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Pacific Advisors Small Cap Value A (PASMX)

56.26 Down 1.08(1.88%) Sep 19

Risk as of Aug 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)-9.27-6.67
Beta (against Standard Index)1.681.28
Mean Annual Return1.961.52
R-squared (against Standard Index)78.6184.42
Standard Deviation21.9916.16
Sharpe Ratio1.071.13
Treynor Ratio13.8714.43
5 Years
Alpha (against Standard Index)-5.90-3.04
Beta (against Standard Index)1.551.22
Mean Annual Return1.641.42
R-squared (against Standard Index)73.6883.20
Standard Deviation23.7817.62
Sharpe Ratio0.820.97
Treynor Ratio11.7513.76
10 Years
Alpha (against Standard Index)2.350.13
Beta (against Standard Index)1.541.19
Mean Annual Return1.300.89
R-squared (against Standard Index)74.2283.34
Standard Deviation26.3519.10
Sharpe Ratio0.530.48
Treynor Ratio7.296.54