• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up1.13% Nasdaq Up1.00%

    Pacific Funds Port Optim Mod R (POCRX)

    13.07 Up 0.15(1.16%) Jun 29

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up7
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):26.93%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.01%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPOCRXCategory
    Alpha (against Standard Index)2.360.23
    Beta (against Standard Index)0.271.04
    Mean Annual Return0.320.44
    R-squared (against Standard Index)13.4192.10
    Standard Deviation7.877.71
    Sharpe Ratio0.470.69
    Treynor Ratio13.044.92
    5 Years
    StatisticPOCRXCategory
    Alpha (against Standard Index)1.800.22
    Beta (against Standard Index)0.521.04
    Mean Annual Return0.400.50
    R-squared (against Standard Index)36.8492.86
    Standard Deviation8.598.57
    Sharpe Ratio0.550.71
    Treynor Ratio8.635.60
    10 Years
    StatisticPOCRXCategory
    Alpha (against Standard Index)-0.07-0.63
    Beta (against Standard Index)0.841.06
    Mean Annual Return0.440.48
    R-squared (against Standard Index)70.6793.56
    Standard Deviation10.8310.86
    Sharpe Ratio0.390.44
    Treynor Ratio4.474.09