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 Dow Down0.19% Nasdaq Up0.45%

Pacific Advisors Small Cap Value C (PGSCX)

48.93 Up 0.19(0.39%) Jul 30

Risk as of Jun 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:5
Number of Years Up12
Number of Years Down3
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
Alpha (against Standard Index)-8.14-5.89
Beta (against Standard Index)1.691.28
Mean Annual Return1.601.23
R-squared (against Standard Index)81.4786.44
Standard Deviation22.9516.86
Sharpe Ratio0.830.88
Treynor Ratio10.5711.19
5 Years
Alpha (against Standard Index)-6.00-2.20
Beta (against Standard Index)1.501.20
Mean Annual Return1.781.65
R-squared (against Standard Index)73.0883.79
Standard Deviation23.5417.64
Sharpe Ratio0.901.12
Treynor Ratio13.4816.51
10 Years
Alpha (against Standard Index)2.110.33
Beta (against Standard Index)1.541.18
Mean Annual Return1.210.85
R-squared (against Standard Index)74.6483.58
Standard Deviation26.2819.05
Sharpe Ratio0.490.46
Treynor Ratio6.506.11