PIMCO CommoditiesPLUS Strategy Fund

Scorecard
5 / 5 Stars
Lipper
5 5 1 4 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.82
Mean -0.07
Sharpe Ratio -0.06
Bear Market Decile Rank 71

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Morningstar Energy Commodity TR
R-Squared 84.63 86.94
Beta 0.94 0.78
Alpha -0.11 -2.54