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    Pacific Advisors Small Cap Value A (PASMX)

    41.96 Down 0.37(0.87%) Jul 2

    Risk as of May 30, 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)-16.28-3.48
    Beta (against Standard Index)1.491.13
    Mean Annual Return0.931.44
    R-squared (against Standard Index)53.1263.45
    Standard Deviation17.2812.04
    Sharpe Ratio0.641.45
    Treynor Ratio6.7515.92
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-12.93-5.29
    Beta (against Standard Index)1.641.24
    Mean Annual Return1.131.22
    R-squared (against Standard Index)74.3382.80
    Standard Deviation23.3916.73
    Sharpe Ratio0.580.88
    Treynor Ratio6.9011.43
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-0.33-0.43
    Beta (against Standard Index)1.531.17
    Mean Annual Return1.050.81
    R-squared (against Standard Index)72.9882.60
    Standard Deviation26.4618.93
    Sharpe Ratio0.420.45
    Treynor Ratio5.265.95