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    Pacific Funds Port Optim Agrsv-Gr C (POCEX)

    14.49 Up 0.04(0.28%) Sep 3

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down2
    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)-1.370.72
    Beta (against Standard Index)1.401.30
    Mean Annual Return0.650.96
    R-squared (against Standard Index)92.6590.27
    Standard Deviation8.647.45
    Sharpe Ratio0.901.55
    Treynor Ratio5.469.08
    5 Years
    StatisticPOCEXCategory
    Alpha (against Standard Index)-3.33-1.10
    Beta (against Standard Index)1.561.37
    Mean Annual Return0.790.89
    R-squared (against Standard Index)96.0294.20
    Standard Deviation12.5010.92
    Sharpe Ratio0.750.98
    Treynor Ratio5.777.73
    10 Years
    StatisticPOCEXCategory
    Alpha (against Standard Index)-3.79-2.07
    Beta (against Standard Index)1.631.37
    Mean Annual Return0.460.54
    R-squared (against Standard Index)96.5594.06
    Standard Deviation16.1813.63
    Sharpe Ratio0.260.39
    Treynor Ratio1.823.29