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Fund data as of 09/30/2017 unless otherwise specified.

Asset Allocation

Non-U.S. Equities97%
Cash*3%
Total100%
* Cash is maintained by the fund for liquidity purposes and may be overlaid with equity and / or U.S. Treasury futures to provide capital market exposure.

Risk/Return Characteristics*

Standard Deviation16.07%
R-Squared97.69%
Beta vs Benchmark1.02
Beta vs S&P 500 Index1.03
Sharpe Ratio0.20
Information Ratio-0.58
Requires minimum three years of performance history

Portfolio Characteristics

Price to Earnings Ratio19.30x
Price to Book Ratio3.00x
5 Year EPS Growth5.10%
Weighted Avg Market Cap**$75,683
** $ in millions

Equity Sector Holdings

Consumer Discretionary9.15%
Consumer Staples9.16%
Energy6.22%
Financial Services30.04%
Health Care2.66%
Industrials4.00%
Materials5.70%
Real Estate1.92%
Technology25.43%
Telecommunications4.59%
Utilities1.09%
Total99.96%
Due to rounding, holdings data may not sum to 100%.

Top Ten Equity Holdings

Samsung Electronics Co., Ltd.4.69%
Alibaba Group Holding Ltd. Sponsored ADR3.59%
Taiwan Semiconductor Manufacturing Co., Ltd.2.46%
Naspers Limited Class N2.45%
Tencent Holdings Ltd.2.01%
AIA Group Limited1.66%
Taiwan Semiconductor Manufacturing Co., Ltd. Sponsored ADR1.53%
Samsung Fire & Marine Insurance Co., Ltd1.50%
China Mobile Limited1.43%
Sberbank Russia OJSC Sponsored ADR1.38%
Total22.7%

Top Ten Countries

Hong Kong14.66%
South Korea13.67%
Taiwan7.79%
India6.97%
South Africa6.01%
Brazil5.86%
China4.45%
Russia3.94%
Mexico3.71%
Turkey3.11%
Total70.17%
Portfolio composition subject to change at any time.
Price to Earnings Ratio - A ratio used to compare the price of a fund’s stocks with their per-share earnings.
Price to Book Ratio - A ratio used to compare the book value of fund’s stocks with their market value.
5 Year EPS Growth - Five-year weighted average annualized earnings growth for companies within a fund.
Standard deviation - A statistical measurement of distribution around an average, which depicts how widely returns varied over a certain period of time. Investors use the standard deviation of historical performance to try to predict the most likely range of returns. When a fund has a high standard deviation, the predicted range of performance is wide implying greater volatility.
R-squared - Shows the percentage of a fund's performance that is explained by movement in the benchmark index. This shows the correlation between the fund and its benchmark. An R-squared of 100% indicates that all movements of a fund can be explained by movements in the benchmark. A low R-squared indicates that very few of the fund's movements can be explained by movements in its benchmark. An R-squared measure of 50%, for example, means that only 50% of the fund's movements can be explained by movements in the benchmark index.
Beta vs. Benchmark - Beta is a measure of a fund's sensitivity to market movements as defined by the fund's benchmark. A fund with a higher beta relative to the benchmark is more volatile than the benchmark and a fund with a lower beta relative to the benchmark can be expected to rise and fall more slowly than the benchmark.
Beta vs. S&P 500© Index - Beta is a measure of a fund's sensitivity to market movements as defined by the S&P 500©. A fund with a higher beta relative to the S&P 500© is more volatile than the S&P 500© and a fund with a lower beta relative to the S&P 500© can be expected to rise and fall more slowly than the S&P 500©.
Sharpe Ratio - A risk-adjusted measure that measures reward per unit of risk. The higher the Sharpe ratio, the better the fund's historical risk adjusted performance.
Information Ratio - Measures how much the fund outperformed the benchmark per unit of additional risk taken.