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Pax World High Yield Institutional (PXHIX)
On
Dec 14
:
7.67
0.01
(0.13%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.41%
Worst 1 Yr Total Return
(2008)
:
-20.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PXHIX
Category
Alpha (against Standard Index)
-0.42
-3.31
Beta (against Standard Index)
1.01
1.15
Mean Annual Return
5.13
0.30
R-squared (against Standard Index)
10
10.85
Standard Deviation
13.05
15.35
Sharpe Ratio
0.28
N/A
Treynor Ratio
2.85
N/A
5 Years
Statistic
PXHIX
Category
Alpha (against Standard Index)
1.07
-0.58
Beta (against Standard Index)
0.83
0.95
Mean Annual Return
5.66
0.39
R-squared (against Standard Index)
9
9.33
Standard Deviation
10.22
12.17
Sharpe Ratio
0.30
N/A
Treynor Ratio
3.23
N/A
10 Years
Statistic
PXHIX
Category
Alpha (against Standard Index)
1.37
0.41
Beta (against Standard Index)
0.51
0.52
Mean Annual Return
5.78
0.42
R-squared (against Standard Index)
5
3.87
Standard Deviation
8.74
10.75
Sharpe Ratio
0.36
N/A
Treynor Ratio
5.56
N/A
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