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1 Month 3 Month YTD 1 Year 10 Year Return Return Return Return Ann Rtn Stn Dev Sharpe Ann Rtn Stn Dev Sharpe Ann Rtn DOMESTIC EQUITY S&P 500 Index 0.26% 2.46% 3.84% 3.99% 11.66% 11.25% 1.03 12.10% 12.10% 0.99 7.42% S&P 500 Consumer Discretionary -1.18% -0.91% 0.68% 3.78% 13.24% 13.52% 0.97 16.13% 13.72% 1.17 10.68% S&P 500 Consumer Staples 5.18% 4.63% 10.46% 18.66% 14.37% 11.01% 1.30 15.05% 10.16% 1.47 11.66% S&P 500 Energy 3.28% 11.62% 16.10% -3.92% -1.27% 18.47% -0.07 0.77% 19.33% 0.04 4.26% S&P 500 Financials -3.21% 2.12% -3.05% -4.17% 7.67% 13.43% 0.57 10.45% 16.67% 0.62 -1.27% S&P 500 Health Care 1.02% 6.27% 0.42% -2.02% 16.54% 12.55% 1.31 17.29% 11.89% 1.45 11.16% S&P 500 Industrials 0.99% 1.40% 6.46% 7.04% 12.11% 12.73% 0.94 11.22% 14.41% 0.77 7.21% S&P 500 Information Technology -2.76% -2.84% -0.32% 4.79% 15.27% 14.13% 1.07 13.42% 14.80% 0.90 10.02% S&P 500 Materials -0.89% 3.71% 7.46% -2.04% 8.71% 17.18% 0.50 5.77% 19.13% 0.30 6.28% S&P 500 Telecom Services 9.34% 7.06% 24.85% 25.14% 10.26% 13.58% 0.75 11.72% 13.36% 0.87 8.49% S&P 500 Utilities 7.81% 6.79% 23.41% 31.47% 15.97% 13.59% 1.17 13.82% 12.84% 1.07 9.21% Dow Jones Industrial Average 0.95% 2.07% 4.31% 4.50% 8.99% 11.51% 0.77 10.41% 11.67% 0.89 7.66% Nasdaq Composite -2.06% -0.23% -2.66% -1.68% 13.85% 13.61% 1.01 13.18% 14.27% 0.92 9.48% Russell 1000 0.23% 2.54% 3.74% 2.93% 11.48% 11.33% 1.01 11.88% 12.33% 0.96 7.51% Russell 1000 Growth -0.39% 0.61% 1.36% 3.02% 13.07% 11.75% 1.11 12.35% 12.53% 0.98 8.78% Russell 1000 Value 0.86% 4.58% 6.30% 2.86% 9.87% 11.34% 0.86 11.35% 12.57% 0.90 6.13% Russell Mid Cap 0.46% 3.18% 5.50% 0.56% 10.80% 11.88% 0.90 10.90% 13.69% 0.79 8.07% Russell 2500 -0.04% 3.57% 3.98% -3.67% 8.61% 13.64% 0.63 9.48% 15.39% 0.61 7.32% Russell 2000 -0.06% 3.79% 2.22% -6.73% 7.09% 15.22% 0.46 8.35% 16.58% 0.50 6.20% Russell 2000 Growth -0.46% 3.24% -1.59% -10.75% 7.74% 16.48% 0.46 8.51% 17.68% 0.48 7.14% Russell 2000 Value 0.30% 4.31% 6.08% -2.58% 6.36% 14.49% 0.43 8.15% 15.84% 0.51 5.15% Russell Micro Cap -0.59% 3.97% -1.68% -12.06% 5.95% 16.31% 0.36 8.20% 17.42% 0.47 4.31% Russell 3000 0.21% 2.63% 3.62% 2.14% 11.13% 11.47% 0.96 11.60% 12.56% 0.92 7.40% Russell 3000 Growth -0.40% 0.80% 1.14% 1.88% 12.65% 11.91% 1.05 12.04% 12.78% 0.94 8.65% Russell 3000 Value 0.83% 4.57% 6.29% 2.42% 9.58% 11.44% 0.83 11.09% 12.73% 0.87 6.05% INTERNATIONAL EQUITY (USD) MSCI All Country World ex US NR -1.53% -0.64% -1.02% -10.24% 1.16% 13.25% 0.08 0.10% 15.54% 0.00 1.87% MSCI World NR -1.12% 1.01% 0.66% -2.78% 6.95% 11.70% 0.59 6.63% 13.17% 0.50 4.43% MSCI EAFE NR -3.36% -1.46% -4.42% -10.16% 2.06% 13.29% 0.15 1.68% 15.37% 0.10 1.58% MSCI Emerging Markets NR 4.00% 0.66% 6.41% -12.06% -1.56% 16.51% -0.10 -3.78% 18.84% -0.20 3.54% FTSE 100 (London) -4.28% -1.78% -3.95% -12.38% 0.69% 14.29% 0.04 1.71% 15.40% 0.11 1.51% DAX (Germany) -6.24% -5.49% -8.56% -12.19% 1.17% 17.22% 0.06 0.03% 21.48% 0.00 3.96% Nikkei 225 (Japan) -2.96% 1.44% -3.43% -7.21% 4.89% 13.04% 0.37 6.33% 13.70% 0.46 2.86% Shanghai Composite (China) 0.03% -4.62% -18.60% -34.97% 13.47% 29.92% 0.45 2.98% 26.74% 0.11 9.77% Hang Seng (Hong Kong) 1.56% 2.35% -2.58% -17.62% 3.73% 18.25% 0.20 2.29% 20.14% 0.11 6.09% BSE Sensex 30 (India) 1.09% 4.99% 2.38% -6.99% 8.77% 20.82% 0.42 0.45% 24.06% 0.02 7.21% BM&F Bovespa (Brazil) 20.06% 15.19% 47.61% -5.30% -8.85% 37.14% -0.24 -16.56% 36.02% -0.46 -0.45% FIXED INCOME (USD) Barclays US Aggregate 1.80% 2.21% 5.31% 6.00% 4.06% 2.66% 1.50 3.76% 2.77% 1.33 5.13% BofAML US High Yield Master II 1.08% 5.88% 9.32% 1.71% 4.18% 6.02% 0.68 5.71% 6.66% 0.84 7.44% S&P/LSTA US Leveraged Loan 100 -0.15% 2.80% 5.36% 0.69% 2.16% 3.24% 0.64 3.46% 4.38% 0.77 4.35% Barclays Global Aggregate 2.92% 2.89% 8.96% 8.87% 2.80% 4.36% 0.62 1.77% 4.42% 0.38 4.40% Barclays Global High Yield 0.93% 4.43% 8.73% 3.76% 4.35% 6.28% 0.68 5.71% 7.64% 0.74 7.80% BofA ML European High Yield -0.46% 1.60% 3.27% 2.60% 6.04% 4.53% 0.13 7.76% 7.78% 0.28 8.30% JPM Emerging Mkts Bond Plus 4.56% 6.00% 12.29% 13.22% 7.08% 6.68% 1.05 6.43% 7.74% 0.82 8.01% Barclays Long Term US Treasury 6.14% 6.44% 15.12% 19.30% 10.46% 10.05% 1.03 10.31% 11.89% 0.86 8.77% Barclays Municipal 1.59% 2.61% 4.33% 7.65% 5.58% 2.78% 1.98 5.33% 3.31% 1.59 5.13% REAL ASSETS Bloomberg Commodity TR 4.13% 12.78% 13.25% -13.32% -10.55% 14.06% -0.76 -10.82% 15.09% -0.72 -5.59% Wilshire US REIT TR 6.49% 5.60% 11.09% 22.82% 13.63% 15.33% 0.88 12.48% 16.45% 0.75 6.99% HFRX INDICES HFRX Global Hedge Fund 0.20% 1.07% -0.83% -5.63% -0.57% 3.85% -0.17 -0.46% 4.10% -0.13 -0.33% HFRX Equity Hedge -1.47% -1.01% -3.92% -8.33% 0.37% 5.72% 0.05 -0.43% 6.20% -0.08 -0.93% HFRX Absolute Return -0.17% 0.35% -0.23% 0.60% 1.74% 1.67% 1.00 1.10% 1.70% 0.60 -0.34% HFRX Equity Market Neutral -1.00% -2.41% -4.94% -0.59% 1.65% 3.33% 0.47 -0.97% 3.43% -0.31 -0.18% HFRX Event Driven 1.37% 4.53% 3.25% -5.27% -0.75% 6.74% -0.12 0.84% 6.41% 0.12 0.81% HFRX Systematic Diversified 4.06% -0.42% 2.94% 5.14% 2.14% 6.94% 0.30 0.18% 7.21% 0.01 3.41% HFRX Relative Value Arbitrage 0.27% 1.04% -1.75% -6.51% -2.17% 3.66% -0.62 -1.41% 3.92% -0.38 -0.08% HFRX Fixed Income-Corporate -- -- -- -- -- -- -- -- -- -- -- HFRX Fixed Income-Credit 0.07% 2.55% 0.66% -4.79% -1.14% 3.56% -0.34 0.62% 3.93% 0.14 4.76% HFRI INDICES HFRI Fund of Funds Composite -- -- -- -- -- -- -- -- -- -- -- HFRI Fund Weighted Composite -- -- -- -- -- -- -- -- -- -- -- HFRI Equity Hedge Total -- -- -- -- -- -- -- -- -- -- -- HFRI EH Equity Market Neutral -- -- -- -- -- -- -- -- -- -- -- HFRI Event Driven Total -- -- -- -- -- -- -- -- -- -- -- HFRI Macro Systematic Diversified -- -- -- -- -- -- -- -- -- -- -- HFRI Relative Value Total -- -- -- -- -- -- -- -- -- -- -- HFRI RV Fixed Income Corporate -- -- -- -- -- -- -- -- -- -- -- CTA INDICES Barclay CTA -- -- -- -- -- -- -- -- -- -- -- Societe Generale CTA -- -- -- -- -- -- -- -- -- -- -- SG CTA Trend -- -- -- -- -- -- -- -- -- -- -- SG Short-Term Traders -- -- -- -- -- -- -- -- -- -- -- Sources: Morningstar Direct, Bloomberg, hedgefundresearch.com, barclayhedge.com as of 7/4/2016 Past performance is no guarantee of future results. Index returns are provided for illustrative purposes only. Returns do not represent any actual investment. The unmanaged indices do not reflect fees and expenses and are not available for direct investment. 3 Year 5 Year Global Market Index Total Returns as of 6/30/2016

Global Market Index Total Returns as of 6/30/2016d1xhgr640tdb4k.cloudfront.net/5776d5a0d0b4c... · YTD: 1 Year 10 Year: Return Return Return Return Ann Rtn Stn Dev Sharpe Ann Rtn

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1 Month 3 Month YTD 1 Year 10 YearReturn Return Return Return Ann Rtn Stn Dev Sharpe Ann Rtn Stn Dev Sharpe Ann Rtn

DOMESTIC EQUITYS&P 500 Index 0.26% 2.46% 3.84% 3.99% 11.66% 11.25% 1.03 12.10% 12.10% 0.99 7.42%S&P 500 Consumer Discretionary -1.18% -0.91% 0.68% 3.78% 13.24% 13.52% 0.97 16.13% 13.72% 1.17 10.68%S&P 500 Consumer Staples 5.18% 4.63% 10.46% 18.66% 14.37% 11.01% 1.30 15.05% 10.16% 1.47 11.66%S&P 500 Energy 3.28% 11.62% 16.10% -3.92% -1.27% 18.47% -0.07 0.77% 19.33% 0.04 4.26%S&P 500 Financials -3.21% 2.12% -3.05% -4.17% 7.67% 13.43% 0.57 10.45% 16.67% 0.62 -1.27%S&P 500 Health Care 1.02% 6.27% 0.42% -2.02% 16.54% 12.55% 1.31 17.29% 11.89% 1.45 11.16%S&P 500 Industrials 0.99% 1.40% 6.46% 7.04% 12.11% 12.73% 0.94 11.22% 14.41% 0.77 7.21%S&P 500 Information Technology -2.76% -2.84% -0.32% 4.79% 15.27% 14.13% 1.07 13.42% 14.80% 0.90 10.02%S&P 500 Materials -0.89% 3.71% 7.46% -2.04% 8.71% 17.18% 0.50 5.77% 19.13% 0.30 6.28%S&P 500 Telecom Services 9.34% 7.06% 24.85% 25.14% 10.26% 13.58% 0.75 11.72% 13.36% 0.87 8.49%S&P 500 Utilities 7.81% 6.79% 23.41% 31.47% 15.97% 13.59% 1.17 13.82% 12.84% 1.07 9.21%Dow Jones Industrial Average 0.95% 2.07% 4.31% 4.50% 8.99% 11.51% 0.77 10.41% 11.67% 0.89 7.66%Nasdaq Composite -2.06% -0.23% -2.66% -1.68% 13.85% 13.61% 1.01 13.18% 14.27% 0.92 9.48%Russell 1000 0.23% 2.54% 3.74% 2.93% 11.48% 11.33% 1.01 11.88% 12.33% 0.96 7.51%Russell 1000 Growth -0.39% 0.61% 1.36% 3.02% 13.07% 11.75% 1.11 12.35% 12.53% 0.98 8.78%Russell 1000 Value 0.86% 4.58% 6.30% 2.86% 9.87% 11.34% 0.86 11.35% 12.57% 0.90 6.13%Russell Mid Cap 0.46% 3.18% 5.50% 0.56% 10.80% 11.88% 0.90 10.90% 13.69% 0.79 8.07%Russell 2500 -0.04% 3.57% 3.98% -3.67% 8.61% 13.64% 0.63 9.48% 15.39% 0.61 7.32%Russell 2000 -0.06% 3.79% 2.22% -6.73% 7.09% 15.22% 0.46 8.35% 16.58% 0.50 6.20%Russell 2000 Growth -0.46% 3.24% -1.59% -10.75% 7.74% 16.48% 0.46 8.51% 17.68% 0.48 7.14%Russell 2000 Value 0.30% 4.31% 6.08% -2.58% 6.36% 14.49% 0.43 8.15% 15.84% 0.51 5.15%Russell Micro Cap -0.59% 3.97% -1.68% -12.06% 5.95% 16.31% 0.36 8.20% 17.42% 0.47 4.31%Russell 3000 0.21% 2.63% 3.62% 2.14% 11.13% 11.47% 0.96 11.60% 12.56% 0.92 7.40%Russell 3000 Growth -0.40% 0.80% 1.14% 1.88% 12.65% 11.91% 1.05 12.04% 12.78% 0.94 8.65%Russell 3000 Value 0.83% 4.57% 6.29% 2.42% 9.58% 11.44% 0.83 11.09% 12.73% 0.87 6.05%INTERNATIONAL EQUITY (USD)MSCI All Country World ex US NR -1.53% -0.64% -1.02% -10.24% 1.16% 13.25% 0.08 0.10% 15.54% 0.00 1.87%MSCI World NR -1.12% 1.01% 0.66% -2.78% 6.95% 11.70% 0.59 6.63% 13.17% 0.50 4.43%MSCI EAFE NR -3.36% -1.46% -4.42% -10.16% 2.06% 13.29% 0.15 1.68% 15.37% 0.10 1.58%MSCI Emerging Markets NR 4.00% 0.66% 6.41% -12.06% -1.56% 16.51% -0.10 -3.78% 18.84% -0.20 3.54%FTSE 100 (London) -4.28% -1.78% -3.95% -12.38% 0.69% 14.29% 0.04 1.71% 15.40% 0.11 1.51%DAX (Germany) -6.24% -5.49% -8.56% -12.19% 1.17% 17.22% 0.06 0.03% 21.48% 0.00 3.96%Nikkei 225 (Japan) -2.96% 1.44% -3.43% -7.21% 4.89% 13.04% 0.37 6.33% 13.70% 0.46 2.86%Shanghai Composite (China) 0.03% -4.62% -18.60% -34.97% 13.47% 29.92% 0.45 2.98% 26.74% 0.11 9.77%Hang Seng (Hong Kong) 1.56% 2.35% -2.58% -17.62% 3.73% 18.25% 0.20 2.29% 20.14% 0.11 6.09%BSE Sensex 30 (India) 1.09% 4.99% 2.38% -6.99% 8.77% 20.82% 0.42 0.45% 24.06% 0.02 7.21%BM&F Bovespa (Brazil) 20.06% 15.19% 47.61% -5.30% -8.85% 37.14% -0.24 -16.56% 36.02% -0.46 -0.45%FIXED INCOME (USD)Barclays US Aggregate 1.80% 2.21% 5.31% 6.00% 4.06% 2.66% 1.50 3.76% 2.77% 1.33 5.13%BofAML US High Yield Master II 1.08% 5.88% 9.32% 1.71% 4.18% 6.02% 0.68 5.71% 6.66% 0.84 7.44%S&P/LSTA US Leveraged Loan 100 -0.15% 2.80% 5.36% 0.69% 2.16% 3.24% 0.64 3.46% 4.38% 0.77 4.35%Barclays Global Aggregate 2.92% 2.89% 8.96% 8.87% 2.80% 4.36% 0.62 1.77% 4.42% 0.38 4.40%Barclays Global High Yield 0.93% 4.43% 8.73% 3.76% 4.35% 6.28% 0.68 5.71% 7.64% 0.74 7.80%BofA ML European High Yield -0.46% 1.60% 3.27% 2.60% 6.04% 4.53% 0.13 7.76% 7.78% 0.28 8.30%JPM Emerging Mkts Bond Plus 4.56% 6.00% 12.29% 13.22% 7.08% 6.68% 1.05 6.43% 7.74% 0.82 8.01%Barclays Long Term US Treasury 6.14% 6.44% 15.12% 19.30% 10.46% 10.05% 1.03 10.31% 11.89% 0.86 8.77%Barclays Municipal 1.59% 2.61% 4.33% 7.65% 5.58% 2.78% 1.98 5.33% 3.31% 1.59 5.13%REAL ASSETSBloomberg Commodity TR 4.13% 12.78% 13.25% -13.32% -10.55% 14.06% -0.76 -10.82% 15.09% -0.72 -5.59%Wilshire US REIT TR 6.49% 5.60% 11.09% 22.82% 13.63% 15.33% 0.88 12.48% 16.45% 0.75 6.99%HFRX INDICESHFRX Global Hedge Fund 0.20% 1.07% -0.83% -5.63% -0.57% 3.85% -0.17 -0.46% 4.10% -0.13 -0.33%HFRX Equity Hedge -1.47% -1.01% -3.92% -8.33% 0.37% 5.72% 0.05 -0.43% 6.20% -0.08 -0.93%HFRX Absolute Return -0.17% 0.35% -0.23% 0.60% 1.74% 1.67% 1.00 1.10% 1.70% 0.60 -0.34%HFRX Equity Market Neutral -1.00% -2.41% -4.94% -0.59% 1.65% 3.33% 0.47 -0.97% 3.43% -0.31 -0.18%HFRX Event Driven 1.37% 4.53% 3.25% -5.27% -0.75% 6.74% -0.12 0.84% 6.41% 0.12 0.81%HFRX Systematic Diversified 4.06% -0.42% 2.94% 5.14% 2.14% 6.94% 0.30 0.18% 7.21% 0.01 3.41%HFRX Relative Value Arbitrage 0.27% 1.04% -1.75% -6.51% -2.17% 3.66% -0.62 -1.41% 3.92% -0.38 -0.08%HFRX Fixed Income-Corporate -- -- -- -- -- -- -- -- -- -- --HFRX Fixed Income-Credit 0.07% 2.55% 0.66% -4.79% -1.14% 3.56% -0.34 0.62% 3.93% 0.14 4.76%HFRI INDICESHFRI Fund of Funds Composite -- -- -- -- -- -- -- -- -- -- --HFRI Fund Weighted Composite -- -- -- -- -- -- -- -- -- -- --HFRI Equity Hedge Total -- -- -- -- -- -- -- -- -- -- --HFRI EH Equity Market Neutral -- -- -- -- -- -- -- -- -- -- --HFRI Event Driven Total -- -- -- -- -- -- -- -- -- -- --HFRI Macro Systematic Diversified -- -- -- -- -- -- -- -- -- -- --HFRI Relative Value Total -- -- -- -- -- -- -- -- -- -- --HFRI RV Fixed Income Corporate -- -- -- -- -- -- -- -- -- -- --CTA INDICESBarclay CTA -- -- -- -- -- -- -- -- -- -- --Societe Generale CTA -- -- -- -- -- -- -- -- -- -- --SG CTA Trend -- -- -- -- -- -- -- -- -- -- --SG Short-Term Traders -- -- -- -- -- -- -- -- -- -- --Sources: Morningstar Direct, Bloomberg, hedgefundresearch.com, barclayhedge.com as of 7/4/2016Past performance is no guarantee of future results. Index returns are provided for illustrative purposes only. Returns do not represent any actual investment. The unmanaged indices do not reflect fees and expenses and are not available for direct investment.

3 Year 5 Year

Global Market Index Total Returns as of 6/30/2016