O'Shaughnessy All Cap Core Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.7
Mean 1.21
Sharpe Ratio 1.05
Bear Market Decile Rank 74

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 94.99 95.28
Beta 1.07 1.04
Alpha -0.73 -0.52

See Also:

Top O'Shaughnessy Mutual Funds Funds