Dunham Alternative Strategy Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 5.83
Mean -0.15
Sharpe Ratio -0.31
Bear Market Decile Rank 91

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
Credit Suisse Mgd Futures Liquid TR USD
Best Fit Index
BofAML Convertible Bonds All Qualities
R-Squared 0.43 37.9
Beta 0.06 0.38
Alpha -1.73 -6.7