INDEX DATA
AlphaCycle Mesirow Technology Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%)
Month to Date
(%)
Year to Date
(%)
Performance
Since Inception
AIPATEN (Net) 02/15/2002   -0.22   5.26   1.22   18.03
AIPATEG (Gross) 02/15/2002   -0.20   5.29   2.32   34.57

  Historical Perfomance: Download CSV (49kb) EXCEL  
  Fact Sheet: Morningstar Fact Sheet (100Kb) PDF  


Risk/Return Statistics
Inception through 06/30/2010
  AIPATEG S&P GSTI Technology Total Return Benchmark
Standard Deviation 25.36 24.61
Sharpe Ratio 0.06 -0.01
Sortino Ratio 0.08 -0.01
Calmar Ratio 0.67 0.36



Relative Performance Statistics
Vs. S&P GSTI Technology Benchmark*
Inception through 06/30/2010
   
Excess Return
1.64
Alpha
1.79
Beta
1.00
R-Squared
94.63
Information Ratio 0.28
*S&P GSTI Technology
The S&P North American Sector indices are a family of indices designed as equity benchmarks for U.S. traded securities in seven broadly defined economic sectors. The seven sectors are Consumer, Cyclical, Financial Services, Health Care, Natural Resources, Technology and Utilities. The S&P North American Technology Sector Index is the technology sub-index of the S&P North American Sector Indices. The S&P North American Technology Sector sub-indices are a set of more narrowly based equity indices consisting of twelve or more stocks selected from the universe of stocks in the S&P North American Technology Sector Index.