Transparent Value Large-Cap Defensive Fund

Scorecard
4 / 5 Stars
Lipper
3 2 5 2 1
Zacks Investment Research
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Standard & Poor's
3 / 5 Stars
TheStreet.com
A (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.92
Mean 1.2
Sharpe Ratio 1.45
Bear Market Decile Rank 4

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 90.72 90.8
Beta 0.77 0.79
Alpha 1.96 1.68