Mount Lucas US Focused Equity Fund

Class Inst (BMLEX)
Scorecard
4 / 5 Stars
Lipper
4 4 2 3 1
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.76
Mean 1.2
Sharpe Ratio 0.81
Bear Market Decile Rank 95

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 84.46 88.04
Beta 1.31 0.97
Alpha -4.16 0.93

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