PACE Large Co Value Equity Investments

Scorecard
3 / 5 Stars
Lipper
4 4 4 2 3
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.72
Mean 1.08
Sharpe Ratio 0.88
Bear Market Decile Rank 73

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 97.15 97.69
Beta 1.16 1.12
Alpha -3.53 -3.17