INTECH U.S. Core Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.55
Mean 1.34
Sharpe Ratio 1.28
Bear Market Decile Rank 22

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Market TR USD
R-Squared 97.06 97.71
Beta 1.01 0.98
Alpha -0.22 0.36

See Also:

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