SIU Foundation Portfolio

Performance Summary

Large Cap Core Strategy
Benchmark: S&P 500 Index

As of March 31, 2017

 
Quarter
Fiscal
YTD

1-Year

3-Year
Since
Inception
GSIF 5.53% 13.80% 17.79% 12.46% 14.08%
Benchmark* 6.07% 14.36% 17.17% 10.37% 12.34%
Difference -0.54% -0.56% 0.62% 2.09%  1.74%
Tracking Error** 3.12% 3.30% 3.11% 
Information Ratio***   0.20 0.63 0.56 
Months>Benchmark   25% 47% 48% 

Periods greater than one year are annualized.

Inception: August 23, 2013
* Performance of the benchmark is reported for the S&P 500 Total Return Index (Source: Bloomberg SPTR Index).
** Tracking error is annualized and based on monthly return differences relative to the benchmark.
*** Information ratio is the ratio of the annualized relative return divided by the tracking error.

SIU Foundation portfolio value as of March 31, 2017: $755,642.40