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    Pacific Advisors Small Cap Value C (PGSCX)

    34.96 Down 0.31(0.88%) May 29

    Risk as of Apr 29, 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)-17.69-3.48
    Beta (against Standard Index)1.521.13
    Mean Annual Return0.561.21
    R-squared (against Standard Index)60.0068.56
    Standard Deviation18.7213.00
    Sharpe Ratio0.351.12
    Treynor Ratio3.2713.00
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-12.00-4.24
    Beta (against Standard Index)1.601.21
    Mean Annual Return0.901.08
    R-squared (against Standard Index)75.0583.14
    Standard Deviation23.9217.16
    Sharpe Ratio0.450.76
    Treynor Ratio5.1310.07
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-1.10-0.24
    Beta (against Standard Index)1.531.17
    Mean Annual Return1.010.85
    R-squared (against Standard Index)73.0082.56
    Standard Deviation26.4418.98
    Sharpe Ratio0.400.47
    Treynor Ratio4.906.30