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Thursday, January 7, 2010, 6:54PM ET - U.S. Markets Closed. Dow Up 0.31% Nasdaq Down 0.05%
Pacific Capital Tx-Fr Shrt Interm Secs A (PCTSX)On Jan 7: 10.28   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:5
Number of Years Down:0
Best 1 Yr Total Return (2007):3.48%
Worst 1 Yr Total Return (2005):0.55%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPCTSXCategory
Alpha (against Standard Index)0.360.20
Beta (against Standard Index)0.270.36
Mean Annual Return3.190.26
R-squared (against Standard Index)6466.41
Standard Deviation1.972.65
Sharpe Ratio0.44N/A
Treynor Ratio3.35N/A
5 Years
StatisticPCTSXCategory
Alpha (against Standard Index)-0.80-0.67
Beta (against Standard Index)0.290.36
Mean Annual Return2.620.24
R-squared (against Standard Index)6363.11
Standard Deviation1.692.19
Sharpe Ratio-0.19N/A
Treynor Ratio-1.27N/A
10 Years
StatisticPCTSXCategory
Alpha (against Standard Index)-0.74-0.49
Beta (against Standard Index)0.410.41
Mean Annual Return3.280.29
R-squared (against Standard Index)7373.08
Standard Deviation2.202.15
Sharpe Ratio0.16N/A
Treynor Ratio0.87N/A

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