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    Pacific Advisors Small Cap Value C (PGSCX)

    34.69 Down 1.17(3.26%) Jun 29

    Risk as of May 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
    StatisticPGSCXCategory
    Alpha (against Standard Index)-17.03-3.48
    Beta (against Standard Index)1.491.13
    Mean Annual Return0.871.44
    R-squared (against Standard Index)53.1363.45
    Standard Deviation17.2912.04
    Sharpe Ratio0.601.45
    Treynor Ratio6.2115.92
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-13.66-5.29
    Beta (against Standard Index)1.641.24
    Mean Annual Return1.071.22
    R-squared (against Standard Index)74.2782.80
    Standard Deviation23.3816.73
    Sharpe Ratio0.540.88
    Treynor Ratio6.4011.43
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-1.12-0.43
    Beta (against Standard Index)1.531.17
    Mean Annual Return0.980.81
    R-squared (against Standard Index)73.0082.60
    Standard Deviation26.4418.93
    Sharpe Ratio0.400.45
    Treynor Ratio4.715.95