Transparent Value Large-Cap Market Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.17
Mean 1.24
Sharpe Ratio 1.12
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 91.09 92.37
Beta 1.02 0.98
Alpha -1.76 -1.07