Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 4.85
Mean -0.09
Sharpe Ratio -0.23
Bear Market Decile Rank 14

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI EM Latin America NR USD
R-Squared 2.28 29.03
Beta 19.72 0.11
Alpha -6.64 -0.7

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