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Pacific Advisors Small Cap A (PASMX)
On
Dec 3
:
24.02
0.21
(0.87%)
MORE ON PASMX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
36.61%
Worst 1 Yr Total Return
(2008)
:
-43.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PASMX
Category
Alpha (against Standard Index)
6.03
1.01
Beta (against Standard Index)
1.54
1.19
Mean Annual Return
-8.84
-0.48
R-squared (against Standard Index)
80
87.23
Standard Deviation
33.69
24.84
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-7.30
N/A
5 Years
Statistic
PASMX
Category
Alpha (against Standard Index)
7.45
1.42
Beta (against Standard Index)
1.58
1.21
Mean Annual Return
4.02
0.23
R-squared (against Standard Index)
73
84.16
Standard Deviation
29.30
21.07
Sharpe Ratio
0.18
N/A
Treynor Ratio
0.63
N/A
10 Years
Statistic
PASMX
Category
Alpha (against Standard Index)
13.43
7.80
Beta (against Standard Index)
1.23
1.01
Mean Annual Return
10.07
0.68
R-squared (against Standard Index)
56
64.84
Standard Deviation
26.50
20.31
Sharpe Ratio
0.39
N/A
Treynor Ratio
5.76
N/A
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