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    Pacific Advisors Small Cap Value A (PASMX)

    42.94 Down 0.71(1.63%) May 26

    Risk as of Apr 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
    StatisticPASMXCategory
    Alpha (against Standard Index)-16.96-3.48
    Beta (against Standard Index)1.521.13
    Mean Annual Return0.621.21
    R-squared (against Standard Index)60.0068.56
    Standard Deviation18.7213.00
    Sharpe Ratio0.391.12
    Treynor Ratio3.7713.00
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-11.28-4.24
    Beta (against Standard Index)1.601.21
    Mean Annual Return0.961.08
    R-squared (against Standard Index)75.1083.14
    Standard Deviation23.9417.16
    Sharpe Ratio0.480.76
    Treynor Ratio5.6310.07
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-0.31-0.24
    Beta (against Standard Index)1.531.17
    Mean Annual Return1.070.85
    R-squared (against Standard Index)72.9882.56
    Standard Deviation26.4618.98
    Sharpe Ratio0.430.47
    Treynor Ratio5.466.30