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Pacific Advisors Small Cap Value C (PGSCX)

43.72 Up 1.06(2.48%) Oct 21

Risk as of Sep 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)-10.88-6.93
Beta (against Standard Index)1.661.27
Mean Annual Return2.061.68
R-squared (against Standard Index)72.6680.69
Standard Deviation20.6014.92
Sharpe Ratio1.191.35
Treynor Ratio15.1116.52
5 Years
StatisticPGSCXCategory
Alpha (against Standard Index)-7.47-4.12
Beta (against Standard Index)1.591.22
Mean Annual Return1.431.24
R-squared (against Standard Index)74.3682.88
Standard Deviation24.3017.78
Sharpe Ratio0.700.84
Treynor Ratio9.5111.58
10 Years
StatisticPGSCXCategory
Alpha (against Standard Index)0.56-0.64
Beta (against Standard Index)1.551.19
Mean Annual Return1.130.81
R-squared (against Standard Index)73.7983.40
Standard Deviation26.5619.19
Sharpe Ratio0.450.43
Treynor Ratio5.725.58