AmericaFirst Defensive Growth Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 10.25
Mean 1.05
Sharpe Ratio 1.22
Bear Market Decile Rank 33

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 49.24 59.07
Beta 0.59 0.81
Alpha 3.06 -0.01