VY JPMorgan Mid Cap Value Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 12.24
Mean 1.41
Sharpe Ratio 1.37
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 93.48 95.68
Beta 0.97 0.86
Alpha 1.26 2.08