CBRE Clarion Long/Short Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 8.05
Mean 0.38
Sharpe Ratio 0.56
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
DJ US Select REIT TR USD
R-Squared 27.15 69.79
Beta 0.34 0.4
Alpha -1.03 -0.42

See Also:

Top CBRE Clarion Securities Funds