Forward Commodity L/S Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.4
Mean -0.51
Sharpe Ratio -0.49
Bear Market Decile Rank 53

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
R-Squared 19.0
Beta 0.72
Alpha -3.62