Federated Kaufmann Large Cap

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 17.36
Mean 1.42
Sharpe Ratio 0.98
Bear Market Decile Rank 85

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 79.79
Beta 1.24
Alpha -0.97