AmericaFirst Defensive Growth Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 10.3
Mean 1.09
Sharpe Ratio 1.27
Bear Market Decile Rank 28

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SEC/Consumer Dfnsve TR USD
R-Squared 48.74 58.93
Beta 0.59 0.82
Alpha 3.58 0.46