Nile Pan Africa Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.19
Mean 0.95
Sharpe Ratio 0.66
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI AC Far East Ex Japan NR USD
R-Squared 70.09 75.65
Beta 0.87 0.83
Alpha 5.34 7.2

See Also:

Top Nile Capital Investment Trust Funds