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 17.2
Mean 0.73
Sharpe Ratio 0.51
Bear Market Decile Rank 73

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 85.06 94.18
Beta 1.3 1.12
Alpha -12.15 -9.49