Transparent Value Large-Cap Core Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.04
Mean 1.31
Sharpe Ratio 1.04
Bear Market Decile Rank 46

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 90.23
Beta 1.14
Alpha -0.53