Nuveen NWQ Small-Cap Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 16.2
Mean 1.42
Sharpe Ratio 1.05
Bear Market Decile Rank 13

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 83.12
Beta 1.18
Alpha 0.19