Turner Medical Sciences Long/Short Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.22
Mean 0.6
Sharpe Ratio 1.36
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SEC/Healthcare TR USD
R-Squared 9.96 27.25
Beta 0.13 0.24
Alpha 5.26 1.56

See Also:

Top Turner Funds Funds