SIU Foundation Portfolio

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