Nuveen Municipal Total Return Managed Accounts

Class Other (NMTRX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 5.51
Mean 0.63
Sharpe Ratio 1.37
Bear Market Decile Rank 10

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays Municipal TR USD
Best Fit Index
Barclays Municipal 20 Yr 17-22 TR USD
R-Squared 97.55 98.04
Beta 1.35 1.0
Alpha 0.11 0.63