Princeton Futures Strategy Fund

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

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.37
Mean -0.67
Sharpe Ratio -1.1
Bear Market Decile Rank 67

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Morningstar Long-Only Commodity TR
R-Squared 57.39 7.47
Beta 0.74 0.13
Alpha -5.52 -7.99