Sharpe Ratios

 

The Nuance Concentrated Value Composite is an all-capitalization value investment product and consists of separately managed accounts in the Nuance Concentrated Value strategy.  Over the product life, the Concentrated Value Separate Account Product has been classified by Morningstar in the following categories: Large Value and Mid-Cap Value. Lipper does not provide product level classifications.  Rankings and peer group comparisons are created internally using data from FactSet.  For comparison purposes, subsets of the Morningstar Large Value Funds Peer Group, Morningstar Mid-Cap Value Funds Peer Group and the Lipper Multi-Cap Value Funds Peer Group have been presented as investment strategies with a similar investment style to the Nuance Concentrated Value Composite. The Nuance Midcap Value Composite is a mid-capitalization value investment product and consists of separately managed accounts in the Nuance Mid Cap Value strategy. Over the product life, the Mid Cap Value Separate Account Product has been classified by Morningstar in the following category: Mid-Cap Value. Lipper does not provide product level classifications. Rankings and peer group comparisons are created internally using data from FactSet. For comparison purposes, subsets of the Morningstar Mid-Cap Value Funds Peer Group and the Lipper Mid-Cap Value Funds Peer Group have been presented as investment strategies with a similar investment style to 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 FactSet based upon strategies with monthly return data from December 2008 to present. Additional Information:  Portfolio composition will vary over time and may change without notice.  Current investment style and assigned peer groups may differ from the styles presented.  The Composites are compared to various fund peer groups as defined by investment style and is constructed in a manner that is substantially similar to the guidelines and classifications of the Morningstar and Lipper fund peer groups to which it is compared, however, fund peer groups may differ from similarly constructed product composite groups. Morningstar Categories are based on the average holdings statistics over the past three years and are applied both funds and separate accounts.  Morningstar Style Box Methodology is based on growth versus value scores using historical measures of various portfolio components and weights.  A complete description of Morningstar’s Category classifications and Style Box Methodology can be found at https://www.morningstar.com/research/signature.  Lipper’s Fund Classifications have a prospectus-based methodology with diversified funds having an additional portfolio-based classification and are applied to open-ended funds but not to separate accounts or product composites.  A complete description of Lipper’s fund classification methodology can be found at https://lipperalpha.refinitiv.com. The number of peers (i.e., the ranking) includes only those Category Peers with similar return timeframes to the Composites.  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 month Treasury Bill as the risk-free rate) and dividing by its annualized standard deviation calculated using monthly returns.

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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