PL Mid Cap Growth Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.54
Mean 0.68
Sharpe Ratio 0.52
Bear Market Decile Rank 49

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Growth TR USD
R-Squared 76.6 90.0
Beta 1.11 0.92
Alpha -9.77 -4.05

See Also:

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