Royce Total Return Fund

Scorecard
2 / 5 Stars
Lipper
1 1 4 2 3
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 13.7
Mean 1.04
Sharpe Ratio 0.9
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 91.1 96.24
Beta 1.07 0.78
Alpha -4.82 0.69