ALPS | CoreCommodity Management CompleteCommoditiesSM Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.25
Mean -0.35
Sharpe Ratio -0.26
Bear Market Decile Rank 78

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
DJ UBS Commodity TR USD
R-Squared 78.74 87.23
Beta 0.93 0.99
Alpha -3.42 1.69