Consulting Group Small Capitalization Value Equity

Class No Load (TSVUX)
Scorecard
4 / 5 Stars
Lipper
5 4 3 5 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
C+ (Hold)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.98
Mean 1.33
Sharpe Ratio 0.99
Bear Market Decile Rank 46

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 88.31 96.51
Beta 1.22 0.96
Alpha -3.89 0.94