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    Pacific Advisors Small Cap Value A (PASMX)

    36.34 0.00(0.00%) Nov 27

    Risk as of Oct 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
    Alpha (against Standard Index)-17.03-2.48
    Beta (against Standard Index)1.251.00
    Mean Annual Return0.211.10
    R-squared (against Standard Index)45.9663.64
    Standard Deviation19.3213.20
    Sharpe Ratio0.131.00
    Treynor Ratio0.4813.10
    5 Years
    Alpha (against Standard Index)-12.82-4.32
    Beta (against Standard Index)1.511.15
    Mean Annual Return0.711.00
    R-squared (against Standard Index)63.3376.85
    Standard Deviation22.5315.68
    Sharpe Ratio0.370.77
    Treynor Ratio4.049.85
    10 Years
    Alpha (against Standard Index)-3.66-1.15
    Beta (against Standard Index)1.481.15
    Mean Annual Return0.730.72
    R-squared (against Standard Index)70.5582.05
    Standard Deviation26.7219.12
    Sharpe Ratio0.280.39
    Treynor Ratio2.685.13