PL Comstock Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.0
Mean 1.22
Sharpe Ratio 1.04
Bear Market Decile Rank 65

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.44 97.57
Beta 1.1 1.05
Alpha -1.36 -0.77

See Also:

Top Pacific Life Funds Funds