O'Shaughnessy All Cap Core Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.45
Mean 1.19
Sharpe Ratio 1.06
Bear Market Decile Rank 79

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 TR USD
R-Squared 94.39 94.74
Beta 1.07 1.04
Alpha -2.93 -2.61

See Also:

Top O'Shaughnessy Mutual Funds Funds