Barrow All-Cap Core Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.47
Mean 1.4
Sharpe Ratio 1.08
Bear Market Decile Rank 67

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Core TR USD
R-Squared 88.2 91.78
Beta 1.16 0.86
Alpha 0.29 4.83

See Also:

Top Barrow Funds Funds