Dreyfus Strategic Value Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.79
Mean 1.29
Sharpe Ratio 0.97
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 94.15
Beta 1.25
Alpha -4.78