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    Pacific Advisors Small Cap Value A (PASMX)

    19.45 Up 0.53(2.80%) Feb 12

    Risk as of Jan 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up15
    Number of Years Down7
    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)-27.71-5.66
    Beta (against Standard Index)1.401.05
    Mean Annual Return-0.990.52
    R-squared (against Standard Index)47.6066.02
    Standard Deviation22.1914.13
    Sharpe Ratio-0.540.44
    Treynor Ratio-9.665.16
    5 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-17.38-5.59
    Beta (against Standard Index)1.621.18
    Mean Annual Return0.050.63
    R-squared (against Standard Index)62.7777.82
    Standard Deviation24.4816.06
    Sharpe Ratio0.020.47
    Treynor Ratio-1.545.46
    10 Years
    StatisticPASMXCategory
    Alpha (against Standard Index)-6.84-2.01
    Beta (against Standard Index)1.511.15
    Mean Annual Return0.320.54
    R-squared (against Standard Index)70.7782.57
    Standard Deviation27.2519.24
    Sharpe Ratio0.100.28
    Treynor Ratio-0.723.10