Carne Hedged Equity Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.82
Mean 0.84
Sharpe Ratio 0.72
Bear Market Decile Rank 23

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Cyclical TR USD
R-Squared 74.76 80.23
Beta 0.98 0.77
Alpha -5.74 -2.8

See Also:

Top Carne Funds