Touchstone Small Cap Value Opportunities Fund

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 16.76
Mean 1.41
Sharpe Ratio 1.0
Bear Market Decile Rank 34

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 82.89
Beta 1.24
Alpha -3.21