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    Pacific Advisors Small Cap Value A (PASMX)

    42.09 Down 0.12(0.28%) Mar 3

    Risk as of Jan 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)-19.41-5.17
    Beta (against Standard Index)1.571.14
    Mean Annual Return0.551.15
    R-squared (against Standard Index)61.4270.39
    Standard Deviation18.6412.73
    Sharpe Ratio0.351.09
    Treynor Ratio3.1612.15
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-11.50-3.81
    Beta (against Standard Index)1.621.23
    Mean Annual Return1.111.26
    R-squared (against Standard Index)74.7683.97
    Standard Deviation24.1917.38
    Sharpe Ratio0.550.87
    Treynor Ratio6.7411.81
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-1.91-0.64
    Beta (against Standard Index)1.551.18
    Mean Annual Return0.860.76
    R-squared (against Standard Index)72.4682.85
    Standard Deviation26.7719.09
    Sharpe Ratio0.330.40
    Treynor Ratio3.535.15