Brandes International Small Cap Equity Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 15.1
Mean 0.94
Sharpe Ratio 0.75
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
R-Squared 82.43
Beta 0.81
Alpha 6.86