PACE Large Co Value Equity Investments

Scorecard
3 / 5 Stars
Lipper
4 4 4 2 3
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.53
Mean 1.24
Sharpe Ratio 1.02
Bear Market Decile Rank 72

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Core TR USD
R-Squared 96.69 97.29
Beta 1.17 1.15
Alpha -3.97 -5.11