Performance Summary
As of December 31, 2022
As of December 31, 2022
Mid Cap Core Strategy
Benchmark: S&P 400 Midcap Index
| Quarter | Fiscal YTD |
1-Year | 3-Year | 5-Year | 10-Year | 15-Year | 20-Year | Since Inception |
|
| SSIF | 13.64% | 12.68% | -8.88% | 9.49% | 9.01% | 12.44% | 10.41% | 11.96% | 8.84% |
| S&P 400 Benchmark* | 10.78% | 8.05% | -13.06% | 7.23% | 6.71% | 10.78% | 8.87% | 10.66% | 9.03% |
| Difference | 2.86% | 4.63% | 4.18% | 2.26% | 2.31% | 1.66% | 1.54% | 1.31% | -0.19% |
| Tracking Error** | 5.47% | 4.84% | 4.87% | 4.08% | 4.22% | 4.55% | 5.15% | ||
| Information Ratio*** | 0.76 | 0.47 | 0.47 | 0.41 | 0.36 | 0.29 | -0.04 | ||
| Months>Benchmark | 50% | 50% | 50% | 52% | 53% | 51% | 50% | ||
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 December 31, 2022: $3,364,576.89