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    Pacific Advisors Small Cap Value I (PGISX)

    40.23 Up 0.48(1.21%) Oct 2

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up6
    Number of Years Down2
    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
    Alpha (against Standard Index)-12.21-1.38
    Beta (against Standard Index)1.301.04
    Mean Annual Return0.481.09
    R-squared (against Standard Index)46.5162.64
    Standard Deviation18.1812.62
    Sharpe Ratio0.321.04
    Treynor Ratio3.2412.50
    5 Years
    Alpha (against Standard Index)-9.67-3.82
    Beta (against Standard Index)1.581.20
    Mean Annual Return1.231.23
    R-squared (against Standard Index)67.7479.17
    Standard Deviation22.8016.07
    Sharpe Ratio0.640.92
    Treynor Ratio8.1511.98
    10 Years
    Alpha (against Standard Index)-0.88-0.82
    Beta (against Standard Index)1.511.16
    Mean Annual Return0.880.69
    R-squared (against Standard Index)70.6982.29
    Standard Deviation26.6918.95
    Sharpe Ratio0.350.37
    Treynor Ratio3.924.70