Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 17, 2009, 1:23AM ET - U.S. Markets open in 8 hours and 7 minutes.
Dow
0.10%
Nasdaq
0.27%
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
Payden Global Fixed Income (PYGFX)
On
Dec 16
:
8.84
0.02
(0.23%)
MORE ON PYGFX
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:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2005)
:
5.00%
Worst 1 Yr Total Return
(2006)
:
2.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PYGFX
Category
Alpha (against Standard Index)
-1.38
-1.26
Beta (against Standard Index)
0.84
1.48
Mean Annual Return
4.27
0.58
R-squared (against Standard Index)
82
50.87
Standard Deviation
3.69
8.83
Sharpe Ratio
0.52
N/A
Treynor Ratio
2.39
N/A
5 Years
Statistic
PYGFX
Category
Alpha (against Standard Index)
-0.72
-1.05
Beta (against Standard Index)
0.82
1.29
Mean Annual Return
4.28
0.42
R-squared (against Standard Index)
82
44.83
Standard Deviation
3.20
7.36
Sharpe Ratio
0.39
N/A
Treynor Ratio
1.59
N/A
10 Years
Statistic
PYGFX
Category
Alpha (against Standard Index)
-0.64
0.03
Beta (against Standard Index)
0.80
1.06
Mean Annual Return
5.05
0.55
R-squared (against Standard Index)
83
39.47
Standard Deviation
3.30
6.68
Sharpe Ratio
0.63
N/A
Treynor Ratio
2.67
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center