NORTHERN TRUST FOCUS 2040 FUND - TIER L

Alpha 1 Year-0.18 Average Gain 1 Year2.98 Average Loss 1 Year-2.39 Batting Average 1 Year58.33 Beta 1 Year1.03 Capture Ratio Down 1 Year102.98 Capture Ratio Up 1 Year102.66 Correlation 1 Year99.65 Information Ratio 1 Year0.67 Maximum Loss 1 Year-4.73 Performance since Inception193.88 R-Squared (R²) 1 Year99.30 Sortino Ratio 1 Year7.38 Tracking Error 1 Year1.16 Trailing Performance 1 Month2.49 Trailing Performance 1 Week1.97 Trailing Performance 1 Year27.80 Trailing Performance 10 Years157.53 Trailing Performance 2 Years40.51 Trailing Performance 3 Months3.52 Trailing Performance 3 Years43.33 Trailing Performance 4 Years57.21 Trailing Performance 5 Years79.60 Trailing Performance 6 Months14.35 Trailing Return 1 Month1.97 Trailing Return 1 Year27.80 Trailing Return 2 Months2.49 Trailing Return 2 Years19.73 Trailing Return 3 Months3.52 Trailing Return 6 Months11.64 Trailing Return 9 Months19.97 Trailing Return Since Inception13.07 Trailing Return YTD - Year to Date14.48 Treynor Ratio 1 Year26.82