Cullen International High Dividend Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.12
Mean 0.56
Sharpe Ratio 0.47
Bear Market Decile Rank 17

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI World Ex US NR USD
R-Squared 94.49 95.02
Beta 0.83 0.86
Alpha 0.96 -0.65

See Also:

Top Cullen Funds Trust Funds