Natixis ASG Managed Futures Strategy Fund

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

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 10.4
Mean -0.04
Sharpe Ratio -0.06
Bear Market Decile Rank 52

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
S&P 1500 Cons Staples TR
R-Squared 39.31 21.36
Beta 0.89 0.48
Alpha 1.83 -8.12