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Strategy Performance

Performance

Inception Date 3 Month YTD 1 Year 3 Year 5 Year SI1
Market Neutral Large Cap Strategy
HFRX EH: Equity Market Neutral Index
Enhanced Market Neutral Large Cap Strategy
S&P 500 TR Index
HFRX EH: Equity Market Neutral Index
Tax-Efficient Large Cap Value Strategy
S&P 500 TR Index
Russell 1000 Value Index
Large Cap Value Strategy
S&P 500 TR Index
Russell 1000 Value Index
Large Cap Growth Strategy
Russell 1000 TR Index
Russell 1000 Growth Index
All Cap Growth Strategy
Russell 3000 TR Index
Russell 3000 Growth Index

Cognios Capital claims compliance with the Global Investment Performance Standards (GIPS®) and has been independently verified by ACA Performance Services, LLC for the periods 10.01.2008-12.31.2015. A Prospective Client may obtain a Compliant Presentation and/or Cognios’ list of Composite Descriptions by emailing info@cognios.com.

Past performance is no guarantee of future results. All investments involve risk, including the possible loss of principal. Performance figures are in U.S. dollars and assume reinvestment of income and dividends for the entire period stated. Performance presented net of fees.

View glossary for index definitions. Keep in mind, the indices do not reflect management fees or transaction costs. It is not possible to invest directly in an unmanaged index.

For GIPS® purposes, the firm is defined as: “Cognios Capital, LLC (“Cognios”), an investment management firm registered with the Securities and Exchange Commission as an investment adviser under the Investment Advisers Act of 1940. Cognios manages assets for private funds, registered funds, and separately managed accounts.” Composite performance results are based on fully discretionary accounts under management, including those accounts no longer with the firm. There is a minimum value threshold of $10,000 for an account to be included in a composite. The U.S. Dollar is the currency used to express performance returns and assets. Composite dispersion is calculated using an asset-weighted standard deviation methodology. Only those accounts included for the full calculation period are part of the composite dispersion calculations. All composite returns are calculated using the aggregate method except for the Market Neutral Quantitative Large Cap Value composite which is asset weighted.

The Market Neutral Quantitative Large Cap Value Strategy composite includes all portfolios that employ up to, but not more than, 2 times leverage and are invested in long/short positions of US large cap equities that are constituents of the S&P 500. The Enhanced Market Neutral Quantitative Large Cap Value Strategy composite includes all portfolios that employ a range of leverage (including utilizing no leverage at all) and are invested in long/short positions of US large cap equities that are constituents of the S&P 500. Portfolios in these two composites are market neutral on a Beta-adjusted basis and employ the firm’s proprietary quantitative “ROTA/ROME®” investment strategy. Over time, the returns of these portfolios should have a low correlation to the S&P 500 with negligible amounts of Beta relative to the S&P 500 and benchmarked to the HFRX EH: Equity Market Neutral Index. The Tax-Efficient Large Cap Value Strategy composite is comprised of accounts that are invested in a portfolio of US large cap equities that are constituents of the S&P 500, employs Cognios’ proprietary “ROTA/ROME® investment strategy, are managed in five concurrent tranches in an effort to reduce the amount of short-term capital gains and is benchmarked to the S&P 500 Total Return Index. The Quantitative Large Cap Value Strategy composite is comprised of accounts that are invested in a portfolio of US large cap equities that are constituents of the S&P 500 and employ Cognios’ proprietary “ROTA/ROME® investment strategy. This version of the strategy is reconstituted and rebalanced at least every month and is benchmarked to the S&P 500 Total Return Index. The Large Cap Quantitative Growth Strategy composite includes all long-only portfolios that invest in U.S. large capitalization companies that exhibit accelerating growth in earnings and revenues. These portfolios seek to outperform the R1000 Total Return Index over time. The All Cap Quantitative Growth Strategy composite includes all long-only portfolios that invest across the broad U.S. market in companies that exhibit accelerating growth in earnings and revenues. These portfolios seek to outperform the R3000 Total Return Index over time. The Core Equity Strategy Composite includes managed accounts that are invested in a high quality, focused portfolio of domestic, large capitalization stocks that are expected to generate returns above the S&P 500 Index over a market cycle and is benchmarked to the S&P 500 Total Return Index.