Royce Dividend Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.52
Mean 1.14
Sharpe Ratio 0.88
Bear Market Decile Rank 20

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 91.34
Beta 1.21
Alpha -5.87