FX Strategy Fund

Class Inst (FXFIX)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.7
Mean -0.33
Sharpe Ratio -0.27
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 0.16 57.09
Beta -15.97 -0.54
Alpha 0.47 0.39

See Also:

Top FX Strategy Fund Funds