Catalyst Hedged Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.35
Mean 0.97
Sharpe Ratio 1.39
Bear Market Decile Rank 1

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Morningstar SEC/Financial Svc TR USD
R-Squared 3.62 18.47
Beta -0.21 -0.2
Alpha 10.86 14.29

See Also:

Top Catalyst Mutual Funds Funds