O'Shaughnessy Enhanced Dividend Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.36
Mean 0.69
Sharpe Ratio 0.57
Bear Market Decile Rank 19

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI EASEA NR USD
R-Squared 87.64 89.0
Beta 0.8 0.72
Alpha 3.9 1.68

See Also:

Top O'Shaughnessy Mutual Funds Funds