Barrow All-Cap Core Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.33
Mean 1.31
Sharpe Ratio 1.02
Bear Market Decile Rank 68

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 91.37
Beta 1.18
Alpha -1.33

See Also:

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