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Pacific Capital Value B (PCBVX)
On
Dec 24
:
6.38
0.04
(0.63%)
MORE ON PCBVX
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Research Reports
Risk
As of 30-Nov-09
Get
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
Statistic
PCBVX
Category
Alpha (against Standard Index)
-3.37
-1.37
Beta (against Standard Index)
1.00
1.02
Mean Annual Return
-8.94
-0.45
R-squared (against Standard Index)
96
94.58
Standard Deviation
20.12
20.79
Sharpe Ratio
-0.47
N/A
Treynor Ratio
-11.27
N/A
5 Years
Statistic
PCBVX
Category
Alpha (against Standard Index)
-1.46
-0.29
Beta (against Standard Index)
0.99
1.01
Mean Annual Return
-0.79
0.14
R-squared (against Standard Index)
95
93.49
Standard Deviation
16.37
16.81
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.81
N/A
10 Years
Statistic
PCBVX
Category
Alpha (against Standard Index)
0.52
2.74
Beta (against Standard Index)
0.97
0.88
Mean Annual Return
0.02
0.31
R-squared (against Standard Index)
92
81.33
Standard Deviation
16.27
15.97
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-3.02
N/A
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