Risk Measures

Risk Analysis Distribution of Returns

ATARAXIA FUND

Ending VAMI: 1,102.32

Max Drawdown: N/A

Peak-To-Valley: N/A

Recovery: N/A

Sharpe Ratio: 5.12

Sortino Ratio: 51.56

Standard Deviation: 0.98%

Downside Deviation: 0.07%

Mean Return: 1.64%

Positive Periods: 6 (100.00%)

Negative Periods:

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Risk Measures Benchmark Comparison
Risk Analysis Value Added Monthly Index (VAMI)
SPX FTLS RALS ATARAXIA FUND

Ending VAMI: 1,098.52 1,057.93 981.02 1,102.32

Max Drawdown: 6.35% 3.36% 2.10% N/A

Peak-To-Valley: Apr 19 - May 19 Apr 19 - May 19 Start - May 19 N/A

Recovery: 1 Month 1 Month Ongoing N/A

Sharpe Ratio: 1.25 1.13 -3.35 5.12

Sortino Ratio: 1.26 0.73 -3.01 51.56

Standard Deviation: 4.07% 2.37% 0.54% 0.98%

Downside Deviation: 2.85% 1.63% 1.08% 0.07%

Correlation: -0.38 -0.31 -0.40 -

β: -0.09 -0.13 -0.74 -

α: 0.19 0.18 0.13 -

Mean Return: 1.66% 0.97% -0.32% 1.64%

Positive Periods: 5 (83.33%) 5 (83.33%) 1 (16.67%) 6 (100.00%)

Negative Periods: 1 (16.67%) 1 (16.67%) 5 (83.33%) Distribution of Returns

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Historical Performance Since Inception: February 6, 2019 to July 9, 2019

History Since Inception

MTD QTD YTD Since Inception

ATARAXIA FUND 0.69% 0.69% 10.23% 10.23%

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Historical Performance Benchmark Comparison Since Inception: February 6, 2019 to July 9, 2019

History Since Inception

MTD QTD YTD Since Inception

SPX 1.36% 1.36% 9.85% 9.85%

FTLS 1.02% 1.02% 5.79% 5.79%

RALS -0.50% -0.50% -1.90% -1.90%

ATARAXIA FUND 0.69% 0.69% 10.23% 10.23%

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