SunAmerica Focused Alpha Large-Cap Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 15.73
Mean 1.32
Sharpe Ratio 1.0
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 86.73
Beta 1.17
Alpha -0.9