Touchstone Value Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 11.89
Mean 1.13
Sharpe Ratio 1.13
Bear Market Decile Rank 33

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 94.16
Beta 0.92
Alpha 0.37