In addition, training helps increase the cognitive function of already affected dementia patients.
There is also a lot of research that states that exercise acts as a protective and therapeutic method of depression.
Sources
Larson, E.B., Wang, L., Bowen, J.D., McCormick, W.C., Teri, L., Crane, P. & Kukull, W. (2006). Exercise Is Associated With Reduced Risk for Incident Dementia Among Persons 65 Years of Age and Older.
Annals of Internal Medicine Heyn, P., Abreu, B.C. & Ottenbacher, K.J. (2004). The Effect of Exercise Training on Elderly Persons With Cognitive Impairment and Dementia: A Meta-Analysis. Archives of Physical Medicine and Rehabilitation