VY JPMorgan Mid Cap Value Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.24
Mean 1.44
Sharpe Ratio 1.4
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell Mid Cap Value TR USD
R-Squared 93.49 95.71
Beta 0.97 0.86
Alpha 1.64 2.46

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