Transparent Value Large-Cap Defensive Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.05
Mean 1.21
Sharpe Ratio 1.44
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ Industrial Average PR USD
R-Squared 90.49 91.5
Beta 0.77 0.81
Alpha 3.62 6.14