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 Dow Down0.10% Nasdaq Up0.38%

Pacific Advisors Small Cap Value A (PASMX)

60.08 Down 0.52(0.86%) Apr 23
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Risk as of Mar 30, 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
Alpha (against Standard Index)-5.69-5.00
Beta (against Standard Index)1.671.27
Mean Annual Return1.551.12
R-squared (against Standard Index)80.9788.42
Standard Deviation23.2016.84
Sharpe Ratio0.800.80
Treynor Ratio10.2210.08
5 Years
Alpha (against Standard Index)-3.84-1.52
Beta (against Standard Index)1.611.23
Mean Annual Return2.401.96
R-squared (against Standard Index)74.0684.28
Standard Deviation26.2218.80
Sharpe Ratio1.101.25
Treynor Ratio17.7719.56
10 Years
Alpha (against Standard Index)3.440.60
Beta (against Standard Index)1.541.19
Mean Annual Return1.280.84
R-squared (against Standard Index)74.6883.85
Standard Deviation26.3119.10
Sharpe Ratio0.520.45
Treynor Ratio7.045.96