Forward Commodity L/S Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.21
Mean -0.54
Sharpe Ratio -0.58
Bear Market Decile Rank 61

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
Morningstar Metals Commodity TR
R-Squared 14.68 25.36
Beta 0.65 -0.26
Alpha -5.67 -7.7