| CAGR | +19.0% | +4.0% | +10.8% | +10.9% |
| Sharpe | 0.52 | 0.10 | 0.41 | 0.47 |
| Sortino | 1.04 | 0.18 | 0.73 | 0.81 |
| Corr to S&P500 | 0.98 | 0.98 | 0.94 | 0.97 |
| Capture+ | +1.18 | +1.05 | +1.09 | +1.08 |
| Capture- | +1.64 | +1.35 | +1.25 | +1.22 |
| Capture ratio | 0.72 | 0.77 | 0.87 | 0.88 |
| Beta | 1.38 | 1.17 | 1.23 | 1.22 |
| MDD | -32% | -36% | -42% | -42% |
The fund normally invests at least 80% of assets in common stocks included in the Dow Jones U.S. Completion Total Stock Market Index, which represents the performance of stocks of mid- to small-capitalization U.S. companies. The manager uses statistical sampling techniques based on such factors as capitalization, industry exposures, dividend yield, price/earnings (P/E) ratio, price/book (P/B) ratio, and earnings growth to attempt to replicate the returns of the index. The fund is non-diversified.