PIMCO EqS® Long/Short Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.96
Mean 0.44
Sharpe Ratio 0.53
Bear Market Decile Rank 45

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 45.48
Beta 0.55
Alpha -3.57