DATA AS OF: 09-30-2018 ASSET CLASS: Equity
SOURCE: FactSet | Data: As of 09/30/2018 in USD | INCEPTION DATE: 01/31/2017
* Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated, please see disclosures for important information regarding simulated performance.
** Annualized tracking error calculated against each section’s appropriate benchmark using the first full month of returns following index inception. Index returns prior to inception are simulated.
SOURCE: FactSet | Data: As of 09/30/2018 in USD | INCEPTION DATE: 01/31/2017
NOTE: Portfolio characteristics derived from FactSet. Data prior to launch is simulated. One-way turnover data is historical average based on simulated history. Capacity is estimated at 50 basis point market impact level.
DATA: As of 09/30/2018 in USD | SOURCE: FactSet
SOURCE: FactSet | DATA: As of 09/30/2018 in USD
SOURCE: FactSet | DATA: As of 09/30/2018 in USD