| CAGR | +6.4% | -4.3% | +5.1% | +8.2% |
| Sharpe | 0.06 | -0.26 | 0.26 | 0.40 |
| Sortino | 0.13 | -0.43 | 0.46 | 0.69 |
| Corr to S&P500 | -0.14 | 0.47 | 0.47 | 0.74 |
| Capture+ | +0.64 | +0.70 | +0.84 | +0.86 |
| Capture- | +1.16 | +1.33 | +1.14 | +1.03 |
| Capture ratio | 0.55 | 0.53 | 0.74 | 0.83 |
| Beta | 1.02 | 1.03 | 1.02 | 0.99 |
| MDD | -38% | -44% | -44% | -44% |
The fund invests at least 80% of its net assets in the equity securities of non-U.S. based companies with total operating revenues of $500 million or less at the time of the initial investment. The Advisor constructs the fund's portfolio to generally be no more than 5% in cash. The Advisor believes a diversified portfolio of 40-65 securities and their research efforts may, collective, reduce portfolio risk.