Emerald Banking and Finance Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.22
Mean 1.54
Sharpe Ratio 1.29
Bear Market Decile Rank 25

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
R-Squared 65.93
Beta 0.79
Alpha 11.2

See Also:

Top Emerald Funds