Saratoga Large Capitalization Value Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.44
Mean 1.29
Sharpe Ratio 0.88
Bear Market Decile Rank 96

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 89.42 93.78
Beta 1.32 1.13
Alpha -3.35 -2.08