PL Large Cap Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.14
Mean 1.4
Sharpe Ratio 1.11
Bear Market Decile Rank 20

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Growth TR USD
R-Squared 85.06 95.73
Beta 1.12 1.07
Alpha 0.9 0.4

See Also:

Top Pacific Life Funds Funds