2.2601 6.13 29.875 Start Date 1/1/2015 End Date GME US E EXPR US EqBBBY US EqBB US EquitAMC US ET NOK US EqBBW US Eq GPRO US ELOSTK US E KOSS US E AAPL US Equity #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? Dates PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST PX_LAST 2/27/2015 36.97 13.82 74.66 10.81 34.38 8.01 21.67 41.98 22.72 2.152 32.115 3/31/2015 37.96 16.53 76.775 8.93 35.49 7.58 19.65 43.41 24.22 2.26 31.108 4/30/2015 38.54 16.3 70.46 10.16 30.06 6.58 18.43 50.08 21.47 31.288 5/29/2015 43.41 17.64 71.32 9.8 28.91 7.29 16.09 55.46 21.63 2.7501 32.57 6/30/2015 42.96 18.11 68.98 8.18 30.68 6.85 15.99 52.72 22.54 2.31 31.356 7/31/2015 45.85 19.04 65.23 7.735 32.25 7.05 17.45 62.1 21.16 2.52 30.325 8/31/2015 42.48 20.4 62.11 7.59 28.98 6.24 19.6 46.59 19.65 2.4 28.19 9/30/2015 41.21 17.87 57.02 25.19 6.78 18.89 31.22 17.16 2.209 27.575 10/30/2015 46.07 19.3 59.63 7.29 27.37 7.42 15.56 25 15.66 2.53 11/30/2015 35.03 16.74 54.52 7.94 25.41 7.21 12.86 20.4 13.16 2.0999 29.575 12/31/2015 28.04 17.28 48.25 9.28 24 7.02 12.24 18.01 12.28 1.997 26.315 1/29/2016 26.21 16.96 43.17 7.12 21.8 7.2 13.08 11.45 11.86 1.88 24.335 2/29/2016 30.82 17.23 47.95 7.81 24.03 6.03 14.28 11.88 14.6 2.15 24.173 3/31/2016 31.73 21.41 49.64 8.09 27.99 5.91 12.99 11.96 14.38 2.1342 27.248 4/29/2016 32.8 18.18 47.22 7.06 28.18 5.87 13.17 12.64 14.59 2.198 23.435 5/31/2016 29.1 14.54 44.75 7.27 28.74 5.7 13.84 10.27 17.05 2 24.965 6/30/2016 26.58 14.51 43.22 6.71 27.61 5.69 13.42 10.81 16.11 2.03 23.9 7/29/2016 30.95 14.96 44.95 7.6 29.42 5.77 13.63 12.64 2.1012 26.053 8/31/2016 28.39 11.83 46.37 7.59 30.41 5.67 11.6 14.65 15.41 1.98 26.525 9/30/2016 27.59 11.79 43.11 7.98 31.09 5.79 10.36 16.68 15.32 2.1647 28.263 10/31/2016 24.05 12.02 40.42 7.05 31.45 4.48 13.5 12.78 14.65 2.9 28.385 11/30/2016 24.69 13.36 44.81 7.71 33.95 4.3 14.35 9.98 16.95 2.5299 27.63 12/30/2016 25.26 10.76 40.64 6.89 33.65 4.81 13.75 8.71 17.5 2.28 28.955 1/31/2017 24.49 10.63 40.35 7.06 33.75 4.52 12 10.75 16.6 2.1997 30.338 2/28/2017 24.44 11.24 40.4 6.96 31.35 5.14 9.05 9.4 18.45 2.37 34.248 3/31/2017 22.55 9.11 39.46 7.75 31.45 5.42 8.85 8.7 17.2 2.12 35.915 12/2017 2269 862 38 75 934 202 5 72 104 825 1725 2.11 25 912 16.3 Z7Z07201 3/29/2019 4/30/2019 5/31/2019 6/28/2019 7/31/2019 8/30/2019 9/30/2019 10/31/2019 11/29/2019 12/31/2019 1/31/2020 2/28/2020 3/31/2020 4/30/2020 5/29/2020 6/30/2020 7/31/2020 8/31/2020 9/30/2020 10/30/2020 11/30/2020 12/31/2020 1/29/2021 Avg Ret Avg Stdev Ann Ret Ann Stdev Risk Free Sharpe Ratio 3.1770 -1.0370 -13.16% -17.69% -14.86% -14.02% -12.37% -18.21% -27.84% -9.30% -26.51% -9.52% -1.24% -14.17% 39.04% 62.26% -1.45% -6.40% 16.54% 22.05% -4.10% 23.92% -36.84% -17.66% -6.25% -7.73% -2.78% -59.73% 63.71% 38.93% -29.14% -5.31% 6.90% -21.43% -7.60% -34.42% 66.58% 9.90% 52.69% -45.05% 2.65% 0.16% 58.17% 148.77% 13.77% -40.13% 1625.05% 559.34% 23.49% 6.95% 193.72% 71.48% 1158.00% 124.02% 671.06% 247.62% 1.20% 1.20% 1.72 0.50 10.0770 1.55% -1.65% -24.06% -8.43% -16.44% -0.41% 10.03% 28.76% 6.42% 18.66% -17.63% -24.14% -61.05% 47.03% 17.45% 45.80% 2.08% 12.57% 22.99% 32.18% 5.86% -15.27% 98.93% 0.75% 19.82% 9.33% 68.67% 1.20% 0.12 7.0170 15.98% -9.02% - 14.49% -4.97% -2.14% -5.89% -23.58% 0.19% 5.89% 15.26% -4.98% -15.25% -20.12% 3.63% 8.41% 5.39% -3.07% 10.13% -12.07% -2.18% 30.73% 12.95% 112.67% 1.62% 17.96% 21.25% 62.21% 1.20% 4.2570 5.84% 2.09% -20.98% -22.12% 26.80% -6.09% -3.69% -12.43% -12.70% -11.49% -9.94% -3.99% -49.52% 55.70% 4.27% -16.37% -5.83% 45.54% -19.90% -49.89% 80.93% -50.35% 525.47% 5.61% 65.77% 92.51% 227.84% 1.20% 0.40 -420970 -6.08% -7.69% -4.36% -0.79% 7.98% -8.32% 2.02% -27.87% -4.11% 6.00% 4.58% -0.26% -19.90% 15.48% 10.34% 11.39% 8.64% 2.51% -20.20% -13.81% 19.58% -2.98% 16.62% -0.31% 9.67% -3.65% 33.50% 1.20% (0.14) 0.0070 18.45% -8.20% -10.00% 10.91% -23.61% -41.92% 27.02% 10.48% -13.79% 8.00% 29.01% -8.85% -62.47% 77.62% -10.63% -3.96% 8.26% 9.32% -3.10% 65.20% -0.97% 4.40% 31.38% 0.12% 19.92% 1.50% 69.01% 1.20% 0.00 10.2070 11.49% -9.08% 6.60% -13.33% -3.11% -26.84% 33.98% -19.77% -2.88% 7.43% -9.22% -3.68% -30.96% 34.35% 33.81% 1.06% 11.13% -13.23% -1.31% 31.13% 17.68% 18.45% 8.09% -0.70% 16.88% -8.12% 58.47% 1.20% (0.16) 14.1070 0.570 -16.10% 7.85% -20.70% -2.07% -27.54% 4.09% 42.41% -4.76% 65.59% -2.50% -30.15% -9.75% -32.68% 13.64% -0.57% -9.22% -27.92% -20.15% -7.11% 6.22% 15.18% -4.07% -20.44% -19.41% -22.76% -26.08% 152.91% 50.00% 45.56% -14.39% 54.76% 20.35% 165.88% 39.71% 15.76% 14.13% -16.97% -1.31% -22.78% -3.05% 20.30% 4.11% -28.92% 59.26% 61.77% 1760.47% 5.95% 27.05% 35.01% 209.56% 100.10% 1669.38% 121.29% 725.95% 1.20% 1.20% 2.30 4.0570 9.70% 5.64% -12.76% 13.05% 7.64% -2.02% 7.30% 11.07% 7.43% 9.88% 5.40% -11.68% -6.98% 15.54% 8.22% 14.74% 16.51% 21.44% -10.25% -6.00% 9.36% 11.46% -0.55% 2.35% 8.39% 32.21% 29.08% 1.20% 0.32 0.82 1.07 GME US Equi(PR US Equi3BY US Equi3B US EquityMC US Equi OK US EquiBW US EquiPRO US EquiSTK US Equi?SS US EquiAPL US Equit GME US Eq 3.699819 1.285884 0.23627 0.257183 1.205802 0.040737 0.080579 0.029364 0.135284 3.975913 -0.00381 EXPR US Eq 1.285884 0.503754 0.090075 0.096343 0.444107 0.020811 0.039543 0.020446 0.051085 1.376917 0.003393 BBBY US EQ 0.23627 0.090075 0.038742 0.020774 0.081262 0.004198 0.020657 0.010196 0.024738 0.250525 0.00435 BB US Equit 0.257183 0.096343 0.020774 0.031799 0.089098 0.004668 0.008447 0.006312 0.015382 0.277997 0.003701 AMC US ET 1.205802 0.444107 0.081262 0.089098 0.426486 0.020555 0.031809 0.013311 0.065592 1.296207 0.002807 NOK US Eq 0.040737 0.020811 0.004198 0.004668 0.020555 0.009221 0.001729 0.003328 0.009884 0.043336 0.002259 BBW US Eq 0.080579 0.039543 0.020657 0.008447 0.031809 0.001729 0.039133 0.012497 0.023225 0.092497 0.003629 GPRO US EI 0.029364 0.020446 0.010196 0.006312 0.013311 0.003328 0.012497 0.028088 0.013796 0.031449 0.003821 OSTK US Eq 0.135284 0.051085 0.024738 0.015382 0.065592 0.009884 0.023225 0.013796 0.12087 0.161061 0.011175 KOSS US Eq 3.975913 1.376917 0.250525 0.277997 1.296207 0.043336 0.092497 0.031449 0.161061 4.329794 -0.00123 AAPL US Eq -0.00381 0.003393 0.00435 0.003701 0.002807 0.002259 0.003629 0.003821 0.011175 -0.00123 0.006946 What is the Sharpe Ratio at the GMV for the US Portfolio