Saratoga Large Capitalization Value Portfolio

Scorecard
2 / 5 Stars
Lipper
4 4 3 1 5
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 17.45
Mean 1.27
Sharpe Ratio 0.87
Bear Market Decile Rank 96

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 89.27 94.18
Beta 1.32 1.14
Alpha -3.92 -1.49