Sharpe Ratios

Risk-Adjusted Return (Sharpe Ratio), Standard Deviation and return calculations for the Composite and indices provided by Zephyr Style Advisor. The Composites have been compared to various peer groups defined by investment style. The Morningstar Large Value Peer Group, the Morningstar Mid Cap Value Peer Group and the Lipper Multi-Cap Value Funds Peer Group have been presented as investment strategies with similar investment styles for the Nuance Concentrated Value Composite. The Morningstar Mid Cap Value Peer Group and the Lipper Mid-Cap Value Peer Group have been presented as investment strategies with similar investment styles for the Nuance Mid Cap Value Composite.  For peer group comparisons all Returns, Standard Deviation and Sharpe Ratio calculations, including those of the Composite were calculated by Zephyr Style Advisor based upon strategies with monthly return data from December 2008 to present. Zephyr reports on month end returns only. For the purposes of peer group comparisons Since Inception returns are shown beginning 11/30/2008. The Sharpe Ratio is a calculation of a product’s risk-adjusted performance over time. The Ratio is calculated by taking a product’s annualized excess return over a risk-free rate (The Firm uses the Citigroup 3-Month Treasury Bill as the risk-free rate) and dividing by its annualized standard deviation calculated using monthly returns. For more information, please refer to our monthly factsheets.

Past Performance is not a guarantee of future results. Any investment contains risk including the risk of total loss. There is no guarantee that an investment with the strategy will meet its investment objectives. Please request a copy of the Firm’s Full General Disclosures for more information.

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