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 03.31.2014

Standard Deviation 14.7
Mean 1.15
Sharpe Ratio 0.93
Bear Market Decile Rank 73

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 96.89 97.5
Beta 1.16 1.1
Alpha -3.05 -2.38