Dreyfus Strategic Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.93
Mean 1.13
Sharpe Ratio 0.84
Bear Market Decile Rank 94

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 94.52
Beta 1.24
Alpha -4.12