Worst 1 Yr Total Return
(2008)
:
-41.58%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PXGRX
Category
Alpha (against Standard Index)
2.41
2.20
Beta (against Standard Index)
1.04
0.99
Mean Annual Return
-4.13
-0.14
R-squared (against Standard Index)
90
88.76
Standard Deviation
21.74
21.04
Sharpe Ratio
-0.19
N/A
Treynor Ratio
-6.17
N/A
5 Years
Statistic
PXGRX
Category
Alpha (against Standard Index)
-1.58
0.80
Beta (against Standard Index)
1.04
1.01
Mean Annual Return
-1.30
0.24
R-squared (against Standard Index)
84
86.59
Standard Deviation
18.22
17.50
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-4.11
N/A
10 Years
Statistic
PXGRX
Category
Alpha (against Standard Index)
-1.18
-0.13
Beta (against Standard Index)
0.90
1.04
Mean Annual Return
-1.82
0.05
R-squared (against Standard Index)
67
78.99
Standard Deviation
17.85
19.17
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.26
N/A
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