Wilshire Large Company Value Portfolio

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.08
Mean 1.29
Sharpe Ratio 1.02
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 96.4 97.17
Beta 1.21 1.16
Alpha -3.99 -3.12

See Also:

Top Wilshire Mutual Funds Funds