Olstein All Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
2 2 3 1 5
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.44
Mean 1.26
Sharpe Ratio 1.05
Bear Market Decile Rank 70

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Core TR USD
R-Squared 91.36 94.4
Beta 1.13 1.13
Alpha -3.03 -4.39

See Also:

Top Olstein Funds