Pacific Life Funds Large Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.51
Mean 1.17
Sharpe Ratio 1.12
Bear Market Decile Rank 30

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 95.84 97.06
Beta 0.98 0.93
Alpha 0.09 0.94

See Also:

Top Pacific Life Funds Funds