Transparent Value Large-Cap Market Fund

Scorecard
2 / 5 Stars
Lipper
4 4 4 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 13.13
Mean 1.21
Sharpe Ratio 1.1
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 91.1 92.44
Beta 1.02 0.98
Alpha -2.08 -1.39