ERShares US Small Cap Strategy eVestment Report

Capital Impact

Aug 2005 - Sep 2021

ERShares US Small Cap Strategy

Charts

Growth of $1,000

Drawdown

7.5k

0.0%

5k

-25.0%

2.5k

-50.0%

0k

-75.0%

2006

2008

2010

2012

2014

2016

2018

2020

2008

2012

2016

2020

ERShares US Small Cap Strategy

Russell 2000 Growth

ERShares US Small Cap Strategy

Russell 2000 Growth

Distribution of Monthly Returns

Standard Deviation - One Year Rolling

30%

25

20%

10%

0

0%

2008

2010

2012

2014

2016

2018

2020

ERShares US Small Cap Strategy

Russell 2000 Growth

ERShares US Small Cap Strategy

Russell 2000 Growth

Vehicle Type: USA - SA - Composite - ERShares US Small Cap 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 2012-2021 eVestment Alliance, LLC. All Rights Reserved.

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