MySGI About Us Team Contact Equity Approach Wealth Management U.S. Large Cap Equity Strategy U.S. Small Cap Equity Strategy U.S. Small Cap Core Equity Strategy Global Equity Strategy SGI U.S. Large Cap Fund SGI U.S. Small Cap Fund SGI U.S. Small Cap Core Fund SGI Global Fund SGI Dynamic Tactical SGI U.S. Large Cap Core Our Mission Responsible Managed Risk Investing Why Managed Risk Equity Investing Research Commentaries Videos Media

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Equity Approach

Strategies U.S. Large Cap Equity U.S. Small Cap Equity U.S. Small Cap Core Equity Global Equity

Funds Mutual Funds SGI U.S. Large Cap Equity SGI U.S. Small Cap Equity SGI U.S. Small Cap Core Equity SGI Global Equity ETFs SGI Dynamic Tactical SGI U.S. Large Cap Core

Our Mission Our Mission SGI Principles for Responsible Managed Risk Investing Why Managed Risk Equity Investing

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MySGI

The U.S. Large Cap Equity Strategy seeks to outperform the S&P 500 Index over a market cycle, while reducing overall volatility.

• Utilizes a quantitative multi factor approach to identify companies that we believe have the potential to outperform.
• Focused fundamental research that eliminates companies with heightened idiosyncratic risk.
• Dynamic company specific constraint process that seeks to restrict stocks with weak prospects or poor Environmental, Social, and Governance (ESG) characteristics.
• Unique risk management approach that results in a diversified portfolio with lower standard deviation than the benchmark over full market cycles.

• Benchmarked against the S&P 500
• 80-120 U.S. large capitalization holdings
• Sector weight +/- 15% of the benchmark
• Turnover historically 40-80%
• Lower standard deviation than the benchmark over full market cycles
• Fully invested
• Strong ESG considerations
• Individually customizable for your constraints

Characteristics Strategy S&P 500 Low Vol S&P 500 Strategy Assets ($ Million) 634.66 - - Number of Holdings 115 101 505 Beta* 0.79 0.66 0.74 Standard Deviation* (%) 0.16 0.14 0.19 Market Cap. ($ Billion) 48.30 41.72 165.41 Price to Trailing Earnings 20.85 19.57 24.89 Price to Cash Flow 14.54 14.40 20.17 Price to Book 4.61 2.87 5.65 Enterprise Value to Sales 3.92 4.04 4.52 Debt as % of Assets 26.86 37.52 29.21 Return on Equity (%) 23.18 12.61 23.79 * Beta & Standard Deviation 36 months

Top 10 Holdings Ticker Weight MICROSOFT CORP MSFT 2.94% HERSHEY CO/THE HSY 2.81% APPLE INC AAPL 2.71% VERTEX PHARMACEUTICALS INC VRTX 2.62% GILEAD SCIENCES INC GILD 2.60% LAMB WESTON HOLDINGS INC LW 2.50% MERCK & CO. INC. MRK 2.49% PROGRESSIVE CORP PGR 2.41% BRISTOL-MYERS SQUIBB CO BMY 2.33% CISCO SYSTEMS INC CSCO 2.29% Fund holdings and sector allocations are subject to change at any time and should not be considered a recommendation to buy or sell any security.

Since Inception (February 01, 2011) Risk Statistics	Strategy	S&P 500 Low Vol	S&P 500
Annualized Return	12.34%	14.10%	12.20%
Annualized Standard Deviation	11.99%	11.64%	14.48%
Return/Risk	1.03	1.21	0.84
Tracking Error	6.72%	8.42%	-
R-Squared	78.86%	66.20%	-
Alpha	3.14%	3.23%	-
Beta	0.74	0.65	-

Past performance does not guarantee future results.
*Inception Date: February 01, 2011

Past performance does not guarantee future results. Performance for rolling periods other than monthly are different and are available upon request. The monthly rolling periods are calculated based on the strategy return minus the benchmark return. Outperformance is not indicative of positive absolute performance. Rolling periods calculated monthly since inception.

	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
Strategy Gross of Fees	-11.20%	18.53%	12.51%	28.23%	1.13%	17.64%	10.04%	4.58%	16.06%	28.94%	12.08%
Strategy Net of Fees	-11.88%	17.62%	11.60%	27.20%	0.36%	16.92%	9.32%	3.57%	14.94%	27.71%	10.98%
S&P 500 Low Vol	0.00%	24.42%	-1.11%	28.26%	0.27%	17.41%	10.37%	4.34%	17.49%	23.59%	10.30%
Excess Return	-11.20%	-5.89%	13.62%	-0.03%	0.86%	0.23%	-0.33%	0.25%	-1.43%	5.35%	1.78%
Strategy Gross of Fees	-11.20%	18.53%	12.51%	28.23%	1.13%	17.64%	10.04%	4.58%	16.06%	28.94%	12.08%
Strategy Net of Fees	-11.88%	17.62%	11.60%	27.20%	0.36%	16.92%	9.32%	3.57%	14.94%	27.71%	10.98%
S&P 500	-18.13%	28.68%	18.39%	31.47%	-4.39%	21.82%	11.95%	1.37%	13.68%	32.37%	15.99%
Excess Returns	6.93%	-10.15%	-5.87%	-3.24%	5.52%	-4.19%	-1.91%	3.21%	2.38%	-3.44%	-3.92%

Past performance does not guarantee future results.

Fact Sheets U.S. Large Cap Equity 2023 Q1 Commentary Quarterly Market Commentary