Transparent Value Large-Cap Market Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.15
Mean 1.2
Sharpe Ratio 1.09
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 90.51
Beta 1.0
Alpha 0.1