Transparent Value Large-Cap Value Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.93
Mean 1.18
Sharpe Ratio 1.01
Bear Market Decile Rank 53

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 93.66
Beta 1.08
Alpha -1.54