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Pacific Capital Small Cap C (PCCCX)
On
Dec 17
:
9.64
0.11
(1.13%)
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
2
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
16.66%
Worst 1 Yr Total Return
(2008)
:
-39.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCCCX
Category
Alpha (against Standard Index)
-6.14
-0.48
Beta (against Standard Index)
1.14
1.16
Mean Annual Return
-13.02
-0.45
R-squared (against Standard Index)
88
86.39
Standard Deviation
24.00
24.75
Sharpe Ratio
-0.55
N/A
Treynor Ratio
-13.45
N/A
5 Years
Statistic
PCCCX
Category
Alpha (against Standard Index)
-3.03
0.00
Beta (against Standard Index)
1.18
1.17
Mean Annual Return
-3.23
0.16
R-squared (against Standard Index)
86
83.41
Standard Deviation
20.30
20.64
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.29
N/A
10 Years
Statistic
PCCCX
Category
Alpha (against Standard Index)
8.96
7.16
Beta (against Standard Index)
0.94
1.00
Mean Annual Return
8.34
0.66
R-squared (against Standard Index)
65
64.42
Standard Deviation
18.85
20.26
Sharpe Ratio
0.37
N/A
Treynor Ratio
5.75
N/A
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