SunAmerica Focused Alpha Large-Cap Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 15.81
Mean 1.19
Sharpe Ratio 0.9
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 86.07
Beta 1.2
Alpha -5.07