PIMCO Commodity Real Return Strategy Fund

Scorecard
3 / 5 Stars
Lipper
4 4 1 4 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
---
TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.52
Mean -0.22
Sharpe Ratio -0.17
Bear Market Decile Rank 42

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Bloomberg Commodity TR USD
R-Squared 83.45 94.05
Beta 1.02 1.09
Alpha -3.68 1.89