INTECH U.S. Value Fund

Scorecard
3 / 5 Stars
Lipper
3 3 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 1.2
Sharpe Ratio 1.09
Bear Market Decile Rank 49

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 96.69 97.92
Beta 1.03 0.98
Alpha -0.61 -0.07

See Also:

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