Touchstone Dynamic Equity Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 9.03
Mean 0.77
Sharpe Ratio 1.02
Bear Market Decile Rank 59

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Morningstar Large Cap TR USD
R-Squared 82.95 83.14
Beta 0.67 0.69
Alpha -1.6 -1.85