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Pacific Capital US Govt Short F/I A (PCUAX)
On
Dec 24
:
10.41
0.01
(0.10%)
MORE ON PCUAX
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Research Reports
Risk
As of 30-Nov-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)
:
6.21%
Worst 1 Yr Total Return
(2004)
:
0.16%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PCUAX
Category
Alpha (against Standard Index)
0.88
1.19
Beta (against Standard Index)
0.24
0.36
Mean Annual Return
4.18
0.41
R-squared (against Standard Index)
43
48.79
Standard Deviation
1.56
2.18
Sharpe Ratio
1.22
N/A
Treynor Ratio
7.85
N/A
5 Years
Statistic
PCUAX
Category
Alpha (against Standard Index)
0.20
0.08
Beta (against Standard Index)
0.24
0.38
Mean Annual Return
3.79
0.33
R-squared (against Standard Index)
45
53.07
Standard Deviation
1.29
1.90
Sharpe Ratio
0.61
N/A
Treynor Ratio
3.40
N/A
10 Years
Statistic
PCUAX
Category
Alpha (against Standard Index)
N/A
-0.10
Beta (against Standard Index)
N/A
0.48
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
65.12
Standard Deviation
N/A
2.29
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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