Touchstone Focused Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.22
Mean 1.31
Sharpe Ratio 1.02
Bear Market Decile Rank 63

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 90.4
Beta 1.16
Alpha -0.83