Wilshire Small Company Value Portfolio

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 17.08
Mean 1.23
Sharpe Ratio 0.86
Bear Market Decile Rank 61

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 2000 Value TR USD
R-Squared 92.87 97.86
Beta 1.32 1.04
Alpha -4.06 0.8

See Also:

Top Wilshire Mutual Funds Funds