APIT: YGF Aston/River Road SCVP GFI: LSP GFI: LCGP Expected Market Excess Return 0.010915 Expected Excess Return 0.008103817 0.009235133 0.003074858 0.012785008 Annualized Expected Market Excess Return 0.13098 Annualized Expected Excess Return 0.0972458 0.1108216 0.0368983 0.1534201 Market Excess Return Volatility 0.0374428 Excess Return Volatility 0.040472524 0.038963017 0.017763346 0.040060464 Annualized Market Excess Return Volatility 0.1297056 Annualized Excess Return Volatility 0.140200934 0.134971851 0.061534036 0.138773517 APIT: YGF Aston/River Road SCVP GFI: LSP GFI: LCGP Market Sharpe Ratio 0.200230081 0.237023054 0.173101302 0.319142795 0.2915114 Sharpe Ratio (based on annualized return and volatility) 0.693617347 0.821071945 0.599640498 1.105543071 1.0098252 Market Beta 1.03752999 0.93801323 0.401694366 1.036662042 Treynor Ratio 0.007810682 0.009845419 0.007654721 0.01233286 0.010915 Treynor Ratio (based on annualized return) 0.093728182 0.118145029 0.091856653 0.147994326 0.13098 CAPM Alpha 0.003220823 0.001003281 -0.001309636 0.001469842 CAPM Alpha Annualized 0.038649878 0.012039373 0.015715628 0.017638106 P-value of Alpha 0.003603942 0.53472933 0.149509366 0.123138798 Nonsystematic Risk 0.011399515 0.016940645 0.009490788 0.009951314 Nonsystematic Risk Annualized 0.03948908 0.058684115 0.032877054 0.034472361 Information Ratio 0.282540358 0.059223311 0.137990192 0.14770333 Information Ratio (based on annualized) 0.978748511 0.205155567 -0.478012048 0.511659343 Multifactor Alpha 0.003113215 0.001099042 -0.000896776 0.001059542 Multifactor Alpha Annualized 0.037358579 0.013188509 0.010761307 0.012714507 P-value of Alpha 0.002364263 0.328802195 0.311896275 0.236021605 Nonsystematic Risk 0.010379224 0.011615277 0.009150826 0.009218924 Nonsystematic Risk Annualized 0.035954686 0.0402365 0.03169939 0.031935289 Information Ratio 0.299946795 0.094620421 -0.097999415 0.114931225 Information Ratio (based on annualized) -1.039046178 0.327774753 0.339479932 0.398133441