Zacks Small-Cap Core Fund

Scorecard
5 / 5 Stars
Lipper
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Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
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Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.64
Mean 1.48
Sharpe Ratio 1.06
Bear Market Decile Rank 6

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 83.17 94.74
Beta 1.24 0.99
Alpha -2.23 2.83

See Also:

Top Zacks Funds Funds