Litman Gregory Masters Smaller Companies Fund

Class Inst (MSSFX)
Scorecard
4 / 5 Stars
Lipper
4 4 3 2 5
Zacks Investment Research
4 (Sell)
Standard & Poor's
4 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.86
Mean 1.36
Sharpe Ratio 0.96
Bear Market Decile Rank 47

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 81.25 90.04
Beta 1.24 0.98
Alpha -3.7 1.08

See Also:

Top Litman Gregory Masters Funds Funds