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    Pacific Advisors Small Cap Value A (PASMX)

    36.90 Up 0.69(1.91%) Oct 8

    Risk as of Sep 29, 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)-16.03-1.38
    Beta (against Standard Index)1.381.04
    Mean Annual Return0.061.09
    R-squared (against Standard Index)48.5362.64
    Standard Deviation19.2412.62
    Sharpe Ratio0.041.04
    Treynor Ratio-0.8112.50
    5 Years
    Alpha (against Standard Index)-12.19-3.82
    Beta (against Standard Index)1.601.20
    Mean Annual Return0.751.23
    R-squared (against Standard Index)66.4479.17
    Standard Deviation22.6216.07
    Sharpe Ratio0.400.92
    Treynor Ratio4.1211.98
    10 Years
    Alpha (against Standard Index)-2.78-0.82
    Beta (against Standard Index)1.511.16
    Mean Annual Return0.690.69
    R-squared (against Standard Index)71.5782.29
    Standard Deviation26.7118.95
    Sharpe Ratio0.260.37
    Treynor Ratio2.294.70