Performance Summary
As of June 30, 2020
Mid Cap Core Strategy
Benchmark: S&P 400 Midcap Index
| Quarter | Fiscal YTD |
1-Year | 3-Year | 5-Year | 10-Year | 15-Year | Since Inception |
|
| SSIF | 18.95% | -15.12% | -4.75% | 3.06% | 6.09% | 12.75% | 9.51% | 7.63% |
| S&P 400 Benchmark* | 24.07% | -12.78% | -6.70% | 2.39% | 5.22% | 11.34% | 8.21% | 8.33% |
| Difference | -5.12% | -2.34% | 1.95% | 0.67% | 0.87% | 1.41% | 1.30% | -0.70% |
| Tracking Error** | 4.80% | 4.77% | 4.19% | 3.56% | 4.20% | 5.19% | ||
| Information Ratio*** | 0.41 | 0.14 | 0.21 | 0.40 | 0.31 | -0.13 | ||
| Months>Benchmark | 50% | 44% | 52% | 52% | 51% | 49% | ||
Periods greater than one year are annualized.
Inception: June 30, 2000
* Performance of the benchmark is reported for the S&P Midcap 400 Total Return Index (Source: Bloomberg SPTRMDCP 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 June 30, 2020: $2,266,086.91