Litman Gregory Masters Equity Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.59
Mean 1.06
Sharpe Ratio 0.86
Bear Market Decile Rank 80

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 89.88 94.69
Beta 1.11 0.95
Alpha -3.08 -2.05