Royce Heritage Fund

Scorecard
2 / 5 Stars
Lipper
1 1 2 1 1
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
1 / 5 Stars
TheStreet.com
E+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.19
Mean 0.79
Sharpe Ratio 0.55
Bear Market Decile Rank 70

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Mid Cap TR USD
R-Squared 84.99 94.13
Beta 1.29 1.12
Alpha -11.35 -8.7