WELLINGTON CIF II MID CAP OPPORTUNITIES S1

Alpha 1 Year-2.58 Alpha 10 Years-0.17 Alpha 15 Years-0.24 Alpha 20 Years0.73 Alpha 3 Years-9.13 Alpha 5 Years-2.22 Average Gain 1 Year7.04 Average Gain 10 Years3.86 Average Gain 15 Years4.01 Average Gain 20 Years3.78 Average Gain 3 Years4.68 Average Gain 5 Years5.11 Average Loss 1 Year-3.12 Average Loss 10 Years-3.94 Average Loss 15 Years-4.01 Average Loss 20 Years-4.00 Average Loss 3 Years-4.26 Average Loss 5 Years-4.64 Batting Average 1 Year25.00 Batting Average 10 Years45.00 Batting Average 15 Years44.44 Batting Average 20 Years48.33 Batting Average 3 Years16.67 Batting Average 5 Years35.00 Beta 1 Year0.90 Beta 10 Years0.96 Beta 15 Years0.94 Beta 20 Years0.94 Beta 3 Years0.94 Beta 5 Years0.95 Capture Ratio Down 1 Year96.87 Capture Ratio Down 10 Years92.12 Capture Ratio Down 15 Years93.05 Capture Ratio Down 20 Years91.29 Capture Ratio Down 3 Years104.54 Capture Ratio Down 5 Years92.54 Capture Ratio Up 1 Year88.82 Capture Ratio Up 10 Years92.56 Capture Ratio Up 15 Years92.73 Capture Ratio Up 20 Years94.88 Capture Ratio Up 3 Years74.11 Capture Ratio Up 5 Years87.21 Correlation 1 Year98.79 Correlation 10 Years96.75 Correlation 15 Years97.11 Correlation 20 Years97.19 Correlation 3 Years97.69 Correlation 5 Years97.16 Information Ratio 1 Year-1.08 Information Ratio 10 Years-0.12 Information Ratio 15 Years-0.23 Information Ratio 20 Years0.07 Information Ratio 3 Years-2.27 Information Ratio 5 Years-0.57 Maximum Loss 1 Year-12.54 Maximum Loss 10 Years-29.71 Maximum Loss 15 Years-29.71 Maximum Loss 20 Years-44.65 Maximum Loss 3 Years-29.71 Maximum Loss 5 Years-29.71 Performance since Inception841.72 Risk adjusted Return 10 Years3.80 Risk adjusted Return 3 Years-7.42 Risk adjusted Return 5 Years2.46 Risk adjusted Return Since Inception1.15 R-Squared (R²) 1 Year97.59 R-Squared (R²) 10 Years93.60 R-Squared (R²) 15 Years94.30 R-Squared (R²) 20 Years94.45 R-Squared (R²) 3 Years95.43 R-Squared (R²) 5 Years94.39 Sortino Ratio 1 Year0.81 Sortino Ratio 10 Years0.73 Sortino Ratio 15 Years1.10 Sortino Ratio 20 Years0.84 Sortino Ratio 3 Years-0.17 Sortino Ratio 5 Years0.68 Tracking Error 1 Year3.59 Tracking Error 10 Years4.62 Tracking Error 15 Years4.37 Tracking Error 20 Years4.22 Tracking Error 3 Years4.29 Tracking Error 5 Years5.32 Trailing Performance 1 Month7.47 Trailing Performance 1 Week7.47 Trailing Performance 1 Year7.47 Trailing Performance 10 Years130.80 Trailing Performance 2 Years-13.45 Trailing Performance 3 Months5.55 Trailing Performance 3 Years-4.87 Trailing Performance 4 Years19.00 Trailing Performance 5 Years58.18 Trailing Performance 6 Months5.75 Trailing Return 1 Month7.47 Trailing Return 1 Year12.55 Trailing Return 10 Years8.72 Trailing Return 15 Years12.31 Trailing Return 2 Months16.57 Trailing Return 2 Years-6.97 Trailing Return 20 Years10.11 Trailing Return 3 Months11.01 Trailing Return 3 Years-1.65 Trailing Return 4 Years4.45 Trailing Return 5 Years9.61 Trailing Return 6 Months5.75 Trailing Return 6 Years6.63 Trailing Return 7 Years9.01 Trailing Return 8 Years9.37 Trailing Return 9 Months8.05 Trailing Return 9 Years8.48 Trailing Return Since Inception11.32 Trailing Return YTD - Year to Date12.55 Treynor Ratio 1 Year7.91 Treynor Ratio 10 Years7.70 Treynor Ratio 15 Years12.08 Treynor Ratio 20 Years9.16 Treynor Ratio 3 Years-4.45 Treynor Ratio 5 Years8.04