MainStay U.S. Small Cap Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.95
Mean 1.15
Sharpe Ratio 0.86
Bear Market Decile Rank 17

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 89.49
Beta 1.21
Alpha -3.41