EntrepreneurShares eVestment Reports Institutional Only

Capital Impact

Dec 2017 - Jun 2020

ERShares US Large Cap Pure Strategy

Analysis

Quartile

Risk Analysis

Capital Impact: ERShares US Large Cap Pure Strategy

Universe Rankings: Annualized Returns

Statistic

Russell 1000 Growth

YTD

14.52%

9.81%

40

1 Year Return

21.04%

23.28%

2 Year Return

11.73%

17.27%

20

3 Year Return

---

18.99%

5 Year Return

---

15.89%

0

7 Year Return

---

16.62%

10 Year Return

---

17.23%

-20

Cumulative Return

44.45%

48.66%

Standard Deviation

23.02%

18.96%

Gain Deviation MAR (5%)

17.68%

14.43%

-40

YTD

1 Year

3 Year

5 Year

10 Year

Loss Deviation MAR (5%)

14.56%

12.32%

Sharpe Ratio (FTSE 3 Mo. T-…

0.58

0.78

ERShares US Large Cap Pure Strategy

Russell 1000 Growth

eVestment All US 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

-2.93%

1.15

0.90

7.69%

-1.29%

-0.17

15.30%

16.59%

0.45

23.02%

18.96%

Vehicle Type: USA - ETF - ETF - ERShares Entrepreneur 30 ETF - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2020 eVestment Alliance, LLC. All Rights Reserved.

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