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Pacific Advisors Income & Equity C (PIECX)
On
Dec 1
:
9.08
0.03
(0.33%)
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
6.51%
Worst 1 Yr Total Return
(2008)
:
-18.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
PIECX
Category
Alpha (against Standard Index)
-3.33
-0.86
Beta (against Standard Index)
0.62
0.74
Mean Annual Return
-1.93
0.06
R-squared (against Standard Index)
89
86.33
Standard Deviation
8.58
10.51
Sharpe Ratio
-0.46
N/A
Treynor Ratio
-7.03
N/A
5 Years
Statistic
PIECX
Category
Alpha (against Standard Index)
-4.13
-1.44
Beta (against Standard Index)
0.59
0.71
Mean Annual Return
-0.10
0.26
R-squared (against Standard Index)
86
84.96
Standard Deviation
6.88
8.32
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-5.26
N/A
10 Years
Statistic
PIECX
Category
Alpha (against Standard Index)
-2.55
-1.02
Beta (against Standard Index)
0.43
0.71
Mean Annual Return
1.19
0.29
R-squared (against Standard Index)
58
78.75
Standard Deviation
5.62
8.01
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.15
N/A
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