PTA Comprehensive Alternatives Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 3.2
Mean -0.21
Sharpe Ratio -0.81
Bear Market Decile Rank 55

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
Morningstar SUP/Sensitive TR USD
R-Squared 35.98 46.04
Beta 0.24 0.15
Alpha -4.72 -4.9