Nuveen Equity Long/Short Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.96
Mean 0.83
Sharpe Ratio 0.66
Bear Market Decile Rank 88

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar SUP/Sensitive TR USD
R-Squared 88.08 88.78
Beta 1.12 0.98
Alpha -6.05 -2.04