Catalyst Event Arbitrage Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 4.72
Mean -0.21
Sharpe Ratio -0.54
Bear Market Decile Rank 21

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Barclays US Treasury Long TR USD
R-Squared 17.93 33.62
Beta 0.16 -0.22
Alpha -4.87 -0.66

See Also:

Top Catalyst Mutual Funds Funds