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PORTFOLIO STATS
SIZE FUND CATEGORY
Median Market Cap 89.17 Bil 43.37 Bil
MARKET CAPITALIZATION % OF PORTFOLIO
Giant 24.59
Large 10.62
Medium 2.11
Small 0.00
Micro 0.00
INVESTMENT VALUATION STOCK PORTFOLIO CATEGORY
Price/Book 2.25 2.35
Price/Earnings 15.78 18.13
Price/Cash Flow 6.57 NA
Price/Sales 1.84 NA
PORTFOLIO STATS
CREDIT INFORMATION  
Average Credit Quality A
Average Duration NA
MORNINGSTAR HISTORICAL RATINGS
PERIOD MORNINGSTAR RETURN RISK MORNINGSTAR RATING
3 Year High Below Average Rating: 5 out of 5
5 Year Above Average Below Average Rating: 5 out of 5
10 Year High Below Average Rating: 5 out of 5
Overall High Below Average Rating: 5 out of 5
SECTOR WEIGHTINGS
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MODERN PORTFOLIO THEORY STATISTICS
MEASUREMENT STANDARD INDEX
Morningstar Moderate Target Risk
R-Squared (1-year) 70.82
Beta (1-year) 0.46
Alpha (1-year) 5.33
VOLATILITY MEASURES
STANDARD DEVIATION 4.49
Mean 0.8
Treynor Ratio 18.67
Sharpe Ratio 2.12
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  • Morningstar ratings data through 6/30/2014
  • Morningstar portfolio data through 3/31/2014
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 12:49 PM ET
MORNINGSTAR STYLE BOX
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Style Box for Stock Holdings
Size = Large & Investment Valuation = Value Size = Large & Investment Valuation = Value
Size = Large & Investment Valuation = Value
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ASSET ALLOCATION
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