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Payden High Income (PYHRX)
On
Dec 17
:
6.96
0.01
(0.14%)
MORE ON PYHRX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
8.83%
Worst 1 Yr Total Return
(2008)
:
-20.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PYHRX
Category
Alpha (against Standard Index)
-4.15
-3.31
Beta (against Standard Index)
1.17
1.15
Mean Annual Return
1.98
0.30
R-squared (against Standard Index)
13
10.85
Standard Deviation
12.93
15.35
Sharpe Ratio
0.04
N/A
Treynor Ratio
-0.25
N/A
5 Years
Statistic
PYHRX
Category
Alpha (against Standard Index)
-1.54
-0.58
Beta (against Standard Index)
1.00
0.95
Mean Annual Return
3.39
0.39
R-squared (against Standard Index)
12
9.33
Standard Deviation
10.29
12.17
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.40
N/A
10 Years
Statistic
PYHRX
Category
Alpha (against Standard Index)
0.26
0.41
Beta (against Standard Index)
0.56
0.52
Mean Annual Return
4.79
0.42
R-squared (against Standard Index)
6
3.87
Standard Deviation
8.75
10.75
Sharpe Ratio
0.25
N/A
Treynor Ratio
3.33
N/A
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