Transparent Value Large-Cap Value Fund

Scorecard
4 / 5 Stars
Lipper
4 4 5 2 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 13.89
Mean 1.36
Sharpe Ratio 1.17
Bear Market Decile Rank 53

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 93.35 96.47
Beta 1.1 0.98
Alpha -1.37 -0.53