Transparent Value Large-Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 13.97
Mean 1.2
Sharpe Ratio 1.03
Bear Market Decile Rank 53

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 93.18
Beta 1.08
Alpha -0.93