|RETURN AND EXPENSE COMPARISON (as of Jan 2015)|
|1 Month:||2.33%||1 Year:||-0.72%|
|3 Month:||-3.0%||3 Year:||5.53%|
|6 Month:||-1.56%||5 Year;||11.18%|
|Last Cap Gain||1.57|
|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|
|Deutsche Alt-B Secs Mtg Ln Tr 2006-Ab2||1.18%|
|Asset Backed Secs Corp Home Equity Ln Tr Ser Rfc 2007-He1||1.01%|
|C-Bass Ser 2006-Cb2 Tr||1.0%|
|Citigroup Mortgage Loan Trust||1.0%|
|American Capital Agency Corp||1.0%|
|Gco Ed Ln Fdg Master Trust-Ii||0.96%|
|Asset Backed Securities Corporation Home Equity Loan Trust||0.93%|
|Brazos Higher Ed Auth Inc||0.91%|
|North Carolina St Ed Assistance Auth Rev||0.89%|
|Citimortgage Alternative Ln Tr Ser 2006 A3||0.69%|
|MOST RECENT RATINGS CHANGES|
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