PIMCO Long-Term Credit Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.13
Mean 0.9
Sharpe Ratio 1.31
Bear Market Decile Rank 9

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
R-Squared 80.41
Beta 2.57
Alpha 1.08