Nuance Concentrated Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.82
Mean 1.49
Sharpe Ratio 1.51
Bear Market Decile Rank 16

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 86.57
Beta 0.9
Alpha 3.36

See Also:

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