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Thursday, January 7, 2010, 9:12PM ET - U.S. Markets Closed.
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Pacific Advisors Balanced C (PGBCX)
On
Jan 7
:
14.64
0.04
(0.27%)
MORE ON PGBCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
7.65%
Worst 1 Yr Total Return
(2008)
:
-31.03%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PGBCX
Category
Alpha (against Standard Index)
-5.22
-2.96
Beta (against Standard Index)
1.17
1.07
Mean Annual Return
-4.61
-0.09
R-squared (against Standard Index)
93
93.10
Standard Deviation
16.10
14.78
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-5.88
N/A
5 Years
Statistic
PGBCX
Category
Alpha (against Standard Index)
-4.87
-2.53
Beta (against Standard Index)
1.15
1.06
Mean Annual Return
-0.08
0.24
R-squared (against Standard Index)
92
92.17
Standard Deviation
12.89
11.94
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-2.67
N/A
10 Years
Statistic
PGBCX
Category
Alpha (against Standard Index)
-2.50
-2.27
Beta (against Standard Index)
1.00
1.06
Mean Annual Return
2.27
0.27
R-squared (against Standard Index)
85
86.88
Standard Deviation
10.82
11.38
Sharpe Ratio
0.00
N/A
Treynor Ratio
-0.65
N/A
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