INDEX DATA
AlphaCycle Klein Large Value Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%) 		Month to Date
(%)		 Year to Date
(%)		 Performance
Since Inception
AIRALVN (Net) 02/15/2002   1.29   5.24   -0.10   31.22
AIRALVG (Gross) 02/15/2002   1.30   5.25   0.46   40.62

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


Risk/Return Statistics
Inception through 06/30/2010
  AIRALVG Russell 1000® Value Index Total Return Benchmark
Standard Deviation 15.18 16.08
Sharpe Ratio 0.30 0.21
Sortino Ratio 0.41 0.27
Calmar Ratio 1.24 0.89



Relative Performance Statistics
Vs. Russell 1000® Value Index Benchmark*
Inception through 06/30/2010
   
Excess Return
 1.32
Alpha
 1.41
Beta
 0.93
R-Squared
 97.20
Information Ratio 0.47
*Russell 1000® Value Index
The Russell 1000® Russell 1000 Value Index is an unmanaged market capitalization-weighted index of those stocks of the 1,000 largest U.S. domiciled companies that exhibit value-oriented characteristics.