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    Pacific Advisors Small Cap Value C (PGSCX)

    35.82 Down 0.20(0.56%) Apr 27

    Risk as of Mar 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:5
    Number of Years Up12
    Number of Years Down4
    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)-17.94-2.68
    Beta (against Standard Index)1.521.12
    Mean Annual Return0.471.23
    R-squared (against Standard Index)60.3669.88
    Standard Deviation18.7812.94
    Sharpe Ratio0.291.14
    Treynor Ratio2.5313.23
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-11.00-3.01
    Beta (against Standard Index)1.601.21
    Mean Annual Return1.001.20
    R-squared (against Standard Index)74.2382.86
    Standard Deviation24.1017.20
    Sharpe Ratio0.500.84
    Treynor Ratio5.9211.35
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-2.09-0.28
    Beta (against Standard Index)1.541.17
    Mean Annual Return0.900.82
    R-squared (against Standard Index)72.5182.71
    Standard Deviation26.7719.06
    Sharpe Ratio0.350.44
    Treynor Ratio3.835.92