PIMCO Emerging Markets Currency Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.76
Mean -0.01
Sharpe Ratio -0.02
Bear Market Decile Rank 71

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 74.34 0.4
Alpha -21.04 -3.38