O'Shaughnessy Small/Mid Cap Growth Fund

Scorecard
1 / 5 Stars
Lipper
2 1 2 1 3
Zacks Investment Research
1 (Strong Buy)
Standard & Poor's
2 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.41
Mean 1.07
Sharpe Ratio 0.73
Bear Market Decile Rank 99

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 87.68 94.27
Beta 1.31 0.98
Alpha -5.73 -0.86

See Also:

Top O'Shaughnessy Mutual Funds Funds