Merk Absolute Return Currency Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.22
Mean -0.1
Sharpe Ratio -0.17
Bear Market Decile Rank 67

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 38.39
Beta 15.39 0.27
Alpha -5.65 -3.41