Undiscovered Managers Behavioral Value Fund

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

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 19.06
Mean 1.56
Sharpe Ratio 0.98
Bear Market Decile Rank 87

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 87.87 93.55
Beta 1.46 1.07
Alpha -4.87 2.6