FX Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 14.7
Mean -0.33
Sharpe Ratio -0.27
Bear Market Decile Rank 4

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
R-Squared 0.15
Beta -15.38
Alpha 0.31