NORTHERN TRUST COLLECTIVE ACWI IMI LENDING

Alpha 1 Year-0.90 Alpha 3 Years-0.44 Alpha 5 Years-0.15 Average Gain 1 Year3.97 Average Gain 3 Years4.05 Average Gain 5 Years4.09 Average Loss 1 Year-3.42 Average Loss 3 Years-4.46 Average Loss 5 Years-4.50 Batting Average 1 Year50.00 Batting Average 3 Years41.67 Batting Average 5 Years51.67 Beta 1 Year1.03 Beta 3 Years1.03 Beta 5 Years1.03 Capture Ratio Down 1 Year104.58 Capture Ratio Down 3 Years103.59 Capture Ratio Down 5 Years102.45 Capture Ratio Up 1 Year100.34 Capture Ratio Up 3 Years101.47 Capture Ratio Up 5 Years101.71 Correlation 1 Year99.86 Correlation 3 Years99.88 Correlation 5 Years99.87 High 1 Year4.16 Information Ratio 1 Year-0.68 Information Ratio 3 Years-0.45 Information Ratio 5 Years0.01 Low 1 Year1.86 Maximum Loss 1 Year-9.98 Maximum Loss 3 Years-25.60 Maximum Loss 5 Years-25.60 Performance Current Year10.50 Performance since Inception154.18 R-Squared (R²) 1 Year99.72 R-Squared (R²) 3 Years99.75 R-Squared (R²) 5 Years99.74 Sortino Ratio 1 Year1.65 Sortino Ratio 3 Years0.26 Sortino Ratio 5 Years0.81 Tracking Error 1 Year0.90 Tracking Error 3 Years0.97 Tracking Error 5 Years1.00 Trailing Performance 1 Month6.10 Trailing Performance 1 Week1.86 Trailing Performance 1 Year18.81 Trailing Performance 2 Years38.39 Trailing Performance 3 Months5.79 Trailing Performance 3 Years16.12 Trailing Performance 4 Years64.02 Trailing Performance 5 Years77.58 Trailing Performance 6 Months16.31 Trailing Return 1 Month1.86 Trailing Return 1 Year18.81 Trailing Return 2 Months6.10 Trailing Return 2 Years17.64 Trailing Return 3 Months2.56 Trailing Return 3 Years5.11 Trailing Return 4 Years13.17 Trailing Return 5 Years10.78 Trailing Return 6 Months10.50 Trailing Return 6 Years9.80 Trailing Return 7 Years10.06 Trailing Return 8 Years11.21 Trailing Return 9 Months22.92 Trailing Return Since Inception11.65 Trailing Return YTD - Year to Date10.50 Treynor Ratio 1 Year12.78 Treynor Ratio 3 Years1.63 Treynor Ratio 5 Years8.25

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