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    Pacific Advisors Small Cap Value A (PASMX)

    39.08 Down 0.08(0.20%) Jul 31

    Risk as of Jun 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):83.21%
    Worst 1 Yr Total Return(Dec 30, 2008):-43.52%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-13.36-1.74
    Beta (against Standard Index)1.491.09
    Mean Annual Return0.921.35
    R-squared (against Standard Index)54.3961.47
    Standard Deviation17.2811.99
    Sharpe Ratio0.641.36
    Treynor Ratio6.7115.27
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-12.55-4.38
    Beta (against Standard Index)1.641.22
    Mean Annual Return1.251.35
    R-squared (against Standard Index)73.1481.17
    Standard Deviation23.0616.31
    Sharpe Ratio0.650.99
    Treynor Ratio7.9513.02
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-0.64-0.49
    Beta (against Standard Index)1.531.17
    Mean Annual Return1.000.79
    R-squared (against Standard Index)73.2982.66
    Standard Deviation26.4218.91
    Sharpe Ratio0.400.43
    Treynor Ratio4.855.69