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Pacific Advisors Small Cap Value C (PGSCX)

46.48 Down 0.63(1.34%) Sep 22

Risk as of Aug 30, 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)-10.00-6.67
Beta (against Standard Index)1.681.28
Mean Annual Return1.901.52
R-squared (against Standard Index)78.6084.42
Standard Deviation21.9716.16
Sharpe Ratio1.031.13
Treynor Ratio13.3414.43
5 Years
Alpha (against Standard Index)-6.63-3.04
Beta (against Standard Index)1.551.22
Mean Annual Return1.581.42
R-squared (against Standard Index)73.6483.20
Standard Deviation23.7617.62
Sharpe Ratio0.790.97
Treynor Ratio11.1913.76
10 Years
Alpha (against Standard Index)1.550.13
Beta (against Standard Index)1.541.19
Mean Annual Return1.240.89
R-squared (against Standard Index)74.2383.34
Standard Deviation26.3219.10
Sharpe Ratio0.500.48
Treynor Ratio6.726.54