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Sunday, December 27, 2009, 10:39AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
Pacific Capital Growth and Income C (PGACX)On Dec 24: 9.81  Up 0.06 (0.62%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2006):9.12%
Worst 1 Yr Total Return (2008):-37.02%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPGACXCategory
Alpha (against Standard Index)-4.370.06
Beta (against Standard Index)0.921.00
Mean Annual Return-9.16-0.33
R-squared (against Standard Index)9795.82
Standard Deviation18.5120.42
Sharpe Ratio-0.55N/A
Treynor Ratio-12.42N/A
5 Years
StatisticPGACXCategory
Alpha (against Standard Index)-3.840.04
Beta (against Standard Index)0.941.01
Mean Annual Return-2.910.17
R-squared (against Standard Index)9795.19
Standard Deviation15.2616.64
Sharpe Ratio-0.31N/A
Treynor Ratio-6.30N/A
10 Years
StatisticPGACXCategory
Alpha (against Standard Index)-3.220.81
Beta (against Standard Index)1.030.96
Mean Annual Return-3.960.14
R-squared (against Standard Index)9291.13
Standard Deviation17.3216.39
Sharpe Ratio-0.31N/A
Treynor Ratio-6.72N/A

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