CMG SR Tactical Bond Fund

Class Inst (CMGOX)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 7.55
Mean -0.13
Sharpe Ratio -0.21
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
R-Squared 2.83
Beta 0.45
Alpha -3.25