VY T. Rowe Price Capital Appreciation Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.0
Mean 1.1
Sharpe Ratio 1.45
Bear Market Decile Rank 60

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Morningstar US Market TR USD
R-Squared 90.1 96.35
Beta 1.05 0.69
Alpha 3.59 1.93