Royce Pennsylvania Mutual Fund

Scorecard
3 / 5 Stars
Lipper
3 3 3 5 3
Zacks Investment Research
3 (Hold)
Standard & Poor's
3 / 5 Stars
TheStreet.com
C (Hold)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.63
Mean 1.03
Sharpe Ratio 0.74
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 87.46 97.28
Beta 1.25 0.95
Alpha -5.31 -0.88

See Also:

Top Royce Funds