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    Pacific Advisors Small Cap Value C (PGSCX)

    31.63 Up 0.33(1.05%) Jul 28

    Risk as of Jun 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)-14.10-1.74
    Beta (against Standard Index)1.491.09
    Mean Annual Return0.861.35
    R-squared (against Standard Index)54.3761.47
    Standard Deviation17.2911.99
    Sharpe Ratio0.601.36
    Treynor Ratio6.1715.27
    5 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-13.28-4.38
    Beta (against Standard Index)1.641.22
    Mean Annual Return1.191.35
    R-squared (against Standard Index)73.0881.17
    Standard Deviation23.0416.31
    Sharpe Ratio0.620.99
    Treynor Ratio7.4413.02
    10 Years
    StatisticPGSCXCategory
    Alpha (against Standard Index)-1.43-0.49
    Beta (against Standard Index)1.531.17
    Mean Annual Return0.930.79
    R-squared (against Standard Index)73.3182.66
    Standard Deviation26.3918.91
    Sharpe Ratio0.370.43
    Treynor Ratio4.305.69