PL Small Cap Growth Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.27
Mean 0.94
Sharpe Ratio 0.65
Bear Market Decile Rank 64

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Growth TR USD
R-Squared 73.4 94.91
Beta 1.21 0.94
Alpha -8.29 -3.0

See Also:

Top Pacific Life Funds Funds