Royce Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.34
Mean 0.65
Sharpe Ratio 0.42
Bear Market Decile Rank 80

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 83.25 90.98
Beta 1.34 1.02
Alpha -11.33 -6.44

See Also:

Top Royce Funds