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    Pacific Advisors Small Cap Value C (PGSCX)

    30.16 Up 0.12(0.40%) Sep 3

    Risk as of Jul 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)-17.51-2.16
    Beta (against Standard Index)1.461.08
    Mean Annual Return0.561.32
    R-squared (against Standard Index)47.9359.50
    Standard Deviation18.0212.07
    Sharpe Ratio0.371.32
    Treynor Ratio3.5815.05
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-14.81-4.98
    Beta (against Standard Index)1.681.23
    Mean Annual Return0.971.21
    R-squared (against Standard Index)70.8479.87
    Standard Deviation23.3616.19
    Sharpe Ratio0.500.90
    Treynor Ratio5.5411.40
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-2.90-1.02
    Beta (against Standard Index)1.521.16
    Mean Annual Return0.780.73
    R-squared (against Standard Index)71.8082.21
    Standard Deviation26.4018.85
    Sharpe Ratio0.300.39
    Treynor Ratio3.095.06