INTECH U.S. Value Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.08
Mean 1.26
Sharpe Ratio 1.15
Bear Market Decile Rank 45

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.81 97.95
Beta 1.03 0.98
Alpha 0.11 0.66

See Also:

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