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Pacific Funds Port Optim Agrsv-Gr C (POCEX)

14.36 Up 0.24(1.70%) Jun 29

Risk as of May 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2009):32.89%
Worst 1 Yr Total Return(Dec 30, 2008):-40.95%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPOCEXCategory
Alpha (against Standard Index)2.70-0.50
Beta (against Standard Index)0.361.50
Mean Annual Return0.390.56
R-squared (against Standard Index)13.1793.21
Standard Deviation10.8111.06
Sharpe Ratio0.420.60
Treynor Ratio11.194.17
5 Years
StatisticPOCEXCategory
Alpha (against Standard Index)0.71-1.34
Beta (against Standard Index)0.761.54
Mean Annual Return0.430.60
R-squared (against Standard Index)37.5193.98
Standard Deviation12.5912.51
Sharpe Ratio0.400.57
Treynor Ratio5.704.27
10 Years
StatisticPOCEXCategory
Alpha (against Standard Index)-2.64-2.92
Beta (against Standard Index)1.281.54
Mean Annual Return0.410.49
R-squared (against Standard Index)71.3094.93
Standard Deviation16.4515.64
Sharpe Ratio0.240.31
Treynor Ratio2.042.42