ERShares Mid Cap eVestment Report

ERShares Mid Cap eVestment Report

Capital Impact : ERShares US Mid Cap Strategy

Capital Impact

Aug 2005 - Sep 2021

ERShares US Mid Cap Strategy

Analysis

Calendar Year Returns

Risk Analysis

Capital Impact: ERShares US Mid Cap Strategy

100

Statistic

Russell 3000 Growth

YTD

-16.81%

13.49%

1 Year Return

13.87%

27.57%

50

2 Year Return

27.31%

31.78%

3 Year Return

16.89%

21.27%

0

5 Year Return

23.54%

22.30%

7 Year Return

18.45%

18.13%

10 Year Return

20.51%

19.40%

-50

Cumulative Return

1192.88%

569.14%

Standard Deviation

22.01%

15.62%

Gain Deviation MAR (5%)

18.04%

11.63%

YTD 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 -100

Loss Deviation MAR (5%)

13.09%

10.63%

Sharpe Ratio (FTSE 3 Mo. T-…

0.73

0.72

ERShares US Mid Cap Strategy

Russell 3000 Growth

eVestment US Mid Cap Growth 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

Russell 3000 Growth

4.54%

1.06

0.57

14.51%

4.68%

0.32

17.15%

12.48%

0.52

22.01%

15.62%

Vehicle Type: USA - SA - Composite - ERShares US Mid Cap 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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