Zacks Market Neutral Fund

Scorecard
1 / 5 Stars
Lipper
2 1 5 2 4
Zacks Investment Research
4 (Sell)
Standard & Poor's
---
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.29
Mean 0.1
Sharpe Ratio 0.27
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
MSCI Japan NR USD
R-Squared 2.83 26.84
Beta 0.25 -0.15
Alpha 0.2 1.66

See Also:

Top Zacks Funds Funds