Dow Down1.10% Nasdaq Down1.82%

Pacific Advisors Small Cap Value C (PGSCX)

15.40 Down 0.21(1.35%) Feb 8

Risk as of Jan 30, 2016Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down5
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)-28.44-4.39
Beta (against Standard Index)1.401.03
Mean Annual Return-1.050.90
R-squared (against Standard Index)47.5864.26
Standard Deviation22.1813.69
Sharpe Ratio-0.570.79
Treynor Ratio-10.1310.08
5 Years
StatisticPGSCXCategory
Alpha (against Standard Index)-18.10-5.56
Beta (against Standard Index)1.621.17
Mean Annual Return-0.020.76
R-squared (against Standard Index)62.7576.53
Standard Deviation24.4715.64
Sharpe Ratio-0.010.58
Treynor Ratio-1.987.04
10 Years
StatisticPGSCXCategory
Alpha (against Standard Index)-7.62-1.33
Beta (against Standard Index)1.511.15
Mean Annual Return0.250.66
R-squared (against Standard Index)70.7881.89
Standard Deviation27.2319.21
Sharpe Ratio0.070.36
Treynor Ratio-1.244.49