SRI Socially Responsible Global Impact

Asset Allocation

Position	Category/Sector	Target Weight
ACN Accenture plc	Technology	3%
ADBE Adobe Inc	Technology	3.50%
ADSK Autodesk, Inc.	Technology	3.50%
AMP Ameriprise Financial, Inc.	Financial Services	2.50%
ARW Arrow Electronics, Inc.	Technology	3%
BG Bunge Limited	Consumer Defensive	2.50%
CHKP Check Point Software Technologies Ltd.	Technology	3.50%
CHRW C.H. Robinson Worldwide, Inc.	Industrials	3%
CTSH Cognizant Technology Solutions Corporation	Technology	3.50%
DIS The Walt Disney Company	Communication Services	3%
DVA DaVita Inc.	Healthcare	2%
FFIV F5 Networks, Inc.	Technology	3.50%
FLEX Flex Ltd.	Technology	3%
FTNT Fortinet, Inc.	Technology	3.50%
GOOGL Alphabet Inc Class A	Communication Services	3.50%
HOLX Hologic, Inc.	Healthcare	2%
JAZZ Jazz Pharmaceuticals plc	Healthcare	2%
JPM JPMorgan Chase & Co.	Financial Services	2.50%
LRCX Lam Research Corporation	Technology	3.50%
MAR Marriott International, Inc.	Consumer Cyclical	2.50%
MCK McKesson Corporation	Healthcare	2%
META Meta Platforms, Inc.	Communication Services	3%
NUE Nucor Corporation	Basic Materials	2.50%
NVDA NVIDIA Corporation	Technology	3.50%
PYPL PayPal Holdings, Inc.	Financial Services	2%
ROK Rockwell Automation, Inc.	Industrials	3%
ROST Ross Stores, Inc.	Consumer Cyclical	2%
SJM The J. M. Smucker Company	Consumer Defensive	2%
SPG Simon Property Group, Inc.	Real Estate	2.50%
SYF Synchrony Financial	Financial Services	2.50%
TGT Target Corporation	Consumer Defensive	2%
TJX The TJX Companies, Inc.	Consumer Cyclical	2.50%
TMUS T-Mobile US, Inc.	Communication Services	3%
TRV The Travelers Companies, Inc.	Financial Services	2.50%
TT Trane Technologies plc	Industrials	3%
TWLO Twilio Inc.	Communication Services	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SRI Socially Responsible Global Impact, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Jun 23, 2016, corresponding to the inception date of TWLO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.18%	4.00%	1.78%	4.44%	29.11%	18.97%	10.81%	12.85%
Portfolio SRI Socially Responsible Global Impact	0.59%	4.29%	4.34%	10.25%	34.48%	24.88%	14.23%	—
Portfolio components:
ACN Accenture plc	-0.82%	-2.37%	-28.03%	-20.92%	-32.59%	-10.25%	-6.16%	6.98%
ADBE Adobe Inc	-1.83%	-5.45%	-32.65%	-29.83%	-32.83%	-14.67%	-14.74%	9.49%
ADSK Autodesk, Inc.	0.64%	-8.99%	-22.78%	-25.44%	-12.32%	5.50%	-5.22%	14.62%
AMP Ameriprise Financial, Inc.	1.52%	4.50%	-5.50%	-4.43%	-1.36%	15.91%	15.00%	19.41%
ARW Arrow Electronics, Inc.	-0.71%	23.65%	57.61%	49.90%	73.66%	13.38%	8.31%	10.46%
BG Bunge Limited	-0.95%	-1.92%	38.12%	50.39%	63.62%	12.26%	11.71%	11.13%
CHKP Check Point Software Technologies Ltd.	-5.15%	-12.28%	-27.37%	-30.55%	-38.76%	0.59%	2.61%	4.31%
CHRW C.H. Robinson Worldwide, Inc.	2.18%	-0.52%	5.18%	32.65%	85.89%	23.77%	13.45%	11.21%
CTSH Cognizant Technology Solutions Corporation	-0.81%	-0.55%	-27.29%	-9.90%	-13.70%	1.68%	-4.01%	1.26%
DIS The Walt Disney Company	1.39%	3.32%	-9.83%	-7.09%	22.52%	1.68%	-10.80%	1.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 24, 2016, SRI Socially Responsible Global Impact's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, an investment would double in approximately 3.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SRI Socially Responsible Global Impact closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.06%	-0.05%	-3.89%	5.38%									4.34%
2025	5.87%	-2.51%	-7.22%	-0.67%	8.19%	4.52%	0.39%	1.76%	1.96%	2.32%	1.38%	1.72%	18.22%
2024	3.62%	5.89%	3.61%	-5.94%	3.07%	3.20%	2.36%	3.97%	1.88%	-0.25%	9.38%	-3.77%	29.48%
2023	11.12%	-0.96%	3.11%	-1.17%	3.16%	6.37%	4.94%	-1.55%	-4.93%	-3.72%	9.75%	7.00%	36.66%
2022	-7.69%	-1.82%	1.95%	-9.01%	-0.84%	-11.33%	10.85%	-3.49%	-9.86%	10.87%	5.35%	-5.84%	-21.60%
2021	-1.91%	5.55%	4.89%	4.39%	2.04%	2.31%	3.53%	2.59%	-6.12%	5.32%	-0.63%	5.13%	29.84%

Benchmark Metrics

SRI Socially Responsible Global Impact has an annualized alpha of 5.60%, beta of 1.07, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 24, 2016.

This portfolio captured 129.89% of S&P 500 Index gains and 102.39% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 5.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.07 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 5.60%

Beta: 1.07

R²: 0.91

Upside Capture: 129.89%

Downside Capture: 102.39%

Expense Ratio

SRI Socially Responsible Global Impact has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

SRI Socially Responsible Global Impact ranks 57 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.38	2.20	+0.18
Sortino ratio Return per unit of downside risk	3.37	3.07	+0.30
Omega ratio Gain probability vs. loss probability	1.44	1.41	+0.03
Calmar ratio Return relative to maximum drawdown	4.73	3.55	+1.19
Martin ratio Return relative to average drawdown	19.27	16.01	+3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACN Accenture plc	6	-1.00	-1.39	0.83	-0.73	-1.45
ADBE Adobe Inc	6	-1.09	-1.49	0.81	-0.70	-1.44
ADSK Autodesk, Inc.	19	-0.42	-0.40	0.95	-0.33	-0.80
AMP Ameriprise Financial, Inc.	30	-0.05	0.10	1.01	0.12	0.25
ARW Arrow Electronics, Inc.	82	2.27	3.10	1.43	3.38	8.15
BG Bunge Limited	84	2.08	3.18	1.37	4.69	13.03
CHKP Check Point Software Technologies Ltd.	3	-1.23	-1.70	0.78	-0.87	-1.86
CHRW C.H. Robinson Worldwide, Inc.	87	2.15	3.19	1.48	4.70	14.56
CTSH Cognizant Technology Solutions Corporation	17	-0.48	-0.48	0.94	-0.37	-0.84
DIS The Walt Disney Company	54	0.88	1.40	1.18	0.87	2.07

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SRI Socially Responsible Global Impact Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

1-Year: 2.38
5-Year: 0.75
All Time: 0.98

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 2.98, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of SRI Socially Responsible Global Impact compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

SRI Socially Responsible Global Impact provided a 1.01% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.01%	1.00%	1.64%	0.96%	1.01%	0.77%	0.98%	1.11%	1.31%	0.96%	0.96%	1.08%
Portfolio components:
ACN Accenture plc	3.35%	2.26%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%
ADBE Adobe Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ADSK Autodesk, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMP Ameriprise Financial, Inc.	1.39%	1.28%	1.09%	1.40%	1.57%	1.47%	2.10%	2.29%	3.38%	1.91%	2.63%	2.43%
ARW Arrow Electronics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BG Bunge Limited	2.29%	3.12%	3.48%	2.55%	2.31%	2.76%	3.05%	3.48%	3.59%	2.62%	2.21%	2.11%
CHKP Check Point Software Technologies Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CHRW C.H. Robinson Worldwide, Inc.	1.48%	1.55%	2.38%	2.82%	2.47%	1.93%	2.17%	2.57%	2.24%	2.03%	2.38%	2.53%
CTSH Cognizant Technology Solutions Corporation	2.10%	1.49%	1.56%	1.54%	1.89%	1.08%	1.07%	1.29%	1.26%	0.63%	0.00%	0.00%
DIS The Walt Disney Company	1.22%	1.10%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SRI Socially Responsible Global Impact. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SRI Socially Responsible Global Impact was 35.56%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current SRI Socially Responsible Global Impact drawdown is 0.25%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.56%	Feb 20, 2020	23	Mar 23, 2020	82	Jul 20, 2020	105
-29.26%	Dec 30, 2021	186	Sep 26, 2022	210	Jul 28, 2023	396
-22.19%	Oct 1, 2018	59	Dec 24, 2018	68	Apr 3, 2019	127
-20.38%	Feb 14, 2025	37	Apr 8, 2025	56	Jun 30, 2025	93
-11.47%	Aug 1, 2023	63	Oct 27, 2023	29	Dec 8, 2023	92

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 36 assets, with an effective number of assets of 34.66, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	SJM	MCK	BG	TMUS	JAZZ	DVA	TRV	TWLO	CHRW	HOLX	CHKP	TGT	SPG	META	FTNT	NVDA	NUE	TJX	ROST	DIS	PYPL	GOOGL	ADBE	MAR	LRCX	FLEX	TT	JPM	SYF	FFIV	CTSH	ROK	ACN	ADSK	ARW	AMP	Portfolio
Benchmark	1.00	0.17	0.35	0.34	0.40	0.40	0.39	0.42	0.46	0.44	0.45	0.45	0.43	0.47	0.62	0.56	0.64	0.52	0.52	0.54	0.56	0.61	0.69	0.64	0.58	0.66	0.62	0.63	0.61	0.58	0.62	0.61	0.66	0.66	0.68	0.65	0.68	0.92
SJM	0.17	1.00	0.23	0.20	0.23	0.18	0.22	0.27	-0.03	0.19	0.18	0.13	0.21	0.22	-0.01	0.04	-0.05	0.10	0.19	0.17	0.10	0.05	0.03	0.06	0.08	0.02	0.01	0.13	0.12	0.10	0.07	0.15	0.13	0.16	0.06	0.13	0.13	0.16
MCK	0.35	0.23	1.00	0.24	0.26	0.29	0.34	0.33	0.06	0.20	0.26	0.22	0.21	0.21	0.15	0.18	0.12	0.25	0.29	0.25	0.21	0.11	0.19	0.15	0.21	0.15	0.23	0.27	0.28	0.22	0.20	0.26	0.24	0.26	0.19	0.26	0.31	0.34
BG	0.34	0.20	0.24	1.00	0.17	0.22	0.21	0.33	0.09	0.25	0.23	0.16	0.26	0.30	0.13	0.14	0.13	0.39	0.26	0.24	0.25	0.18	0.19	0.14	0.29	0.23	0.29	0.27	0.35	0.34	0.25	0.26	0.28	0.23	0.18	0.36	0.38	0.38
TMUS	0.40	0.23	0.26	0.17	1.00	0.21	0.27	0.30	0.22	0.21	0.29	0.25	0.22	0.21	0.26	0.27	0.25	0.23	0.31	0.27	0.27	0.30	0.27	0.34	0.25	0.22	0.22	0.27	0.23	0.23	0.25	0.30	0.22	0.30	0.32	0.26	0.31	0.41
JAZZ	0.40	0.18	0.29	0.22	0.21	1.00	0.28	0.24	0.20	0.24	0.30	0.24	0.24	0.27	0.23	0.25	0.22	0.28	0.26	0.25	0.29	0.27	0.25	0.23	0.28	0.24	0.28	0.26	0.28	0.30	0.26	0.31	0.29	0.27	0.27	0.32	0.33	0.42
DVA	0.39	0.22	0.34	0.21	0.27	0.28	1.00	0.31	0.13	0.24	0.29	0.21	0.27	0.31	0.19	0.20	0.17	0.29	0.31	0.31	0.30	0.23	0.21	0.22	0.31	0.21	0.25	0.32	0.32	0.33	0.27	0.32	0.31	0.30	0.25	0.34	0.34	0.40
TRV	0.42	0.27	0.33	0.33	0.30	0.24	0.31	1.00	0.08	0.28	0.27	0.21	0.25	0.37	0.13	0.13	0.08	0.32	0.35	0.31	0.33	0.19	0.17	0.18	0.35	0.16	0.22	0.37	0.50	0.43	0.25	0.36	0.33	0.36	0.23	0.34	0.49	0.41
TWLO	0.46	-0.03	0.06	0.09	0.22	0.20	0.13	0.08	1.00	0.16	0.27	0.32	0.23	0.19	0.42	0.50	0.41	0.18	0.23	0.24	0.30	0.52	0.39	0.51	0.26	0.36	0.31	0.24	0.20	0.26	0.39	0.32	0.28	0.36	0.53	0.28	0.27	0.55
CHRW	0.44	0.19	0.20	0.25	0.21	0.24	0.24	0.28	0.16	1.00	0.23	0.24	0.34	0.28	0.21	0.23	0.22	0.35	0.30	0.31	0.30	0.23	0.25	0.26	0.31	0.27	0.30	0.34	0.35	0.35	0.33	0.35	0.39	0.33	0.30	0.39	0.38	0.47
HOLX	0.45	0.18	0.26	0.23	0.29	0.30	0.29	0.27	0.27	0.23	1.00	0.29	0.28	0.20	0.27	0.33	0.25	0.26	0.24	0.25	0.28	0.35	0.31	0.36	0.22	0.28	0.28	0.29	0.25	0.25	0.32	0.34	0.33	0.37	0.38	0.35	0.31	0.46
CHKP	0.45	0.13	0.22	0.16	0.25	0.24	0.21	0.21	0.32	0.24	0.29	1.00	0.21	0.19	0.33	0.48	0.30	0.24	0.24	0.23	0.28	0.35	0.36	0.46	0.29	0.31	0.28	0.30	0.25	0.25	0.40	0.40	0.32	0.43	0.44	0.32	0.33	0.52
TGT	0.43	0.21	0.21	0.26	0.22	0.24	0.27	0.25	0.23	0.34	0.28	0.21	1.00	0.33	0.21	0.25	0.24	0.33	0.42	0.46	0.32	0.32	0.23	0.28	0.29	0.28	0.27	0.32	0.33	0.35	0.33	0.33	0.37	0.34	0.32	0.36	0.37	0.47
SPG	0.47	0.22	0.21	0.30	0.21	0.27	0.31	0.37	0.19	0.28	0.20	0.19	0.33	1.00	0.24	0.23	0.19	0.37	0.43	0.43	0.40	0.27	0.24	0.23	0.43	0.26	0.32	0.36	0.42	0.47	0.31	0.37	0.38	0.35	0.31	0.38	0.44	0.49
META	0.62	-0.01	0.15	0.13	0.26	0.23	0.19	0.13	0.42	0.21	0.27	0.33	0.21	0.24	1.00	0.43	0.53	0.26	0.28	0.29	0.36	0.51	0.64	0.54	0.35	0.48	0.39	0.34	0.29	0.31	0.40	0.38	0.35	0.40	0.50	0.36	0.34	0.60
FTNT	0.56	0.04	0.18	0.14	0.27	0.25	0.20	0.13	0.50	0.23	0.33	0.48	0.25	0.23	0.43	1.00	0.49	0.26	0.28	0.29	0.31	0.49	0.44	0.57	0.32	0.42	0.38	0.34	0.25	0.26	0.47	0.38	0.36	0.47	0.58	0.35	0.36	0.63
NVDA	0.64	-0.05	0.12	0.13	0.25	0.22	0.17	0.08	0.41	0.22	0.25	0.30	0.24	0.19	0.53	0.49	1.00	0.29	0.25	0.30	0.30	0.46	0.53	0.53	0.33	0.63	0.49	0.37	0.30	0.30	0.43	0.34	0.41	0.40	0.52	0.42	0.37	0.64
NUE	0.52	0.10	0.25	0.39	0.23	0.28	0.29	0.32	0.18	0.35	0.26	0.24	0.33	0.37	0.26	0.26	0.29	1.00	0.35	0.36	0.35	0.27	0.30	0.26	0.41	0.38	0.41	0.42	0.49	0.47	0.38	0.39	0.49	0.37	0.35	0.51	0.53	0.56
TJX	0.52	0.19	0.29	0.26	0.31	0.26	0.31	0.35	0.23	0.30	0.24	0.24	0.42	0.43	0.28	0.28	0.25	0.35	1.00	0.75	0.42	0.30	0.30	0.31	0.44	0.29	0.34	0.41	0.42	0.42	0.35	0.37	0.40	0.40	0.37	0.39	0.46	0.54
ROST	0.54	0.17	0.25	0.24	0.27	0.25	0.31	0.31	0.24	0.31	0.25	0.23	0.46	0.43	0.29	0.29	0.30	0.36	0.75	1.00	0.41	0.33	0.32	0.32	0.45	0.34	0.37	0.40	0.39	0.42	0.37	0.37	0.40	0.40	0.38	0.41	0.44	0.56
DIS	0.56	0.10	0.21	0.25	0.27	0.29	0.30	0.33	0.30	0.30	0.28	0.28	0.32	0.40	0.36	0.31	0.30	0.35	0.42	0.41	1.00	0.42	0.38	0.36	0.49	0.33	0.38	0.37	0.46	0.48	0.38	0.42	0.42	0.44	0.41	0.41	0.49	0.58
PYPL	0.61	0.05	0.11	0.18	0.30	0.27	0.23	0.19	0.52	0.23	0.35	0.35	0.32	0.27	0.51	0.49	0.46	0.27	0.30	0.33	0.42	1.00	0.50	0.58	0.35	0.43	0.40	0.34	0.32	0.38	0.41	0.44	0.39	0.50	0.57	0.39	0.38	0.63
GOOGL	0.69	0.03	0.19	0.19	0.27	0.25	0.21	0.17	0.39	0.25	0.31	0.36	0.23	0.24	0.64	0.44	0.53	0.30	0.30	0.32	0.38	0.50	1.00	0.57	0.37	0.52	0.41	0.35	0.34	0.33	0.42	0.43	0.40	0.48	0.53	0.41	0.38	0.64
ADBE	0.64	0.06	0.15	0.14	0.34	0.23	0.22	0.18	0.51	0.26	0.36	0.46	0.28	0.23	0.54	0.57	0.53	0.26	0.31	0.32	0.36	0.58	0.57	1.00	0.36	0.48	0.35	0.34	0.25	0.28	0.48	0.48	0.40	0.58	0.66	0.36	0.36	0.67
MAR	0.58	0.08	0.21	0.29	0.25	0.28	0.31	0.35	0.26	0.31	0.22	0.29	0.29	0.43	0.35	0.32	0.33	0.41	0.44	0.45	0.49	0.35	0.37	0.36	1.00	0.42	0.44	0.46	0.50	0.52	0.43	0.43	0.48	0.42	0.44	0.49	0.52	0.62
LRCX	0.66	0.02	0.15	0.23	0.22	0.24	0.21	0.16	0.36	0.27	0.28	0.31	0.28	0.26	0.48	0.42	0.63	0.38	0.29	0.34	0.33	0.43	0.52	0.48	0.42	1.00	0.57	0.45	0.39	0.39	0.48	0.41	0.50	0.41	0.51	0.56	0.46	0.69
FLEX	0.62	0.01	0.23	0.29	0.22	0.28	0.25	0.22	0.31	0.30	0.28	0.28	0.27	0.32	0.39	0.38	0.49	0.41	0.34	0.37	0.38	0.40	0.41	0.35	0.44	0.57	1.00	0.46	0.44	0.45	0.50	0.41	0.51	0.40	0.45	0.61	0.51	0.66
TT	0.63	0.13	0.27	0.27	0.27	0.26	0.32	0.37	0.24	0.34	0.29	0.30	0.32	0.36	0.34	0.34	0.37	0.42	0.41	0.40	0.37	0.34	0.35	0.34	0.46	0.45	0.46	1.00	0.47	0.44	0.44	0.39	0.61	0.44	0.43	0.50	0.52	0.63
JPM	0.61	0.12	0.28	0.35	0.23	0.28	0.32	0.50	0.20	0.35	0.25	0.25	0.33	0.42	0.29	0.25	0.30	0.49	0.42	0.39	0.46	0.32	0.34	0.25	0.50	0.39	0.44	0.47	1.00	0.67	0.39	0.42	0.51	0.39	0.35	0.49	0.71	0.60
SYF	0.58	0.10	0.22	0.34	0.23	0.30	0.33	0.43	0.26	0.35	0.25	0.25	0.35	0.47	0.31	0.26	0.30	0.47	0.42	0.42	0.48	0.38	0.33	0.28	0.52	0.39	0.45	0.44	0.67	1.00	0.40	0.42	0.50	0.39	0.39	0.51	0.67	0.62
FFIV	0.62	0.07	0.20	0.25	0.25	0.26	0.27	0.25	0.39	0.33	0.32	0.40	0.33	0.31	0.40	0.47	0.43	0.38	0.35	0.37	0.38	0.41	0.42	0.48	0.43	0.48	0.50	0.44	0.39	0.40	1.00	0.48	0.50	0.49	0.53	0.53	0.50	0.68
CTSH	0.61	0.15	0.26	0.26	0.30	0.31	0.32	0.36	0.32	0.35	0.34	0.40	0.33	0.37	0.38	0.38	0.34	0.39	0.37	0.37	0.42	0.44	0.43	0.48	0.43	0.41	0.41	0.39	0.42	0.42	0.48	1.00	0.46	0.65	0.50	0.48	0.49	0.66
ROK	0.66	0.13	0.24	0.28	0.22	0.29	0.31	0.33	0.28	0.39	0.33	0.32	0.37	0.38	0.35	0.36	0.41	0.49	0.40	0.40	0.42	0.39	0.40	0.40	0.48	0.50	0.51	0.61	0.51	0.50	0.50	0.46	1.00	0.49	0.48	0.57	0.58	0.69
ACN	0.66	0.16	0.26	0.23	0.30	0.27	0.30	0.36	0.36	0.33	0.37	0.43	0.34	0.35	0.40	0.47	0.40	0.37	0.40	0.40	0.44	0.50	0.48	0.58	0.42	0.41	0.40	0.44	0.39	0.39	0.49	0.65	0.49	1.00	0.57	0.47	0.50	0.68
ADSK	0.68	0.06	0.19	0.18	0.32	0.27	0.25	0.23	0.53	0.30	0.38	0.44	0.32	0.31	0.50	0.58	0.52	0.35	0.37	0.38	0.41	0.57	0.53	0.66	0.44	0.51	0.45	0.43	0.35	0.39	0.53	0.50	0.48	0.57	1.00	0.47	0.46	0.74
ARW	0.65	0.13	0.26	0.36	0.26	0.32	0.34	0.34	0.28	0.39	0.35	0.32	0.36	0.38	0.36	0.35	0.42	0.51	0.39	0.41	0.41	0.39	0.41	0.36	0.49	0.56	0.61	0.50	0.49	0.51	0.53	0.48	0.57	0.47	0.47	1.00	0.57	0.70
AMP	0.68	0.13	0.31	0.38	0.31	0.33	0.34	0.49	0.27	0.38	0.31	0.33	0.37	0.44	0.34	0.36	0.37	0.53	0.46	0.44	0.49	0.38	0.38	0.36	0.52	0.46	0.51	0.52	0.71	0.67	0.50	0.49	0.58	0.50	0.46	0.57	1.00	0.70
Portfolio	0.92	0.16	0.34	0.38	0.41	0.42	0.40	0.41	0.55	0.47	0.46	0.52	0.47	0.49	0.60	0.63	0.64	0.56	0.54	0.56	0.58	0.63	0.64	0.67	0.62	0.69	0.66	0.63	0.60	0.62	0.68	0.66	0.69	0.68	0.74	0.70	0.70	1.00

The correlation results are calculated based on daily price changes starting from Jun 24, 2016

SRI Socially Responsible Global Impact

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table