Dunham Alternative Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.84
Mean -0.23
Sharpe Ratio -0.49
Bear Market Decile Rank 97

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 0.42 38.03
Beta 0.06 0.26
Alpha -2.76 -5.99