Barrow All-Cap Core Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.47
Mean 1.38
Sharpe Ratio 1.07
Bear Market Decile Rank 68

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 88.22
Beta 1.16
Alpha 0.04

See Also:

Top Barrow Funds Funds