CBRE Clarion Long/Short Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.18
Mean 0.27
Sharpe Ratio 0.38
Bear Market Decile Rank 10

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ US Select REIT TR USD
R-Squared 27.56 73.1
Beta 0.34 0.41
Alpha -1.73 -1.12

See Also:

Top CBRE Clarion Securities Funds