PL Comstock Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.74
Mean 1.36
Sharpe Ratio 1.18
Bear Market Decile Rank 65

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.24 97.64
Beta 1.1 1.04
Alpha -1.5 -1.0

See Also:

Top Pacific Life Funds Funds