Catalyst Event Arbitrage Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 4.63
Mean -0.18
Sharpe Ratio -0.48
Bear Market Decile Rank 21

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 18.67 34.63
Beta 0.16 -0.22
Alpha -4.48 -0.38

See Also:

Top Catalyst Mutual Funds Funds