FX Strategy Fund

Class Inst (FXFIX)

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.68
Mean -0.43
Sharpe Ratio -0.35
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 0.05 52.99
Beta -8.98 -0.51
Alpha -2.61 -1.75

See Also:

Top FX Strategy Fund Funds