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ERShares NextGen Entrepreneurs Strategy eVestment Report

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ERShares NextGen Entrepreneurs Strategy eVestment Report

Capital Impact : ERShares NextGen Entrepreneurs ETF

Capital Impact

Jan 2019 - Sep 2021

ERShares NextGen Entrepreneurs ETF

Analysis

Calendar Year Returns

Risk Analysis

Capital Impact: ERShares NextGen Entrepreneurs ETF

40

Statistic

FTSE Global Small Cap ex US

YTD

-0.21%

11.52%

30

1 Year Return

22.37%

31.55%

2 Year Return

20.97%

17.78%

20

3 Year Return

---

9.18%

5 Year Return

---

9.33%

7 Year Return

---

6.99%

10

10 Year Return

---

8.64%

Cumulative Return

54.88%

52.29%

0

Standard Deviation

25.78%

21.04%

Gain Deviation MAR (5%)

19.38%

15.03%

-10

YTD

2020

2019

Loss Deviation MAR (5%)

16.91%

14.72%

Sharpe Ratio (FTSE 3 Mo. T-…

0.63

0.74

ERShares NextGen Entrepreneurs ETF

FTSE Global Small Cap ex US

eVestment ACWI ex-US Passive Equity

Background Universe:

Performance Statistics - All Market

Tracking Err

Excess Rtn

Info Ratio

Bench Rtn

Bat A v g

Std De v

Bench Std De v

Benchmark

Alpha

Beta

R^2

Returns

FTSE Global Small Cap ex US

0.89%

1.04

0.73

13.52%

0.72%

0.05

17.24%

16.53%

0.45

25.78%

21.04%

Vehicle Type: USA - ETF - ETF - ERShares NextGen Entrepreneurs ETF - Net of Fees. Displayed in US Dollar (USD). >Page 1 Page 2 Page 3 Page 4 Page 5 Page 6 Page 7 Page 8 Page 9 Page 10 Page 11 Page 12 Page 13

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