This document summarizes the performance of a portfolio versus its benchmark from January 2012 to June 2015. It shows that the portfolio significantly outperformed the benchmark over all reported time periods, with an excess return of 69.47% over the entire period. Key metrics like the Sharpe ratio, Treynor ratio, and annualized returns were also significantly higher for the portfolio than the benchmark.

1. STATISTIC TRENDS
PERFORMANCE METRICSEXCESS RETURN
Portfolio Benchmark
Return 113.62 44.16
Annualized Volatility 10.55 9.84
Treynor Ratio 30.11 10.50
Sharpe Ratio 2.27 1.07
Sortino Ratio 4.23 1.78
Downside Risk 5.65 5.91
GROWTH OF £100
© StatPro 2015. Disclaimer: Whilst we endeavour to ensure that the information on this report is correct, we do not warrant its completeness or accuracy. To the maximum extent permitted by applicable law we exclude all representations,
warranties and conditions relating to this report and the use of this report(including, without limitation, any warranties implied by law of satisfactory quality, fitness for purpose and/or the use of reasonable care and skill).
Jan 2 2012 to Jun 10 2015 in GBP
JIC - Performance
Versus StatPro UK All Cap
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2. CALENDAR YEAR RETURNS
PERFORMANCE TO DATE
Portfolio Benchmark Excess
2014 11.23 0.57 10.66
2013 42.15 19.49 22.66
Portfolio Benchmark Excess
Month to Date 1.20 -1.71 2.91
3 Months 9.19 3.35 5.84
YTD 11.92 6.29 5.63
6 Months 14.63 7.55 7.08
1 Year 16.54 3.70 12.84
2 Years 48.31 16.48 31.83
3 Years 114.60 42.99 71.61
Earliest 113.62 44.16 69.47
© StatPro 2015. Disclaimer: Whilst we endeavour to ensure that the information on this report is correct, we do not warrant its completeness or accuracy. To the maximum extent permitted by applicable law we exclude all representations,
warranties and conditions relating to this report and the use of this report(including, without limitation, any warranties implied by law of satisfactory quality, fitness for purpose and/or the use of reasonable care and skill).
Jan 2 2012 to Jun 10 2015 in GBP
JIC - Performance
Versus StatPro UK All Cap
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3. TRIANGLE
1 Month 2 Months 3 Months 4 Months 5 Months 6 Months 7 Months 8 Months 9 Months 10 Months 11 Months 12 Months
May 2015 Portfolio 3.56 7.21 6.62 9.68 10.59 11.90 17.69 16.64 14.47 19.42 15.11 17.70
Benchmark 1.38 4.09 2.02 5.82 8.13 6.38 9.27 8.49 5.49 7.61 7.41 6.07
Apr 2015 Portfolio 3.52 2.95 5.90 6.79 8.05 13.64 12.62 10.53 15.31 11.15 13.65
Benchmark 2.68 0.63 4.38 6.66 4.93 7.78 7.02 4.06 6.15 5.95 4.63
Mar 2015 Portfolio -0.55 2.30 3.15 4.37 9.78 8.79 6.77 11.39 7.37 9.79
Benchmark -2.00 1.66 3.88 2.19 4.97 4.23 1.34 3.38 3.19 1.90
Feb 2015 Portfolio 2.87 3.73 4.95 10.39 9.40 7.37 12.01 7.97 10.40
Benchmark 3.73 6.00 4.28 7.11 6.35 3.41 5.49 5.29 3.97
Jan 2015 Portfolio 0.83 2.02 7.31 6.34 4.37 8.88 4.95 7.32
Benchmark 2.19 0.53 3.26 2.53 -0.31 1.69 1.50 0.24
Dec 2014 Portfolio 1.18 6.42 5.47 3.51 7.99 4.09 6.43
Benchmark -1.62 1.05 0.33 -2.44 -0.48 -0.67 -1.91
Nov 2014 Portfolio 5.18 4.23 2.30 6.72 2.87 5.19
Benchmark 2.72 1.99 -0.83 1.16 0.97 -0.29
Oct 2014 Portfolio -0.90 -2.73 1.47 -2.19 0.01
Benchmark -0.71 -3.46 -1.52 -1.70 -2.93
Sep 2014 Portfolio -1.85 2.39 -1.31 0.92
Benchmark -2.77 -0.81 -1.00 -2.23
Aug 2014 Portfolio 4.32 0.56 2.82
Benchmark 2.01 1.82 0.55
Jul 2014 Portfolio -3.61 -1.44
Benchmark -0.19 -1.43
Jun 2014 Portfolio 2.25
Benchmark -1.25
© StatPro 2015. Disclaimer: Whilst we endeavour to ensure that the information on this report is correct, we do not warrant its completeness or accuracy. To the maximum extent permitted by applicable law we exclude all representations,
warranties and conditions relating to this report and the use of this report(including, without limitation, any warranties implied by law of satisfactory quality, fitness for purpose and/or the use of reasonable care and skill).
Jan 2 2012 to Jun 10 2015 in GBP
JIC - Performance
Versus StatPro UK All Cap
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4. CALENDAR YEAR RETURNS
Year Return to End 2014 Return from Start 2013 Annualized Return
Portfolio Benchmark Excess Portfolio Benchmark Excess Portfolio Benchmark Excess To End 2014 From Start 2013
2014 11.23 0.57 10.66 11.23 0.57 10.66 58.11 20.17 37.94 11.23 25.74
2013 42.15 19.49 22.66 58.11 20.17 37.94 42.15 19.49 22.66 25.74 42.15
© StatPro 2015. Disclaimer: Whilst we endeavour to ensure that the information on this report is correct, we do not warrant its completeness or accuracy. To the maximum extent permitted by applicable law we exclude all representations,
warranties and conditions relating to this report and the use of this report(including, without limitation, any warranties implied by law of satisfactory quality, fitness for purpose and/or the use of reasonable care and skill).
Jan 2 2012 to Jun 10 2015 in GBP
JIC - Performance
Versus StatPro UK All Cap
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5. BENCHMARK RELATIVE METRICS
1 Year 2 Years 3 Years Earliest
Excess Return 12.84 31.83 71.61 69.47
Alpha 0.97 1.20 1.45 1.16
Beta 0.84 0.61 0.64 0.79
Tracking Error 6.69 8.33 7.61 7.38
Information Ratio 1.74 1.56 1.94 1.82
R-Squared 0.46 0.39 0.40 0.55
Bear-Market Capture 0.41 -0.01 -0.01 0.27
Bull-Market Capture 1.38 1.02 1.24 1.24
© StatPro 2015. Disclaimer: Whilst we endeavour to ensure that the information on this report is correct, we do not warrant its completeness or accuracy. To the maximum extent permitted by applicable law we exclude all representations,
warranties and conditions relating to this report and the use of this report(including, without limitation, any warranties implied by law of satisfactory quality, fitness for purpose and/or the use of reasonable care and skill).
Jan 2 2012 to Jun 10 2015 in GBP
JIC - Performance
Versus StatPro UK All Cap
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