Transparent Value Dividend Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 12.72
Mean 1.13
Sharpe Ratio 1.06
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 88.01
Beta 0.96
Alpha -0.08