FX Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.68
Mean -0.4
Sharpe Ratio -0.33
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 0.06
Beta -10.08
Alpha -1.99