Wilshire Large Company Value Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.25
Mean 1.12
Sharpe Ratio 0.88
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.5 97.32
Beta 1.2 1.15
Alpha -3.59 -3.25

See Also:

Top Wilshire Mutual Funds Funds