Saratoga Technology & Communications Portfolio

Scorecard
4 / 5 Stars
Lipper
4 5 2 1 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
3 / 5 Stars
TheStreet.com
D+ (Sell)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.45
Mean 0.98
Sharpe Ratio 0.71
Bear Market Decile Rank 84

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
Morningstar SEC/Technology TR USD
R-Squared 75.08 89.57
Beta 1.0 1.05
Alpha 1.0 -4.85