Van Eck CM Commodity Index Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.96
Mean -0.43
Sharpe Ratio -0.38
Bear Market Decile Rank 20

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 87.7 91.43
Beta 0.84 0.87
Alpha -4.52 -0.05