Transparent Value Large-Cap Value Fund

Scorecard
3 / 5 Stars
Lipper
3 2 4 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 13.9
Mean 1.28
Sharpe Ratio 1.1
Bear Market Decile Rank 56

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 93.38 96.46
Beta 1.1 0.98
Alpha -2.41 -1.56