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For Universal Life Investment Accounts

American Small Cap Equity (Russell 2000*)

U.S. Small/Mid Cap Equity

As Of: Sep 30, 2020

Fund Objective

This account credits an interest amount mirroring the percentage change in value of the securities in the Russell 2000 Index (including dividends) as tracked by the fund index. The Russell 2000 Index is comprised of the 2000 smallest companies out of the 3,000 largest U.S. companies according to market capitalization. Returns, adjusted for currency fluctuations, are calculated between consecutive valuation days and a daily management fee will be subtracted each calendar day.

Holdings and Allocations

No Data Available

Category

U.S. Small/Mid Cap Equity

General Info

Inception Date Apr 24, 2006
MER -
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.25%
Life Dimensions (Low Fees) 2.25%
UL Investment Loan Plan 3.25%
Ultimate Dimension 1.50%

Fund Management Company

-

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth
;

Fund Growth

Growth Summary

Investment Value $148,804.46
Rate of Return +1,388.04%
Values over period specified.

Legend

American Small Cap Equity (Russell 2000*)


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund -1.3 2.8 24.0 -6.1 1.3 4.1 7.7 12.9 9.8
Quartile 2 2 1 1 1 2 2 2 -

Calendar Performance

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund 19.6 -3.2 6.5 17.1 13.8 16.0 48.5 14.4 -2.2 20.1
Quartile 2 2 4 1 2 2 1 2 4 2

Volatility

Volatility: 10

Risk vs. Return

American Small Cap Equity (Russell 2000*)

Median

Other - U.S. Small/Mid Cap Equity

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 19.01 17.32 15.38
Beta 1.00 1.03 1.04
Alpha -0.01 0.00 -0.01
R-Squared 0.97 0.95 0.95
Sharpe Ratio 0.24 0.46 0.81
Sortino Ratio 0.13 0.40 0.89
Treynor 0.05 0.08 0.12
Tax Efficiency 100.00 100.00 100.00

Category

U.S. Small/Mid Cap Equity

General Info

Inception Date Apr 24, 2006
MER -
Total Assets
(in millions)
-

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 1.75%
Life Dimensions 3.00%
Wealth Dimensions 1.75%
Wave 32 or earlier (2016 or earlier)
Life Dimensions 3.25%
Life Dimensions (Low Fees) 2.25%
UL Investment Loan Plan 3.25%
Ultimate Dimension 1.50%

Fund Management Company

-

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth