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    Pacific Advisors Small Cap Value C (PGSCX)

    18.72 Down 0.33(1.73%) Jul 28

    Risk as of Jun 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up12
    Number of Years Down5
    Best 1 Yr Total Return(Dec 30, 2003):81.83%
    Worst 1 Yr Total Return(Dec 30, 2008):-44.05%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-29.09-5.18
    Beta (against Standard Index)1.401.06
    Mean Annual Return-1.070.60
    R-squared (against Standard Index)44.9768.26
    Standard Deviation23.4814.44
    Sharpe Ratio-0.550.50
    Treynor Ratio-10.436.03
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-20.18-5.77
    Beta (against Standard Index)1.621.18
    Mean Annual Return-0.040.72
    R-squared (against Standard Index)61.1278.46
    Standard Deviation25.0516.18
    Sharpe Ratio-0.020.54
    Treynor Ratio-2.276.44
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-7.97-1.89
    Beta (against Standard Index)1.511.15
    Mean Annual Return0.350.63
    R-squared (against Standard Index)69.4082.92
    Standard Deviation27.6519.34
    Sharpe Ratio0.120.35
    Treynor Ratio-0.454.33