Ivy Micro Cap Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 19.52
Mean 1.56
Sharpe Ratio 0.95
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 80.97
Beta 1.41
Alpha -1.33

See Also:

Top Ivy Funds Funds