INDEX DATA
AlphaCycle KBC Large-Mid Value Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%) 		Month to Date
(%)		 Year to Date
(%)		 Performance
Since Inception
AIRILVN (Net) 02/18/1997   -0.67   4.03   1.63   100.49
AIRILVG (Gross) 02/18/1997   -0.65   4.05   2.36   130.01

  Historical Perfomance: Download CSV (49kb) EXCEL  
  Fact Sheet: Morningstar Fact Sheet (97Kb) PDF  


Risk/Return Statistics
Inception through 06/30/2010
  AIRILVG Russell 1000® Value Index Total Return Benchmark
Standard Deviation 18.15 17.69
Sharpe Ratio -0.12 -0.22
Sortino Ratio -0.15 -0.28
Calmar Ratio 0.06 -0.12



Relative Performance Statistics
Vs. Russell 1000® Value Index Benchmark*
Inception through 06/30/2010
   
Excess Return
 1.83
Alpha
 1.92
Beta
 1.00
R-Squared
 95.17
Information Ratio 0.46
*Russell 1000® Value Index
The Russell 1000® Russell 1000 Value Index is an unmanaged market capitalization-weighted index of those stocks of the 1,000 largest U.S. domiciled companies that exhibit value-oriented characteristics.