Catalyst Hedged Futures Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.38
Mean 0.98
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
R-Squared 3.67
Beta -0.21
Alpha 10.89

See Also:

Top Catalyst Mutual Funds Funds