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GIPS Performance

Truston Active Equity Fund Composite Performance

Composite is comprised of Korean active equity funds1(41 portfolios in the composite)

AUM of composite is KRW 3.5TN (~$2.93BN) at year-end 2016

Truston’s performance is calculated according to the CFA Institute’s Global Investment Performance Standards (GIPS)

 
Performance Ended December 31, 2016 Composite Benchmark MSCI Korea Excess Return Relative to
Benchmark MSCI Korea
Calendar Year Returns 2016 4.55% 3.32% 10.20% 1.23% -5.65%
2015 -0.85% 2.39% 1.79% -3.24% -2.64%
2014 -7.07% -4.76% -8.99% -2.31% 1.92%
2013 8.72% 0.72% 1.63% 8.00% 7.09%
2012 14.90% 9.38% 11.66% 5.51% 3.24%
2011 -9.62% -12.21% -11.53% 2.59% 1.91%
2010 24.35% 22.23% 22.11% 2.12% 2.24%
2009 62.07% 51.60% 56.63% 10.47% 5.44%
2008 -36.58% -39.49% -40.62% 2.91% 4.04%
2007 51.84% 32.25% 30.80% 19.58% 21.04%
2006 11.60% 3.99% 2.31% 7.61% 9.29%
2005 77.35% 53.96% 50.65% 23.39% 26.70%
2004 15.40% 10.51% 4.22% 4.89% 11.18%
Cumulative Returns 3-Year -3.67% 0.75% -1.50% -4.22% -2.17%
5-Year 20.33% 10.99% 11.78% 9.34% 8.55%
7-Year  35.23% 19.11%  20.76% 16.12%  14.47%
Since Inception 382.07% 155.69% 135.99% 226.38% 246.08%
 

At least 70% of the fund’s assets are invested in Korean-listed equities and actively managed.

Gross of fees. Inception date of GIPS compliant performance of the strategy is 1 Jan 2004. The GIPS composite return for 2004-2010 has been verified by Zeroin. Since 2010, KFR has verified the GIPS composite return

The benchmark was KOSPI from 2004 to June 2008 when it changed to KOSPI 200 from July 1, 2008 through January 1, 2012. The benchmark was KOSPI from January 2, 2012 to December 31, 2016

Source: Truston Asset Management, KFR

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