Ivy Core Equity Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.65
Mean 1.19
Sharpe Ratio 1.04
Bear Market Decile Rank 48

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 94.03
Beta 1.06
Alpha -0.86

See Also:

Top Ivy Funds Funds