PIMCO Emerging Markets Currency Fund

Scorecard
2 / 5 Stars
Lipper
5 5 1 3 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
E- (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.76
Mean 0.0
Sharpe Ratio -0.01
Bear Market Decile Rank 69

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 9.92 85.61
Beta 74.33 0.4
Alpha -20.94 -3.28