Ratings & Risk for Schneider Value (SCMLX)

Morningstar Category: Large Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Low High
    		312
    5-Year Low High
    		276
    10-Year — — — 183
    Overall Low High
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 30.90 -0.94 -0.44
    5-Year 25.13 -0.03 -0.13
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 86.83 1.54 3.77
    3-Year 85.31 1.46 -2.47
    5-Year 84.38 1.45 -1.34
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009