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    Pacific Advisors Small Cap Value C (PGSCX)

    32.83 Up 0.36(1.11%) Jan 29

    Risk as of Dec 30, 2014Get 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)-16.23-5.11
    Beta (against Standard Index)1.481.17
    Mean Annual Return1.001.44
    R-squared (against Standard Index)59.5469.88
    Standard Deviation17.4212.81
    Sharpe Ratio0.681.36
    Treynor Ratio7.4115.24
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-9.83-3.49
    Beta (against Standard Index)1.571.22
    Mean Annual Return1.171.26
    R-squared (against Standard Index)74.6483.83
    Standard Deviation23.5817.35
    Sharpe Ratio0.590.88
    Treynor Ratio7.5811.94
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-1.55-0.64
    Beta (against Standard Index)1.531.18
    Mean Annual Return0.890.76
    R-squared (against Standard Index)72.4382.83
    Standard Deviation26.4419.09
    Sharpe Ratio0.350.40
    Treynor Ratio3.835.19