AmericaFirst Quantitative Strategies Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 11.63
Mean 0.96
Sharpe Ratio 0.98
Bear Market Decile Rank 63

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Moderate Target Risk
Best Fit Index
S&P MidCap 400 TR
R-Squared 75.03 75.57
Beta 1.23 0.66
Alpha 0.24 1.31