Dunham Alternative Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.85
Mean -0.17
Sharpe Ratio -0.35
Bear Market Decile Rank 93

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
MSCI World NR USD
R-Squared 0.4 37.84
Beta 0.06 0.26
Alpha -1.99 -5.22