Arrow Managed Futures Stragegy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 6.51
Mean -0.61
Sharpe Ratio -1.12
Bear Market Decile Rank 85

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
R-Squared 29.19
Beta 0.47
Alpha -5.7

See Also:

Top Arrow Funds Funds