• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.44% Nasdaq Down0.42%

    Pacific Advisors Small Cap Value A (PASMX)

    42.34 Up 0.08(0.19%) Apr 1

    Risk as of Feb 27, 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)-19.52-4.94
    Beta (against Standard Index)1.561.16
    Mean Annual Return0.601.24
    R-squared (against Standard Index)62.1872.15
    Standard Deviation18.8112.99
    Sharpe Ratio0.381.15
    Treynor Ratio3.5112.97
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-11.21-4.06
    Beta (against Standard Index)1.621.22
    Mean Annual Return1.211.28
    R-squared (against Standard Index)75.2684.10
    Standard Deviation24.3517.45
    Sharpe Ratio0.590.88
    Treynor Ratio7.5012.14
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-1.78-0.70
    Beta (against Standard Index)1.551.18
    Mean Annual Return0.920.79
    R-squared (against Standard Index)72.6982.96
    Standard Deviation26.8519.15
    Sharpe Ratio0.360.42
    Treynor Ratio4.015.49