PIMCO EqS® Long/Short Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.98
Mean 0.51
Sharpe Ratio 0.6
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 45.49
Beta 0.55
Alpha -2.82