Van Eck CM Commodity Index Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.76
Mean -0.27
Sharpe Ratio -0.24
Bear Market Decile Rank 20

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Long-Only Commodity TR
Best Fit Index
Bloomberg Commodity TR USD
R-Squared 88.36 91.59
Beta 0.87 0.89
Alpha -4.16 0.45