FX Strategy Fund

Class Inst (FXFIX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.67
Mean -0.4
Sharpe Ratio -0.33
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI Pacific Ex Japan NR USD
R-Squared 0.07 52.83
Beta -10.61 -0.51
Alpha -1.85 -1.48

See Also:

Top FX Strategy Fund Funds