Standard & Poor's 500 Index (S&P 500®) Total Return Benchmark
Standard Deviation
16.76
16.60
Sharpe Ratio
0.09
0.03
Sortino Ratio
0.12
0.05
Calmar Ratio
1.64
1.27
Relative Performance Statistics
Vs. Standard & Poor's 500 Index (S&P 500®) Benchmark*
Inception through 06/30/2010
Excess Return
0.96
Alpha
1.02
Beta
0.97
R-Squared
92.37
Information Ratio
0.21
*Standard & Poor's 500 Index (S&P 500®) The Standard & Poor's 500 Index (S&P 500®) is an unmanaged market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance.
