Brandes International Small Cap Equity Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.94
Mean 0.86
Sharpe Ratio 0.68
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
MSCI ACWI Ex USA NR USD
R-Squared 84.34 84.34
Beta 0.81 0.81
Alpha 5.96 5.96