Touchstone Dynamic Equity Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 8.97
Mean 0.8
Sharpe Ratio 1.06
Bear Market Decile Rank 60

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 84.56 84.77
Beta 0.66 0.62
Alpha -0.03 0.37