Undiscovered Managers Behavioral Value Fund

Scorecard
4 / 5 Stars
Lipper
5 5 3 2 5
Zacks Investment Research
2 (Buy)
Standard & Poor's
3 / 5 Stars
TheStreet.com
B (Buy)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 19.22
Mean 1.42
Sharpe Ratio 0.88
Bear Market Decile Rank 87

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 87.21 94.34
Beta 1.44 1.15
Alpha -3.43 -0.02