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    Pacific Advisors Small Cap Value C (PGSCX)

    34.25 Down 0.30(0.87%) Mar 4

    Risk as of Jan 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)-20.18-5.17
    Beta (against Standard Index)1.571.14
    Mean Annual Return0.491.15
    R-squared (against Standard Index)61.4570.39
    Standard Deviation18.6512.73
    Sharpe Ratio0.311.09
    Treynor Ratio2.6612.15
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-12.23-3.81
    Beta (against Standard Index)1.611.23
    Mean Annual Return1.051.26
    R-squared (against Standard Index)74.7083.97
    Standard Deviation24.1817.38
    Sharpe Ratio0.520.87
    Treynor Ratio6.2311.81
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-2.70-0.64
    Beta (against Standard Index)1.551.18
    Mean Annual Return0.800.76
    R-squared (against Standard Index)72.4782.85
    Standard Deviation26.7419.09
    Sharpe Ratio0.300.40
    Treynor Ratio2.995.15