James Long-Short Fund

Class Other (JAZZX)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.89
Mean 0.94
Sharpe Ratio 0.95
Bear Market Decile Rank 73

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Large Core TR USD
R-Squared 73.15 76.94
Beta 0.83 0.9
Alpha -2.1 -4.46

See Also:

Top James Advantage Funds