Ashmore Emerging Markets Currency Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 10.04
Mean -0.08
Sharpe Ratio -0.1
Bear Market Decile Rank 96

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI EM NR USD
R-Squared 12.65 82.68
Beta 97.94 0.46
Alpha -29.25 -0.94