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Pacific Capital Small Cap A (PCSAX)

On Dec 4: 10.68   0.25 (2.40%)

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Risk  As of 31-Oct-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 (2004): 23.48% Worst 1 Yr Total Return (2008): -38.82% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic PCSAX Category Alpha (against Standard Index) -3.49 1.01 Beta (against Standard Index) 1.17 1.19 Mean Annual Return -12.27 -0.48 R-squared (against Standard Index) 89 87.23 Standard Deviation 24.04 24.84 Sharpe Ratio -0.52 N/A Treynor Ratio -12.61 N/A 5 Years Statistic PCSAX Category Alpha (against Standard Index) -0.52 1.42 Beta (against Standard Index) 1.21 1.21 Mean Annual Return -1.34 0.23 R-squared (against Standard Index) 87 84.16 Standard Deviation 20.65 21.07 Sharpe Ratio -0.11 N/A Treynor Ratio -3.61 N/A 10 Years Statistic PCSAX Category Alpha (against Standard Index) 10.12 7.80 Beta (against Standard Index) 0.95 1.01 Mean Annual Return 9.16 0.68 R-squared (against Standard Index) 66 64.84 Standard Deviation 18.87 20.31 Sharpe Ratio 0.41 N/A Treynor Ratio 6.49 N/A
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