PIMCO Emerging Markets Currency Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 9.02
Mean -0.03
Sharpe Ratio -0.05
Bear Market Decile Rank 73

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 11.58 85.18
Beta 83.86 0.4
Alpha -24.53 -3.09