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 Dow Down0.16% Nasdaq Up0.40%

Pacific Advisors Small Cap Value I (PGISX)

70.57 Down 0.04(0.06%) Jul 23

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up6
Number of Years Down1
Best 1 Yr Total Return(Dec 30, 2013):59.76%
Worst 1 Yr Total Return(Dec 30, 2008):-41.00%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPGISXCategory
Alpha (against Standard Index)-6.21-5.89
Beta (against Standard Index)1.691.28
Mean Annual Return1.761.23
R-squared (against Standard Index)80.7586.44
Standard Deviation23.0716.86
Sharpe Ratio0.910.88
Treynor Ratio11.8911.19
5 Years
StatisticPGISXCategory
Alpha (against Standard Index)-4.45-2.20
Beta (against Standard Index)1.501.20
Mean Annual Return1.911.65
R-squared (against Standard Index)72.7283.79
Standard Deviation23.6017.64
Sharpe Ratio0.971.12
Treynor Ratio14.7016.51
10 Years
StatisticPGISXCategory
Alpha (against Standard Index)3.800.33
Beta (against Standard Index)1.541.18
Mean Annual Return1.350.85
R-squared (against Standard Index)73.6583.58
Standard Deviation26.5219.05
Sharpe Ratio0.550.46
Treynor Ratio7.676.11