Performance updated on 12/12/2018
Fund Code Fund Name Allocation YTD 3 m 1 yr 3 yrs ann. 5 yrs ann. 3 yr Volatility
ABLV AB Low Vol Equity Portfolio 15.00% -2.09% -7.58% -1.08% 6.96% 7.45% 10.43%
BREB BR Emerging Markets Bond 15.00% -7.27% -0.41% -6.66% 3.36% 3.41% 5.42%
JHHY JH Horizon Global High Yield 20.00% -1.38% -2.32% -0.96% 6.53% 5.31% 4.12%
MSBO MS Global Bond 25.00% -4.28% -1.09% -3.65% 1.94% 0.50% 4.82%
MSGB MS Global Brands 15.00% 2.51% -2.34% 3.42% 10.48% 8.56% 10.80%
TKAS FT K2 Alternative Strategies 10.00% -2.33% -3.28% -1.71% 2.23% - 3.65%
    Average -2.61% -2.61% -1.92% 5.13% N/A 6.39%

Fund Code Fund Name Allocation YTD 3 m 1 yr 3 yrs ann. 5 yrs ann. 3 yr Volatility
AHLG Man AHL Diversified Guernsey 10.00% -10.32% -3.26% -6.45% -3.90% 3.61% 16.19%
BREB BR Emerging Markets Bond 10.00% -7.27% -0.41% -6.66% 3.36% 3.41% 5.42%
JHHY JH Horizon Global High Yield 20.00% -1.38% -2.32% -0.96% 6.53% 5.31% 4.12%
MSGB MS Global Brands 25.00% 2.51% -2.34% 3.42% 10.48% 8.56% 10.80%
MSGO MS Global Opportunity 20.00% -4.51% -11.00% -2.17% 12.39% 13.23% 14.47%
SCSC SCH Global Smaller Companies 15.00% -13.23% -13.77% -11.38% 4.91% 4.61% 12.96%
    Average -4.29% -5.68% -2.79% 7.09% 7.24% 10.52%

Fund Code Fund Name Allocation YTD 3 m 1 yr 3 yrs ann. 5 yrs ann. 3 yr Volatility
ACEM AB Emerging Markets Growth 15.00% -27.68% -9.76% -25.03% 3.69% -0.04% 17.20%
AHLG Man AHL Diversified Guernsey 15.00% -10.32% -3.26% -6.45% -3.90% 3.61% 16.19%
INEE INV European Equity 15.00% -18.36% -9.54% -15.70% 2.85% 2.78% 13.67%
MSEC MS EM Corp Debt 10.00% -5.56% -0.09% -5.67% 4.25% 3.49% 3.55%
MSEG MS US Growth 25.00% 11.85% -9.96% 12.91% 16.45% 13.53% 16.65%
SCSC SCH Global Smaller Companies 20.00% -13.23% -13.77% -11.38% 4.91% 4.61% 12.96%
    Average -8.69% -8.64% -6.69% 5.92% 5.61% 14.17%