PIMCO EqS® Long/Short Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.57
Mean 0.68
Sharpe Ratio 0.84
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 48.68
Beta 0.54
Alpha 0.49