Ashmore Emerging Markets Currency Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 10.01
Mean -0.12
Sharpe Ratio -0.15
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 12.41
Beta 96.4
Alpha -29.18