Natixis ASG Managed Futures Strategy Fund

Scorecard
4 / 5 Stars
Lipper
5 5 3 4 1
Zacks Investment Research
3 (Hold)
Standard & Poor's
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TheStreet.com
D (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.48
Mean -0.1
Sharpe Ratio -0.12
Bear Market Decile Rank 47

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
S&P 1500 Cons Staples TR
R-Squared 40.1 20.75
Beta 0.88 0.48
Alpha 1.87 -8.64