Transparent Value Large-Cap Defensive Fund

Scorecard
3 / 5 Stars
Lipper
3 2 5 1 1
Zacks Investment Research
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Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.97
Mean 1.25
Sharpe Ratio 1.5
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Large Cap TR USD
R-Squared 90.59 90.66
Beta 0.77 0.79
Alpha 2.5 2.22