O'Shaughnessy All Cap Core Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.73
Mean 1.11
Sharpe Ratio 0.96
Bear Market Decile Rank 78

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 94.99 95.31
Beta 1.07 1.04
Alpha -2.31 -1.86

See Also:

Top O'Shaughnessy Mutual Funds Funds