Olstein All Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
3 3 3 1 5
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.52
Mean 1.17
Sharpe Ratio 0.97
Bear Market Decile Rank 70

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Core TR USD
R-Squared 92.0 94.43
Beta 1.12 1.12
Alpha -2.11 -3.93

See Also:

Top Olstein Funds