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Sunday, December 27, 2009, 4:57AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Pacific Capital Value B (PCBVX)On Dec 24: 6.38  Up 0.04 (0.63%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2006):19.46%
Worst 1 Yr Total Return (2008):-35.68%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPCBVXCategory
Alpha (against Standard Index)-3.37-1.37
Beta (against Standard Index)1.001.02
Mean Annual Return-8.94-0.45
R-squared (against Standard Index)9694.58
Standard Deviation20.1220.79
Sharpe Ratio-0.47N/A
Treynor Ratio-11.27N/A
5 Years
StatisticPCBVXCategory
Alpha (against Standard Index)-1.46-0.29
Beta (against Standard Index)0.991.01
Mean Annual Return-0.790.14
R-squared (against Standard Index)9593.49
Standard Deviation16.3716.81
Sharpe Ratio-0.15N/A
Treynor Ratio-3.81N/A
10 Years
StatisticPCBVXCategory
Alpha (against Standard Index)0.522.74
Beta (against Standard Index)0.970.88
Mean Annual Return0.020.31
R-squared (against Standard Index)9281.33
Standard Deviation16.2715.97
Sharpe Ratio-0.09N/A
Treynor Ratio-3.02N/A

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