Brandes International Small Cap Equity Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.95
Mean 0.84
Sharpe Ratio 0.67
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 84.22
Beta 0.81
Alpha 5.73