GRT Absolute Return Fund

Class Adv (GRTHX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.18
Mean 0.0
Sharpe Ratio -0.01
Bear Market Decile Rank 74

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
S&P North American Natural Resources TR
R-Squared 65.08 69.39
Beta 0.89 0.37
Alpha -7.37 -0.83

See Also:

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