Merk Absolute Return Currency Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.22
Mean -0.08
Sharpe Ratio -0.14
Bear Market Decile Rank 65

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
BofAML USD LIBOR 3 Mon CM
Best Fit Index
MSCI EAFE Growth NR USD
R-Squared 0.6 37.33
Beta 15.38 0.27
Alpha -5.44 -3.17