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Pacific Capital Growth and Income B (PCBGX)
On
Dec 24
:
9.84
0.06
(0.61%)
MORE ON PCBGX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
9.19%
Worst 1 Yr Total Return
(2008)
:
-37.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCBGX
Category
Alpha (against Standard Index)
-4.31
0.06
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-9.11
-0.33
R-squared (against Standard Index)
97
95.82
Standard Deviation
18.53
20.42
Sharpe Ratio
-0.54
N/A
Treynor Ratio
-12.35
N/A
5 Years
Statistic
PCBGX
Category
Alpha (against Standard Index)
-3.82
0.04
Beta (against Standard Index)
0.94
1.01
Mean Annual Return
-2.89
0.17
R-squared (against Standard Index)
97
95.19
Standard Deviation
15.28
16.64
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-6.28
N/A
10 Years
Statistic
PCBGX
Category
Alpha (against Standard Index)
-3.27
0.81
Beta (against Standard Index)
1.03
0.96
Mean Annual Return
-4.02
0.14
R-squared (against Standard Index)
92
91.13
Standard Deviation
17.32
16.39
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-6.77
N/A
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