PIMCO Real Income 2029 Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 6.05
Mean 0.24
Sharpe Ratio 0.47
Bear Market Decile Rank 2

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 0.53 37.26
Beta 0.05 0.3
Alpha 2.38 0.17