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    Pacific Advisors Small Cap Value A (PASMX)

    40.70 Down 0.10(0.25%) Jan 23

    Risk as of Dec 30, 2014Get 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)-15.47-5.11
    Beta (against Standard Index)1.481.17
    Mean Annual Return1.061.44
    R-squared (against Standard Index)59.5169.88
    Standard Deviation17.4212.81
    Sharpe Ratio0.731.36
    Treynor Ratio7.9815.24
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-9.10-3.49
    Beta (against Standard Index)1.571.22
    Mean Annual Return1.241.26
    R-squared (against Standard Index)74.6883.83
    Standard Deviation23.6017.35
    Sharpe Ratio0.630.88
    Treynor Ratio8.1111.94
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-0.76-0.64
    Beta (against Standard Index)1.531.18
    Mean Annual Return0.960.76
    R-squared (against Standard Index)72.4282.83
    Standard Deviation26.4719.09
    Sharpe Ratio0.380.40
    Treynor Ratio4.395.19