ALPS | CoreCommodity Management CompleteCommoditiesSM Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.88
Mean -0.17
Sharpe Ratio -0.13
Bear Market Decile Rank 78

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Bloomberg Commodity TR USD
R-Squared 77.81 86.23
Beta 0.94 1.0
Alpha -2.99 2.14