Diamond Hill Long-Short Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.34
Mean 1.01
Sharpe Ratio 1.29
Bear Market Decile Rank 71

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 86.88
Beta 0.71
Alpha 0.62

See Also:

Top Diamond Hill Funds Funds