Ratings & Risk for PIMCO Total Return D (PTTDX)

Morningstar Category: Intermediate-Term Bond
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year High Average
    		294
    5-Year High Average
    		271
    10-Year High Average
    		217
    Overall High Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 4.89 0.72 1.24
    5-Year 4.23 0.53 0.78
    10-Year 4.22 0.59 0.98
    15-Year 4.17 0.62 0.90
    20-Year 4.24 0.65 0.88
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 61.56 0.70 8.98
    3-Year 72.26 1.04 2.22
    5-Year 76.69 1.03 1.34
    10-Year 85.03 1.03 0.78

    Barclays US Aggregate Bond TR USD

    Trailing data as of 10/31/2009