Barrow All-Cap Core Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.17
Mean 1.38
Sharpe Ratio 1.09
Bear Market Decile Rank 20

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 3000 TR USD
R-Squared 90.04 90.95
Beta 1.18 1.13
Alpha -2.44 -1.61

See Also:

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