Catalyst Hedged Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.35
Mean 0.91
Sharpe Ratio 1.3
Bear Market Decile Rank 3

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
R-Squared 3.62
Beta -0.21
Alpha 10.13

See Also:

Top Catalyst Mutual Funds Funds