ERShares US Large Cap Strategy eVestment Report

ERShares US Large Cap Strategy eVestment Report

Capital Impact : ERShares US Large Cap Strategy

Capital Impact

Aug 2005 - Sep 2021

ERShares US Large Cap Strategy

Analysis

Calendar Year Returns

Risk Analysis

Capital Impact: ERShares US Large Cap Strategy

100

Statistic

Russell 1000 Growth

YTD

-11.32%

14.30%

1 Year Return

3.46%

27.32%

50

2 Year Return

20.36%

32.33%

3 Year Return

11.89%

22.00%

0

5 Year Return

17.59%

22.84%

7 Year Return

14.03%

18.51%

10 Year Return

18.84%

19.68%

-50

Cumulative Return

1713.72%

586.63%

Standard Deviation

21.55%

15.41%

Gain Deviation MAR (5%)

17.43%

11.55%

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

Loss Deviation MAR (5%)

13.33%

10.42%

Sharpe Ratio (FTSE 3 Mo. T-…

0.86

0.75

ERShares US Large Cap Strategy

Russell 1000 Growth

eVestment US Large 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 1000 Growth

5.38%

1.15

0.67

12.52%

6.98%

0.56

19.63%

12.66%

0.58

21.55%

15.41%

Vehicle Type: USA - SA - Composite - ERShares US Large 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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