Ashmore Emerging Markets Currency Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.01
Mean -0.16
Sharpe Ratio -0.2
Bear Market Decile Rank 100

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 12.58
Beta 97.37
Alpha -30.1