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    Pacific Advisors Small Cap Value C (PGSCX)

    39.33 Up 0.32(0.82%) Dec 19

    Risk as of Nov 29, 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)-13.22-6.56
    Beta (against Standard Index)1.441.19
    Mean Annual Return1.241.40
    R-squared (against Standard Index)58.4571.52
    Standard Deviation17.0212.81
    Sharpe Ratio0.871.32
    Treynor Ratio9.9114.45
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-7.14-3.11
    Beta (against Standard Index)1.571.23
    Mean Annual Return1.451.35
    R-squared (against Standard Index)72.9382.86
    Standard Deviation23.8117.57
    Sharpe Ratio0.730.92
    Treynor Ratio9.9612.80
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-1.07-0.93
    Beta (against Standard Index)1.531.18
    Mean Annual Return0.970.77
    R-squared (against Standard Index)72.6982.94
    Standard Deviation26.3919.07
    Sharpe Ratio0.380.41
    Treynor Ratio4.555.30