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    Pacific Advisors Small Cap Value C (PGSCX)

    29.67 Up 0.23(0.78%) Nov 25

    Risk as of Oct 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
    Alpha (against Standard Index)-17.78-2.48
    Beta (against Standard Index)1.251.00
    Mean Annual Return0.151.10
    R-squared (against Standard Index)45.9363.64
    Standard Deviation19.3213.20
    Sharpe Ratio0.091.00
    Treynor Ratio-0.1213.10
    5 Years
    Alpha (against Standard Index)-13.55-4.32
    Beta (against Standard Index)1.501.15
    Mean Annual Return0.641.00
    R-squared (against Standard Index)63.2976.85
    Standard Deviation22.5215.68
    Sharpe Ratio0.340.77
    Treynor Ratio3.529.85
    10 Years
    Alpha (against Standard Index)-4.44-1.15
    Beta (against Standard Index)1.481.15
    Mean Annual Return0.660.72
    R-squared (against Standard Index)70.5782.05
    Standard Deviation26.7019.12
    Sharpe Ratio0.250.39
    Treynor Ratio2.125.13