INDEX DATA
AlphaCycle Klein Large Core Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%) 		Month to Date
(%)		 Year to Date
(%)		 Performance
Since Inception
AIRALCN (Net) 02/15/2002   -0.61   4.66   -1.05   28.11
AIRALCG (Gross) 02/15/2002   -0.60   4.67   -0.58   34.87

  Historical Perfomance: Download CSV (49kb) EXCEL  
  Fact Sheet: Morningstar Fact Sheet (99Kb) PDF  


Risk/Return Statistics
Inception through 06/30/2010
  AIRALCG Standard & Poor's 500 Index (S&P 500®) Total Return Benchmark
Standard Deviation 15.69 15.87
Sharpe Ratio 0.04 -0.07
Sortino Ratio 0.05 -0.09
Calmar Ratio 0.53 0.19



Relative Performance Statistics
Vs. Standard & Poor's 500 Index (S&P 500®) Benchmark*
Inception through 06/30/2010
   
Excess Return
 1.70
Alpha
 1.64
Beta
 0.98
R-Squared
 98.05
Information Ratio 0.77
*Standard & Poor's 500 Index (S&P 500®)
The Standard & Poor's 500 Index (S&P 500®) is an unmanaged market capitalization-weighted index of 500 common stocks chosen for market size, liquidity, and industry group representation to represent U.S. equity performance.