PIMCO CommoditiesPLUS Short Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.43
Mean 0.33
Sharpe Ratio 0.26
Bear Market Decile Rank 43

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Morningstar Short-Only Commodity TR
Best Fit Index
Bloomberg Commodity TR USD
R-Squared 92.72 98.85
Beta 1.0 -1.04
Alpha 6.04 -0.5

Trading-Inverse Commodities Funds