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Pacific Advisors Small Cap Value C (PGSCX)

49.38 Down 0.19(0.38%) Aug 28

Risk as of Jul 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
Alpha (against Standard Index)-10.78-7.29
Beta (against Standard Index)1.731.30
Mean Annual Return1.461.16
R-squared (against Standard Index)81.2885.78
Standard Deviation23.4217.10
Sharpe Ratio0.750.82
Treynor Ratio9.1710.28
5 Years
Alpha (against Standard Index)-6.93-3.14
Beta (against Standard Index)1.541.22
Mean Annual Return1.541.40
R-squared (against Standard Index)73.2282.94
Standard Deviation23.7517.58
Sharpe Ratio0.770.96
Treynor Ratio10.8613.57
10 Years
Alpha (against Standard Index)1.630.04
Beta (against Standard Index)1.541.18
Mean Annual Return1.200.85
R-squared (against Standard Index)74.3183.23
Standard Deviation26.3319.06
Sharpe Ratio0.490.46
Treynor Ratio6.376.06