PIMCO EqS® Long/Short Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.56
Mean 0.71
Sharpe Ratio 0.88
Bear Market Decile Rank 41

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
BofAML Convertible Bonds All Qualities
R-Squared 48.83 53.97
Beta 0.54 0.76
Alpha 0.86 -0.54