O'Shaughnessy Small/Mid Cap Growth Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 17.45
Mean 0.96
Sharpe Ratio 0.66
Bear Market Decile Rank 99

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 88.24 93.82
Beta 1.32 0.98
Alpha -7.49 -1.45

See Also:

Top O'Shaughnessy Mutual Funds Funds

Mid-Cap Growths