Ivy Core Equity Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.73
Mean 1.1
Sharpe Ratio 0.96
Bear Market Decile Rank 49

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 93.85
Beta 1.07
Alpha -2.24

See Also:

Top Ivy Funds Funds