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    Pacific Advisors Small Cap Value A (PASMX)

    36.56 Down 0.32(0.87%) Sep 4

    Risk as of Aug 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)-12.58-2.16
    Beta (against Standard Index)1.301.08
    Mean Annual Return0.461.32
    R-squared (against Standard Index)46.5159.50
    Standard Deviation18.2412.07
    Sharpe Ratio0.301.32
    Treynor Ratio2.9815.05
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-10.55-4.98
    Beta (against Standard Index)1.581.23
    Mean Annual Return1.161.21
    R-squared (against Standard Index)68.1479.87
    Standard Deviation22.7616.19
    Sharpe Ratio0.610.90
    Treynor Ratio7.5411.40
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-1.83-1.02
    Beta (against Standard Index)1.501.16
    Mean Annual Return0.800.73
    R-squared (against Standard Index)71.6682.21
    Standard Deviation26.4718.85
    Sharpe Ratio0.310.39
    Treynor Ratio3.295.06