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Pacific Advisors Small Cap Value I (PGISX)

61.50 Up 1.50(2.50%) Oct 21

Risk as of Sep 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)-8.86-6.93
Beta (against Standard Index)1.661.27
Mean Annual Return2.221.68
R-squared (against Standard Index)71.6980.69
Standard Deviation20.7114.92
Sharpe Ratio1.281.35
Treynor Ratio16.5816.52
5 Years
StatisticPGISXCategory
Alpha (against Standard Index)-5.94-4.12
Beta (against Standard Index)1.591.22
Mean Annual Return1.561.24
R-squared (against Standard Index)74.0482.88
Standard Deviation24.3817.78
Sharpe Ratio0.760.84
Treynor Ratio10.6111.58
10 Years
StatisticPGISXCategory
Alpha (against Standard Index)2.25-0.64
Beta (against Standard Index)1.551.19
Mean Annual Return1.270.81
R-squared (against Standard Index)72.8183.40
Standard Deviation26.8019.19
Sharpe Ratio0.510.43
Treynor Ratio6.885.58