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Altruistic Global Growth Index

The strategy's primary objective is long-term growth of capital. In general, the strategy will allocate capital to global equities and Treasuries based on a risk budget. Roughly 95% of total portfolio risk is allocated evenly to five U.S. equity factors - momentum, value, size, quality and volatility, and geographic regions outside the U.S. Roughly 5% of total portfolio risk is allocated to U.S. Treasuries. The strategy dynamically allocates as the correlations and volatilities of the underlying exposures changes over time.

Year
Altruistic Global Growth Index
$10K AGGI Investment
S&P 500 Index
$10K S&P 500 Investment
2000
-1.23%
$9,877.00
-9.10%
$9,090.00
2001
-.90%
$9,788.10
-11.89%
$8,009.20
2002
2.39%
$10,022.00
-22.10%
$6,239.17
2003
32.92%
$13,321.30
28.68%
$8,028.56
2004
17.79%
$15,690.90
10.88%
$8,902.07
2005
16.57%
$18,290.00
4.91%
$9,339.16
2006
19.39%
$21,836.30
15.79%
$10,813.81
2007
13.31%
$24,744.80
5.49%
$11,407.49
2008
-11.36
$21,933.40
-36.79%
$7,210.67
2009
19.09%
$26,121.20
26.46%
$9,118.62
2010
19.75%
$31,280.80
15.06%
$10,491.88
2011
8.17%
$33,836.00
2.11%
$10,713.26
2012
10.38%
$37,349.80
15.99%
$12,426.31
2013
8.98%
$40,703.50
32.39%
$16,451.19
2014
6.90%
$43,510.40
13.69%
$18,703.36
2015
-2.87%
$42,262.40
1.38%
$18,961.47
2016
10.48%
$46,689.50
11.96%
$21,229.26
2017
21.25%
$56,612.40
21.83%
$21,863.61

**Standard Deviation is a measure of risk and volatility. When an index has a high standard deviation, the predicted range of performance is wide, implying greater volatility and risk. In other words, a higher number means more risk.

The S&P 500 Index is the leading stock market index in the U.S. It is based on the market capitalizations of 500 companies with common stock listed on either the NYSE or NASDAQ. The components and their weights are set by the S&P Dow Jones Indices. The S&P is known for the diversity of its constituency, and is considered one of, if not the, best representations of the stock market.