Transparent Value Large-Cap Defensive Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 10.04
Mean 1.18
Sharpe Ratio 1.41
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Large Cap TR USD
R-Squared 91.4 91.56
Beta 0.77 0.79
Alpha 3.01 2.72