|RETURN AND EXPENSE COMPARISON (as of Jan 2015)|
|1 Month:||-0.64%||1 Year:||-5.72%|
|3 Month:||-0.89%||3 Year:||0.33%|
|6 Month:||-3.45%||5 Year;||6.78%|
|Last Cap Gain||0.05|
|RETURN AND VOLATILITY MEASURES|
|1 Year||3 Year|
Alpha - measures the portfolio manager's contribution to performance that is independent of the benchmark.
Beta - measures the portfolio sensitivity to movements in the market relative to the selected underlying benchmark.
R-squared - mesausres how closely the derived forecast was able to explain the performance of the last three years. It also measures diversification with lower number indicating more independence from benchmark.
Standard deviation - measures how closely actual values matched the forecasted values for performance.
Semi-deviation - only considers values that fall below the risk free rate of return.
|Top Ten Holdings|
|Citigroup Mtg Loan||2.23%|
|Jpmorgan Commercial Mortgage Backed Secs Trust 2009-Rr1||2.13%|
|Home Equity Mortgage Inabs||1.89%|
|Blackstone Cqp Holdco Lp||1.68%|
|Residential Asset Securities Corp||1.6%|
|J P Morgan Chase Commercial Mortgage Securities Corp||1.54%|
|Canada Housing Trust No 1||1.5%|
|Rbscf Tr 2009-Rr1||1.36%|
|Asset Backed Securities Corporation Home Equity Loan Trust||1.18%|
|MOST RECENT RATINGS CHANGES|
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