PL Large Cap Growth Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.64
Mean 1.28
Sharpe Ratio 0.98
Bear Market Decile Rank 20

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Growth TR USD
R-Squared 79.99 94.47
Beta 1.14 1.09
Alpha -3.04 -2.3

See Also:

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