@roger,
Yes, and there are plenty of girls named Sasha, too. There's even one gal on TV named Sasha Alexander. Even if she didn't have a Wiki page, I could tell she wasn't born that way. "Sasha Alexander" has psdeudonymous tease written all over it.
Yet it never seemed to bother the Russian guys named Sasha that I've known throughout the years. They know we Americans, effite as Russian names might sound, still see them all as commies, mafia billionaires, toothless hockey-players, reclusive math gods, or all of the above.