Index Data

INDEX DATA

AlphaCycle Mesirow Financials Index

Performance

Index Performance Chart

Index Performance

	Since Inception	1 Day (%)	Month to Date (%)	Year to Date (%)	Performance Since Inception

AIPAFIN (Net)	02/15/2002	-1.37	5.38	-1.64	0.25
AIPAFIG (Gross)	02/15/2002	-1.35	5.41	-0.61	14.01

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

Risk/Return Statistics

Inception through 06/30/2010

	AIPAFIG	Dow Jones U.S. Financial Services Index® Total Return Benchmark

Standard Deviation	19.43	24.61
Sharpe Ratio	-0.06	-0.01
Sortino Ratio	-0.08	-0.01
Calmar Ratio	0.14	0.36

Relative Performance Statistics
Vs. Dow Jones U.S. Financial Services Index® Benchmark*

Inception through 06/30/2010



Excess Return	-0.93
Alpha	-0.76
Beta	0.55
R-Squared	48.38
Information Ratio	-0.05

*Dow Jones U.S. Financial Services Index®
Dow Jones U.S. Financial Services Index measures the performance of the financial services sector of the United States equity market and is a subset of the Dow Jones U.S. Financials Index. The Index includes companies in sectors, such as banks and investment management/brokers.