Difference between a fund's actual performance over 36 months and the performance that might have been expected based on its volatility relative to a benchmark index, such as the S&P 500 (that is, based on its beta).

Measure of a fund's share price volatility relative to a benchmark index, such as the S&P; 500, the past 36 months. The stock index has a beta of 1. A fund with a beta of 1.5 could be expected to be more volatile than the index, moving up or down 50% more than the index; a fund with a beta of 0.5 should be less volatile, moving half as much as the index.

The degree to which a fund's correlation with a benchmark index, such as the S&P; 500 stock index, has explained its fluctuations in returns. Scores range from 0 to 1.00, with 1.00 being perfect correlation with the index. The higher the R-squared, the more the fund's performance is explained by the performance of the market sector, rather than the fund manager.

Shows how much (in percentage points) a fund's returns over three years have varied from its average return (mean).

A fund's best consecutive three-month performance in the past five years.

A fund's worst consecutive three-month performance in the past five years.