Nuveen Equity Long/Short Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 14.93
Mean 0.87
Sharpe Ratio 0.69
Bear Market Decile Rank 88

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Sensitive TR USD
R-Squared 88.05 88.9
Beta 1.12 0.98
Alpha -5.88 -1.72