INDEX DATA
AlphaCycle Mesirow Financials Index

Performance
Index Performance Chart



Index Performance
  Since Inception 1 Day
(%) 		Month to Date
(%)		 Year to Date
(%)		 Performance
Since Inception
AIPAFIN (Net) 02/15/2002   1.90   6.84   -0.28   1.64
AIPAFIG (Gross) 02/15/2002   1.90   6.85   0.74   15.57

  Historical Perfomance: Download CSV (49kb) EXCEL  
  Fact Sheet: Morningstar Fact Sheet (99Kb) PDF  


Risk/Return Statistics
Inception through 06/30/2010
  AIPAFIG Dow Jones U.S. Financial Services Index® Total Return Benchmark
Standard Deviation 19.43 24.61
Sharpe Ratio -0.06 -0.01
Sortino Ratio -0.08 -0.01
Calmar Ratio 0.14 0.36



Relative Performance Statistics
Vs. Dow Jones U.S. Financial Services Index® Benchmark*
Inception through 06/30/2010
   
Excess Return
 -0.93
Alpha
 -0.76
Beta
 0.55
R-Squared
 48.38
Information Ratio -0.05
*Dow Jones U.S. Financial Services Index®
Dow Jones U.S. Financial Services Index measures the performance of the financial services sector of the United States equity market and is a subset of the Dow Jones U.S. Financials Index. The Index includes companies in sectors, such as banks and investment management/brokers.