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Pacific Capital High Grade Core F/I A (PCDFX)
On
Dec 4
:
11.19
0.04
(0.36%)
MORE ON PCDFX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.00%
Worst 1 Yr Total Return
(2005)
:
1.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCDFX
Category
Alpha (against Standard Index)
-0.56
-1.72
Beta (against Standard Index)
0.93
1.02
Mean Annual Return
5.49
0.39
R-squared (against Standard Index)
90
59.27
Standard Deviation
3.96
5.93
Sharpe Ratio
0.75
N/A
Treynor Ratio
3.30
N/A
5 Years
Statistic
PCDFX
Category
Alpha (against Standard Index)
-0.84
-1.05
Beta (against Standard Index)
0.97
0.98
Mean Annual Return
4.12
0.33
R-squared (against Standard Index)
92
61.87
Standard Deviation
3.67
4.88
Sharpe Ratio
0.30
N/A
Treynor Ratio
1.13
N/A
10 Years
Statistic
PCDFX
Category
Alpha (against Standard Index)
-0.98
-0.65
Beta (against Standard Index)
1.10
0.96
Mean Annual Return
5.61
0.45
R-squared (against Standard Index)
93
71.12
Standard Deviation
4.33
4.47
Sharpe Ratio
0.61
N/A
Treynor Ratio
2.39
N/A
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