Ashmore Emerging Markets Currency Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.04
Mean -0.1
Sharpe Ratio -0.13
Bear Market Decile Rank 98

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 12.48
Beta 97.29
Alpha -29.33