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Pacific Advisors Small Cap Value C (PGSCX)

44.37 Up 0.15(0.34%) Nov 21

Risk as of Oct 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down3
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)-9.59-5.51
Beta (against Standard Index)1.451.20
Mean Annual Return1.441.40
R-squared (against Standard Index)62.1873.04
Standard Deviation16.6612.82
Sharpe Ratio1.031.32
Treynor Ratio11.7814.40
5 Years
StatisticPGSCXCategory
Alpha (against Standard Index)-6.15-2.96
Beta (against Standard Index)1.561.22
Mean Annual Return1.611.41
R-squared (against Standard Index)74.5382.57
Standard Deviation23.6817.61
Sharpe Ratio0.810.96
Treynor Ratio11.4313.63
10 Years
StatisticPGSCXCategory
Alpha (against Standard Index)0.30-0.39
Beta (against Standard Index)1.541.19
Mean Annual Return1.120.84
R-squared (against Standard Index)73.6283.29
Standard Deviation26.5619.23
Sharpe Ratio0.450.45
Treynor Ratio5.645.92