16.55 Down -0.51 -2.99%
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PORTFOLIO STATS
SIZE FUND CATEGORY
Median Market Cap 3.47 Bil 4.11 Bil
MARKET CAPITALIZATION % OF PORTFOLIO
Giant 0.00
Large 15.90
Medium 50.52
Small 20.77
Micro 1.66
INVESTMENT VALUATION STOCK PORTFOLIO CATEGORY
Price/Book 1.01 1.29
Price/Earnings 25.09 NA
Price/Cash Flow 5.63 NA
Price/Sales 1.99 NA
MORNINGSTAR HISTORICAL RATINGS
PERIOD MORNINGSTAR RETURN RISK MORNINGSTAR RATING
3 Year Below Average Average Rating: 2 out of 5
5 Year Average Average Rating: 3 out of 5
10 Year Above Average Above Average Rating: 3 out of 5
Overall Average Above Average Rating: 3 out of 5
SECTOR WEIGHTINGS
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MODERN PORTFOLIO THEORY STATISTICS
MEASUREMENT STANDARD INDEX
MSCI ACWI NR USD
R-Squared (1-year) 11.92
Beta (1-year) 0.86
Alpha (1-year) -33.88
VOLATILITY MEASURES
STANDARD DEVIATION 33.48
Mean -1.81
Treynor Ratio -1.94
Sharpe Ratio -0.65
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  • Morningstar ratings data through 8/31/2014
  • Morningstar portfolio data through 5/31/2014
DATA PROVIDERS

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Fundamental company data and historical chart data provided by Morningstar Inc. Real-time index quotes and delayed quotes supplied by Morningstar Inc. Quotes delayed by up to 15 minutes, except where indicated otherwise. Fund summary, fund performance and dividend data provided by Morningstar Inc. Analyst recommendations provided by Zacks Investment Research. StockScouter data provided by Verus Analytics. IPO data provided by Hoover's Inc. Index membership data provided by Morningstar Inc.

Financial data in US dollars | Page generated 12:52 AM ET
MORNINGSTAR STYLE BOX
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Style Box for Stock Holdings
Size = Medium & Investment Valuation = Blend Size = Medium & Investment Valuation = Blend
Size = Medium & Investment Valuation = Blend
ASSET ALLOCATION
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