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Pacific Advisors Small Cap Value A (PASMX)

51.97 Down 0.39(0.74%) Oct 24

Risk as of Sep 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)-10.14-6.93
Beta (against Standard Index)1.661.27
Mean Annual Return2.121.68
R-squared (against Standard Index)72.6780.69
Standard Deviation20.6214.92
Sharpe Ratio1.231.35
Treynor Ratio15.6616.52
5 Years
StatisticPASMXCategory
Alpha (against Standard Index)-6.74-4.12
Beta (against Standard Index)1.591.22
Mean Annual Return1.491.24
R-squared (against Standard Index)74.4082.88
Standard Deviation24.3217.78
Sharpe Ratio0.730.84
Treynor Ratio10.0411.58
10 Years
StatisticPASMXCategory
Alpha (against Standard Index)1.36-0.64
Beta (against Standard Index)1.551.19
Mean Annual Return1.190.81
R-squared (against Standard Index)73.7883.40
Standard Deviation26.5919.19
Sharpe Ratio0.480.43
Treynor Ratio6.285.58