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Friday, December 25, 2009, 12:43PM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
Pacific Capital Growth and Income B (PCBGX)On Dec 24: 9.84  Up 0.06 (0.61%)  
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Risk  As of 30-Nov-09Get 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
StatisticPCBGXCategory
Alpha (against Standard Index)-4.310.06
Beta (against Standard Index)0.921.00
Mean Annual Return-9.11-0.33
R-squared (against Standard Index)9795.82
Standard Deviation18.5320.42
Sharpe Ratio-0.54N/A
Treynor Ratio-12.35N/A
5 Years
StatisticPCBGXCategory
Alpha (against Standard Index)-3.820.04
Beta (against Standard Index)0.941.01
Mean Annual Return-2.890.17
R-squared (against Standard Index)9795.19
Standard Deviation15.2816.64
Sharpe Ratio-0.31N/A
Treynor Ratio-6.28N/A
10 Years
StatisticPCBGXCategory
Alpha (against Standard Index)-3.270.81
Beta (against Standard Index)1.030.96
Mean Annual Return-4.020.14
R-squared (against Standard Index)9291.13
Standard Deviation17.3216.39
Sharpe Ratio-0.32N/A
Treynor Ratio-6.77N/A

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