2. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Analysis
Universe Rankings: Annualized Returns
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
YTD 1 Year 3 Year 5 Year 10 Year
-10
0
10
20
30
40
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Quartile
Background Universe: eVestment All US Equity
Risk Analysis
Statistic
Enhanced Invest.: ENHANCED
DYNAMIC® 5 MAXIMUM-S&P
Strategy
S&P United States BMI
YTD 4.45% 8.98%
1 Year Return 22.57% 18.51%
2 Year Return 9.94% 9.99%
3 Year Return 11.55% 9.05%
5 Year Return 16.42% 14.53%
7 Year Return 16.35% 15.33%
10 Year Return 8.48% 7.34%
Cumulative Return 125.68% 103.13%
Standard Deviation 19.04% 15.85%
Gain Deviation MAR (5%) 13.15% 10.68%
Loss Deviation MAR (5%) 13.73% 11.66%
Sharpe Ratio (Citi 3 Mo. T-Bill ) 0.42 0.43
Historical Peer Share
Period Peer Share Universe Rank
Q1 2017 - -
Q4 2016 - -
Q3 2016 - -
Q2 2016 - -
Performance Statistics - All Market
Benchmark
Alpha Beta R^2
Tracking
Err
Excess
Rtn
Info
Ratio Returns
Bench
Rtn
Bat
A v g
Std
Dev
Bench Std
Dev
S&P United States BMI 0.73% 1.11 0.85 7.63% 1.14% 0.15 8.48% 7.34% 0.57 19.04% 15.85%
3. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Analysis
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Historical Performance - Monthly Returns
Jan Feb Mar Apr M a y Jun Jul Aug Sep Oct Nov Dec Year
2017 0.22% 1.71% 0.42% 1.18% -2.03% 2.93% --- --- --- --- --- --- 4.45%
2016 -6.52% 0.09% 7.01% 0.18% 2.52% 0.44% 5.04% 1.52% 0.42% -5.23% 11.75% 3.49% 21.21%
2015 -1.81% 6.14% 2.23% -2.88% 2.18% 1.57% 1.02% -5.87% -3.20% 5.70% 2.69% -4.43% 2.53%
2014 -2.97% 5.22% -0.75% 0.28% 3.33% 2.06% -1.27% 4.33% -1.11% 2.92% 3.02% -0.98% 14.61%
2013 6.48% 1.34% 3.70% 1.77% 2.47% -0.94% 5.09% -3.61% 2.45% 4.78% 3.24% 2.68% 33.24%
2012 4.89% 4.15% 3.35% -1.35% -6.69% 4.68% 0.84% 2.17% 3.11% -0.70% 0.14% 2.15% 17.39%
2011 -0.08% 4.21% 2.06% 1.12% -1.86% -1.50% -3.59% -6.20% -7.51% 11.29% -0.34% 1.80% -1.89%
2010 -2.69% 4.78% 7.75% 6.63% -8.41% -8.32% 6.65% -7.81% 11.00% 3.89% 2.47% 8.87% 24.41%
2009 -14.10% -12.74% 8.30% 18.38% 0.65% 1.16% 11.33% 3.29% 4.37% -6.34% 3.08% 8.09% 22.54%
2008 -6.08% -2.32% -0.33% 5.34% 4.64% -6.19% 0.69% 3.66% -8.47% -19.63% -12.08% 6.75% -31.86%
2007 --- --- --- --- --- --- -4.11% 2.76% 2.77% 2.52% -7.84% -0.52% -4.83%
4. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Charts
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
2008 2010 2012 2014 2016
0k
1k
2k
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
2008 2010 2012 2014 2016
-75.0%
-50.0%
-25.0%
0.0%
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
<10%
-8to-6
-4to-2
0to2
4to6
8to10
0
20
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
2010 2012 2014 2016
0%
10%
20%
30%
40%
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Growth of $1,000 Drawdown
Distribution of Monthly Returns Standard Deviation - One Year Rolling
5. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Peer Analysis
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
Excess Returns Returns Standard Deviation Ann. Alpha Tracking Error
-5
0
5
10
15
20
25
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Background Universe: All US Equity
6. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Peer Analysis
Median
Standard Deviation
Returns(7/07-6/17)
eVestment All US Equity ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
5% 7.5% 10% 12.5% 15% 17.5% 20% 22.5% 25% 27.5% 30% 32.5%
-5%
-2.5%
0%
2.5%
5%
7.5%
10%
12.5%
15%
17.5%
20%
22.5%
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Background Universe: All US Equity displaying 2429 peers
7. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Peer AnalysisCalendarYearReturns
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy S&P United States BMI
YTD 2016 2015 2014 2013 2012 2011 2010 2009 2008
-60
-40
-20
0
20
40
60
80
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Background Universe: All US Equity
8. Enhanced Investment Partners LLC Jul 2007 - Jun 2017
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy Peer AnalysisActiveSharevs.eVestmentPeerAlphaUniverse
ENHANCED DYNAMIC® 5 MAXIMUM-S&P Strategy
Q2 2016 Q3 2016 Q4 2016 Q1 2017
65
70
75
80
85
90
95
100
Vehicle Type: USA - SA - Rep Account - ENHANCED DYNAMIC® MAXIMUM S&P Strategy - Net of Fees. Displayed in US Dollar (USD). Data frequency: Monthly
eVestment Alliance, LLC and its affiliated entities (collectively, “eVestment”) collect information directly from investment management firms and other sources believed to be reliable, however, eVestment
does not guarantee or warrant the accuracy, timeliness, or completeness of the information provided and is not responsible for any errors or omissions. Performance results may be provided with
additional disclosures available on eVestment’s systems and other important considerations such as fees that may be applicable. Not for general distribution and limited distribution may only be made
pursuant to client’s agreement terms. * All categories not necessarily included, Totals may not equal 100%. Copyright 2012-2017 eVestment Alliance, LLC. All Rights Reserved.
Background Universe: All US Equity