O'Shaughnessy All Cap Core Fund

Scorecard
3 / 5 Stars
Lipper
4 4 4 3 2
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.71
Mean 1.19
Sharpe Ratio 1.04
Bear Market Decile Rank 75

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 95.09 95.4
Beta 1.07 1.04
Alpha -0.98 -0.78

See Also:

Top O'Shaughnessy Mutual Funds Funds