Ivy Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.89
Mean 1.0
Sharpe Ratio 0.86
Bear Market Decile Rank 84

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 91.59
Beta 1.06
Alpha -3.18

See Also:

Top Ivy Funds Funds