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 Dow Down0.42% Nasdaq Down0.05%

Pacific Advisors Small Cap Value A (PASMX)

58.15 Down 0.30(0.51%) Jul 29

Risk as of Jun 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)-7.39-5.89
Beta (against Standard Index)1.691.28
Mean Annual Return1.661.23
R-squared (against Standard Index)81.4786.44
Standard Deviation22.9616.86
Sharpe Ratio0.860.88
Treynor Ratio11.0911.19
5 Years
StatisticPASMXCategory
Alpha (against Standard Index)-5.26-2.20
Beta (against Standard Index)1.501.20
Mean Annual Return1.851.65
R-squared (against Standard Index)73.1283.79
Standard Deviation23.5517.64
Sharpe Ratio0.941.12
Treynor Ratio14.0716.51
10 Years
StatisticPASMXCategory
Alpha (against Standard Index)2.910.33
Beta (against Standard Index)1.541.18
Mean Annual Return1.280.85
R-squared (against Standard Index)74.6383.58
Standard Deviation26.3019.05
Sharpe Ratio0.520.46
Treynor Ratio7.076.11