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    Pacific Advisors Small Cap Value C (PGSCX)

    19.62 Down 0.17(0.86%) Oct 21

    Risk as of Sep 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
    Alpha (against Standard Index)-27.69-5.20
    Beta (against Standard Index)1.421.03
    Mean Annual Return-0.990.53
    R-squared (against Standard Index)43.0066.15
    Standard Deviation23.4913.76
    Sharpe Ratio-0.510.46
    Treynor Ratio-9.695.40
    5 Years
    Alpha (against Standard Index)-16.90-3.24
    Beta (against Standard Index)1.561.13
    Mean Annual Return0.641.22
    R-squared (against Standard Index)54.4474.68
    Standard Deviation23.4714.56
    Sharpe Ratio0.331.01
    Treynor Ratio3.2312.86
    10 Years
    Alpha (against Standard Index)-6.37-0.99
    Beta (against Standard Index)1.511.16
    Mean Annual Return0.460.70
    R-squared (against Standard Index)69.5083.14
    Standard Deviation27.6719.38
    Sharpe Ratio0.170.39
    Treynor Ratio0.555.08