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    More On PGSCX


    Pacific Advisors Small Cap Value C (PGSCX)

    19.99 Down 0.12(0.60%) Feb 17

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up13
    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)-23.11-4.11
    Beta (against Standard Index)1.551.12
    Mean Annual Return-0.530.67
    R-squared (against Standard Index)38.4962.91
    Standard Deviation26.2014.82
    Sharpe Ratio-0.250.54
    Treynor Ratio-6.066.42
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-15.34-2.78
    Beta (against Standard Index)1.521.10
    Mean Annual Return0.461.03
    R-squared (against Standard Index)45.1867.86
    Standard Deviation23.1513.78
    Sharpe Ratio0.230.90
    Treynor Ratio1.7910.94
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-5.63-0.80
    Beta (against Standard Index)1.531.17
    Mean Annual Return0.510.70
    R-squared (against Standard Index)68.0082.44
    Standard Deviation28.3619.71
    Sharpe Ratio0.190.39
    Treynor Ratio0.945.14