Index / Database Descriptions

Russell 2000©: The Russell 2000 Index measures the performance of the small-cap segment of the U.S. equity universe. The Russell 2000 Index is a subset of the Russell 3000® Index representing approximately 10% of the total market capitalization of that index. It includes approximately 2000 of the smallest securities based on a combination of their market cap and current index membership.

Russell 2000© Value: The Russell 2000 Value Index measures the performance of the small-cap value segment of the U.S. equity universe. It includes those Russell 2000 companies with lower price-to-book ratios and lower expected growth values.

PSN Enterprise: A product of Informa Investment Solutions, Inc. PSN is an investment manager database and is a division of Informa Investment Solutions, Inc.

BarclayHedge: A division of Backstop, which maintains data on more than 7,100 hedge funds, funds of funds and CTAs.

Source: Informa Investment Solutions and BarclayHedge