VY Columbia Small Cap Value II Portfolio

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 17.26
Mean 1.27
Sharpe Ratio 0.88
Bear Market Decile Rank 84

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Small Cap TR USD
R-Squared 87.01 97.92
Beta 1.31 1.04
Alpha -5.97 -1.03