LS Opportunity

Class Other (LSOFX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 8.61
Mean 0.54
Sharpe Ratio 0.74
Bear Market Decile Rank 65

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
MSCI Europe NR USD
R-Squared 55.74 62.62
Beta 0.52 0.36
Alpha -0.9 2.88