PL Large Cap Growth Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.57
Mean 1.25
Sharpe Ratio 0.96
Bear Market Decile Rank 20

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Growth TR USD
R-Squared 81.07 95.3
Beta 1.12 1.09
Alpha -1.26 -0.62

See Also:

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