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    Pacific Advisors Small Cap Value A (PASMX)

    43.69 Down 0.24(0.55%) Apr 27

    Risk as of Mar 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)-17.19-2.68
    Beta (against Standard Index)1.521.12
    Mean Annual Return0.531.23
    R-squared (against Standard Index)60.3569.88
    Standard Deviation18.7712.94
    Sharpe Ratio0.331.14
    Treynor Ratio3.0413.23
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-10.28-3.01
    Beta (against Standard Index)1.601.21
    Mean Annual Return1.061.20
    R-squared (against Standard Index)74.2982.86
    Standard Deviation24.1117.20
    Sharpe Ratio0.530.84
    Treynor Ratio6.4211.35
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-1.30-0.28
    Beta (against Standard Index)1.541.17
    Mean Annual Return0.960.82
    R-squared (against Standard Index)72.4982.71
    Standard Deviation26.7919.06
    Sharpe Ratio0.380.44
    Treynor Ratio4.395.92