• FirefoxInstall the new Firefox »
  •  Dow Down0.47% Nasdaq Down0.42%

    Pacific Advisors Small Cap Value C (PGSCX)

    34.65 Up 0.23(0.67%) Mar 30

    Risk as of Feb 27, 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
    Alpha (against Standard Index)-20.28-4.94
    Beta (against Standard Index)1.561.16
    Mean Annual Return0.531.24
    R-squared (against Standard Index)62.2172.15
    Standard Deviation18.8212.99
    Sharpe Ratio0.341.15
    Treynor Ratio3.0012.97
    5 Years
    Alpha (against Standard Index)-11.94-4.06
    Beta (against Standard Index)1.611.22
    Mean Annual Return1.141.28
    R-squared (against Standard Index)75.2184.10
    Standard Deviation24.3417.45
    Sharpe Ratio0.560.88
    Treynor Ratio6.9912.14
    10 Years
    Alpha (against Standard Index)-2.57-0.70
    Beta (against Standard Index)1.541.18
    Mean Annual Return0.850.79
    R-squared (against Standard Index)72.7182.96
    Standard Deviation26.8219.15
    Sharpe Ratio0.330.42
    Treynor Ratio3.465.49