James Alpha Global Real Estate Investments Portfolio

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.35
Mean 0.84
Sharpe Ratio 0.61
Bear Market Decile Rank 55

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
MSCI ACWI NR USD
Best Fit Index
R-Squared 75.28
Beta 0.98
Alpha 1.17