VY T. Rowe Price Growth Equity Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.94
Mean 1.4
Sharpe Ratio 1.12
Bear Market Decile Rank 34

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar US Growth TR USD
R-Squared 83.36 96.39
Beta 1.11 1.05
Alpha -1.18 -0.27