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Pacific Advisors Small Cap Value A (PASMX)

53.26 Down 0.30(0.56%) Nov 25

Risk as of Oct 30, 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
Alpha (against Standard Index)-8.83-5.51
Beta (against Standard Index)1.451.20
Mean Annual Return1.501.40
R-squared (against Standard Index)62.2073.04
Standard Deviation16.6612.82
Sharpe Ratio1.081.32
Treynor Ratio12.3814.40
5 Years
Alpha (against Standard Index)-5.41-2.96
Beta (against Standard Index)1.561.22
Mean Annual Return1.671.41
R-squared (against Standard Index)74.5882.57
Standard Deviation23.6917.61
Sharpe Ratio0.840.96
Treynor Ratio11.9813.63
10 Years
Alpha (against Standard Index)1.09-0.39
Beta (against Standard Index)1.551.19
Mean Annual Return1.180.84
R-squared (against Standard Index)73.6183.29
Standard Deviation26.5919.23
Sharpe Ratio0.480.45
Treynor Ratio6.215.92