Undiscovered Managers Behavioral Value Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 19.26
Mean 1.44
Sharpe Ratio 0.9
Bear Market Decile Rank 86

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 87.22 94.36
Beta 1.44 1.15
Alpha -3.18 0.22