INDEX DATA
AlphaCycle Klein Small Value Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%) 		Month to Date
(%)		 Year to Date
(%)		 Performance
Since Inception
AIRASVN (Net) 02/18/2003   -1.27   4.71   2.34   93.99
AIRASVG (Gross) 02/18/2003   -1.25   4.74   3.30   111.40

  Historical Perfomance: Download CSV (49kb) EXCEL  
  Fact Sheet: Morningstar Fact Sheet (98Kb) PDF  


Risk/Return Statistics
Inception through 06/30/2010
  AIRASVG Russell 2000 Value Total Return Benchmark
Standard Deviation 18.70 20.53
Sharpe Ratio 0.43 0.32
Sortino Ratio 0.62 0.45
Calmar Ratio 2.15 1.57



Relative Performance Statistics
Vs. Russell 2000 Value Benchmark*
Inception through 06/30/2010
   
Excess Return
 1.50
Alpha
 1.88
Beta
 0.90
R-Squared
 96.75
Information Ratio 0.38
*Russell 2000 Value
The Russell 2000 Value Index is an unmanaged index that measures the performance of those Russell 2000 companies with lower price-to-book ratios and lower forecasted growth values.