ERShares US Small Cap Strategy eVestment Report

ERShares US Small Cap Strategy eVestment Report

Capital Impact : ERShares US Small Cap Strategy

Capital Impact

Aug 2005 - Sep 2021

ERShares US Small Cap Strategy

Analysis

Calendar Year Returns

Risk Analysis

Capital Impact: ERShares US Small Cap Strategy

100

Statistic

Russell 2000 Growth

YTD

-7.59%

2.82%

1 Year Return

20.82%

33.27%

50

2 Year Return

19.64%

24.18%

3 Year Return

8.41%

11.70%

0

5 Year Return

17.60%

15.34%

7 Year Return

13.90%

13.19%

10 Year Return

16.40%

15.74%

-50

Cumulative Return

684.51%

376.04%

Standard Deviation

19.94%

20.15%

Gain Deviation MAR (5%)

14.93%

14.34%

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

Loss Deviation MAR (5%)

13.44%

14.21%

Sharpe Ratio (FTSE 3 Mo. T-…

0.62

0.44

ERShares US Small Cap Strategy

Russell 2000 Growth

eVestment US Small 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 2000 Growth

4.11%

0.92

0.86

7.71%

3.46%

0.45

13.59%

10.13%

0.55

19.94%

20.15%

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