PL Small Cap Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.17
Mean 1.11
Sharpe Ratio 0.82
Bear Market Decile Rank 64

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 84.39 96.35
Beta 1.19 0.91
Alpha -3.57 -1.51

See Also:

Top Pacific Life Funds Funds