Royce Special Equity Fund

Scorecard
2 / 5 Stars
Lipper
1 1 4 2 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
2 / 5 Stars
TheStreet.com
C- (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.94
Mean 1.03
Sharpe Ratio 0.88
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 81.29 90.44
Beta 1.02 0.81
Alpha -4.24 0.1