Carne Hedged Equity Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.4
Mean 1.21
Sharpe Ratio 1.07
Bear Market Decile Rank 23

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Growth TR USD
R-Squared 80.08 83.26
Beta 0.96 0.76
Alpha 0.78 2.64

See Also:

Top Carne Funds