Ivy Energy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 22.62
Mean 0.4
Sharpe Ratio 0.21
Bear Market Decile Rank 68

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
R-Squared 72.74
Beta 1.33
Alpha -7.18

See Also:

Top Ivy Funds Funds