INTECH U.S. Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.1
Mean 1.25
Sharpe Ratio 1.14
Bear Market Decile Rank 44

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 96.6 97.88
Beta 1.03 0.98
Alpha 0.27 1.15

See Also:

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