Capital Impact
Aug 2005 - Jun 2020
ERShares Global Strategy
Analysis
Quartile
Risk Analysis
Capital Impact: ERShares Global Strategy
Universe Rankings: Annualized Returns
Statistic
MSCI World-GD
YTD
3.02%
-5.48%
20
1 Year Return
11.56%
3.40%
2 Year Return
6.98%
5.15%
10
3 Year Return
11.41%
7.29%
5 Year Return
11.55%
7.50%
0
7 Year Return
11.77%
8.98%
10 Year Return
13.24%
10.57%
-10
Cumulative Return
390.60%
171.91%
Standard Deviation
19.34%
15.52%
Gain Deviation MAR (5%)
14.14%
10.25%
-20
YTD
1 Year
3 Year
5 Year
10 Year
Loss Deviation MAR (5%)
13.29%
11.63%
Sharpe Ratio (FTSE 3 Mo. T-…
0.52
0.37
ERShares Global Strategy
MSCI World-GD
eVestment Global All Cap Core 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
MSCI World-GD
3.82%
1.11
0.79
8.94%
4.32%
0.48
11.25%
6.94%
0.57
19.34%
15.52%
Vehicle Type: USA - SA - Composite - ERShares Global Strategy - Gross 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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