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Payden Global Short Bond (PYGSX)
On
Dec 18
:
9.91
0.00
(0.00%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Low
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
4.28%
Worst 1 Yr Total Return
(2008)
:
-2.93%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PYGSX
Category
Alpha (against Standard Index)
-0.42
-1.26
Beta (against Standard Index)
0.34
1.48
Mean Annual Return
3.22
0.58
R-squared (against Standard Index)
30
50.87
Standard Deviation
2.45
8.83
Sharpe Ratio
0.37
N/A
Treynor Ratio
2.79
N/A
5 Years
Statistic
PYGSX
Category
Alpha (against Standard Index)
-0.48
-1.05
Beta (against Standard Index)
0.34
1.29
Mean Annual Return
3.33
0.42
R-squared (against Standard Index)
34
44.83
Standard Deviation
2.02
7.36
Sharpe Ratio
0.17
N/A
Treynor Ratio
1.03
N/A
10 Years
Statistic
PYGSX
Category
Alpha (against Standard Index)
0.16
0.03
Beta (against Standard Index)
0.37
1.06
Mean Annual Return
4.41
0.55
R-squared (against Standard Index)
51
39.47
Standard Deviation
1.92
6.68
Sharpe Ratio
0.73
N/A
Treynor Ratio
3.97
N/A
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