| CAGR | +15.9% | +6.0% | +7.7% | +7.8% |
| Sharpe | 0.59 | 0.19 | 0.39 | 0.39 |
| Sortino | 1.05 | 0.33 | 0.67 | 0.66 |
| Corr to S&P500 | 0.94 | 0.96 | 0.96 | 0.97 |
| Capture+ | +0.61 | +0.72 | +0.76 | +0.74 |
| Capture- | +0.40 | +0.81 | +0.88 | +0.86 |
| Capture ratio | 1.54 | 0.90 | 0.86 | 0.86 |
| Beta | 0.59 | 0.77 | 0.82 | 0.81 |
| MDD | -15% | -30% | -34% | -34% |
The fund normally invests at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in investments tied to the index. The Portfolio invests principally in equity securities and employs a ?passive management? approach designed to track the performance of the index (currently the MSCI EAFE® Index).