Dunham Alternative Strategy Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 6.12
Mean -0.29
Sharpe Ratio -0.58
Bear Market Decile Rank 81

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
MSCI EAFE Value NR USD
R-Squared 3.02 39.34
Beta 0.14 0.22
Alpha -3.03 -5.16