O'Shaughnessy All Cap Core Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.72
Mean 1.13
Sharpe Ratio 0.98
Bear Market Decile Rank 78

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 95.05 95.35
Beta 1.07 1.04
Alpha -1.74 -1.54

See Also:

Top O'Shaughnessy Mutual Funds Funds