Transparent Value Large-Cap Growth Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.47
Mean 1.33
Sharpe Ratio 0.96
Bear Market Decile Rank 52

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 86.79
Beta 1.23
Alpha -1.52