Transparent Value Large-Cap Value Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 13.99
Mean 1.13
Sharpe Ratio 0.96
Bear Market Decile Rank 56

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 93.54
Beta 1.08
Alpha -2.24