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    Pacific Advisors Small Cap Value A (PASMX)

    46.68 Up 0.55(1.19%) Dec 18

    Risk as of Nov 29, 2014Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down5
    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)-12.46-6.56
    Beta (against Standard Index)1.441.19
    Mean Annual Return1.301.40
    R-squared (against Standard Index)58.4371.52
    Standard Deviation17.0212.81
    Sharpe Ratio0.921.32
    Treynor Ratio10.5014.45
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-6.40-3.11
    Beta (against Standard Index)1.571.23
    Mean Annual Return1.521.35
    R-squared (against Standard Index)72.9782.86
    Standard Deviation23.8217.57
    Sharpe Ratio0.760.92
    Treynor Ratio10.5112.80
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-0.27-0.93
    Beta (against Standard Index)1.531.18
    Mean Annual Return1.040.77
    R-squared (against Standard Index)72.6782.94
    Standard Deviation26.4119.07
    Sharpe Ratio0.420.41
    Treynor Ratio5.115.30