PL Small-Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.79
Mean 1.05
Sharpe Ratio 0.91
Bear Market Decile Rank 7

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 89.93 93.89
Beta 1.05 0.9
Alpha -2.33 -1.29

See Also:

Top Pacific Life Funds Funds