Transparent Value Large-Cap Value Fund

Scorecard
2 / 5 Stars
Lipper
4 3 5 1 1
Zacks Investment Research
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Standard & Poor's
3 / 5 Stars
TheStreet.com
A- (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.83
Mean 1.33
Sharpe Ratio 1.15
Bear Market Decile Rank 54

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Value TR USD
R-Squared 93.53 96.53
Beta 1.09 0.97
Alpha -1.7 -0.85