Brandes International Small Cap Equity Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.73
Mean 1.17
Sharpe Ratio 0.95
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 82.51
Beta 0.81
Alpha 8.38