Aegis Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.84
Mean 1.34
Sharpe Ratio 0.95
Bear Market Decile Rank 40

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 73.04
Beta 1.17
Alpha -2.9

See Also:

Top Aegis Funds