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
B (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.59
Mean 1.51
Sharpe Ratio 1.02
Bear Market Decile Rank 97

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 88.45 94.15
Beta 1.35 1.15
Alpha -3.74 -0.6