Transparent Value Large-Cap Aggressive Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 18.29
Mean 1.0
Sharpe Ratio 0.65
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 86.8 95.88
Beta 1.36 1.2
Alpha -7.39 -6.55