Neuberger Berman Global Thematic Opportunities Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.14
Mean 0.33
Sharpe Ratio 0.26
Bear Market Decile Rank 39

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
MSCI ACWI Ex USA NR USD
Best Fit Index
Morningstar Lifetime Moderate 2050
R-Squared 82.09 85.75
Beta 0.83 1.09
Alpha -1.77 -8.91