Capital Impact
Aug 2005 - Sep 2021
ERShares US Mid Cap Strategy
Analysis
Calendar Year Returns
Risk Analysis
Capital Impact: ERShares US Mid Cap Strategy
100
Statistic
Russell 3000 Growth
YTD
-16.81%
13.49%
1 Year Return
13.87%
27.57%
50
2 Year Return
27.31%
31.78%
3 Year Return
16.89%
21.27%
0
5 Year Return
23.54%
22.30%
7 Year Return
18.45%
18.13%
10 Year Return
20.51%
19.40%
-50
Cumulative Return
1192.88%
569.14%
Standard Deviation
22.01%
15.62%
Gain Deviation MAR (5%)
18.04%
11.63%
YTD 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 -100
Loss Deviation MAR (5%)
13.09%
10.63%
Sharpe Ratio (FTSE 3 Mo. T-…
0.73
0.72
ERShares US Mid Cap Strategy
Russell 3000 Growth
eVestment US Mid Cap Growth 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 3000 Growth
4.54%
1.06
0.57
14.51%
4.68%
0.32
17.15%
12.48%
0.52
22.01%
15.62%
Vehicle Type: USA - SA - Composite - ERShares US Mid 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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