PIMCO EM Fundamental IndexPLUS AR Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 22.3
Mean 0.0
Sharpe Ratio 0.0
Bear Market Decile Rank 87

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 85.84
Beta 1.22
Alpha -6.53