ERShares Global Strategy eVestment Report

ERShares Global Strategy eVestment Report

Capital Impact : ERShares Global Strategy

Capital Impact

Aug 2005 - Sep 2021

ERShares Global Strategy

Analysis

Calendar Year Returns

Risk Analysis

Capital Impact: ERShares Global Strategy

100

Statistic

MSCI World-GD

YTD

-3.06%

13.43%

1 Year Return

14.17%

29.39%

50

2 Year Return

21.93%

19.84%

3 Year Return

12.93%

13.72%

0

5 Year Return

16.45%

14.34%

7 Year Return

13.85%

11.10%

10 Year Return

14.64%

13.30%

-50

Cumulative Return

544.21%

280.14%

Standard Deviation

19.62%

15.52%

Gain Deviation MAR (5%)

14.61%

10.65%

-100

YTD 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006

Loss Deviation MAR (5%)

13.25%

11.31%

Sharpe Ratio (FTSE 3 Mo. T-…

0.56

0.48

ERShares Global Strategy

MSCI World-GD

eVestment Global All Cap Core 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

MSCI World-GD

3.14%

1.10

0.75

9.92%

3.60%

0.36

12.21%

8.61%

0.57

19.62%

15.52%

Vehicle Type: USA - SA - Composite - ERShares Global Strategy - Gross 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 Page 14

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