Trillium Capital Index Fund

FACTSHEET

APRIL 2021

The fund is a basket of 50+ of the most actively traded U.S. company stocks listed on the Nasdaq stock exchange. Several of them are also listed on the Dow Jones 30 and the S&P 500. The companies are from various industries including technology, health care, industrials and many others. Although they are U.S. companies, 27 countries are tied to companies represented in the index.

It is constructed on a modified capitalisation methodology. This modified method uses individual weights of the companies according to their market capitalisation. Weighting allows constraints to limit the influence of the largest companies and balance the index with all constituents. The stock list is reviewed each quarter and weightings adjusted if the distribution requirements are not met.

All stocks within the index need to have an average daily trading volume of 200,000 and publicly report earnings quarterly as well as annually. They also must be a component of the Nasdaq index for at least 5 years to be included this eliminates smaller companies that come in and out of the Nasdaq from time to time. These criteria make for a more consistent and stable return using our strategy.

KEY RISKS

Investment risk is concentrated in specific sectors, countries, currencies, or companies. This means the Fund is more sensitive to any localized economic, market, political or regulatory events. The value of equities and equityrelated securities can be affected by daily stock market movements. Other influential factors include political, economic news, company earnings and significant corporate events. Counterparty Risk: The insolvency of any institutions providing services such as safekeeping of assets or acting as counterparty to derivatives or other instruments, may expose the Fund to financial loss

Portfolio vs S&P 500 vs NASDAQ | 5 year Return

12 Month Performance periods (% USD)

30/6/2015-30/06/2016

Fund

7.16%

Benchmark

-2.89%

30/6/2016-30/06/2017

Fund

33.96%

Benchmark

25.80%

30/6/2017-30/06/2018

Fund

25.27%

Benchmark

22.31%

30/6/2018-30/06/2019

Fund

1.89%

Benchmark

5.80%

30/6/2019-30/06/2020

Fund

42.90%

Benchmark

24.32%

2019 Calendar Year

Fund

28.58%

Benchmark

34.60%

Annualized Performance (% USD)

YTD

Fund

28.56%

Benchmark

10.65%

1 YEARS

Fund

42.90%

Benchmark

24.32%

3 YEARS

Fund

28.60%

Benchmark

21.27%

5 YEARS

Fund

33.34%

Benchmark

20.34%

SINCE INCEPTION

Fund

33.31%

Benchmark

20.51%

The figures shown (in tables below left) relate to back testing past performance. Past performance is not a reliable indicator of future results and should not be the sole factor of consideration when selecting a product or strategy. Share Class and Benchmark performance displayed in USD, hedged fund benchmark performance is displayed in USD. Performance is show n on a Net Asset Value (NAV) basis, with gross income reinvested w here applicable. Performance data is based on the net asset value (NAV) of the ETF which may not be the same as the market price of the ETF. Individual shareholders may realise returns that are different to the NAV performance. The return of your investment may increase or decrease as a result of currency fluctuations if your investment is made in a currency other than that used in the past performance calculation.

CAPITAL AT RISK
All financial investments involve an element of risk. Therefore, the value of your investment and the income from it will vary and your initial investment cannot be guaranteed.

12 Month Risk Measurements

30/6/2015-30/06/2016

Max Drawdown

-11.20%

Sharpe Ratio

0.58

Benchmark

Max Drawdown

-18.24%

Sharpe Ratio

-0.05

30/6/2016-30/06/2017

Max Drawdown

-4.72%

Sharpe Ratio

2.85

Benchmark

Max Drawdown

-5.49%

Sharpe Ratio

2.34

30/6/2017-30/06/2018

Max Drawdown

-12.36%

Sharpe Ratio

1.53

Benchmark

Max Drawdown

-9.71%

Sharpe Ratio

1.45

30/6/2018-30/06/2019

Max Drawdown

-20.92%

Sharpe Ratio

0.20

Benchmark

Max Drawdown

-23.63%

Sharpe Ratio

0.38

30/6/2019-30/06/2020

Max Drawdown

-14.37%

Sharpe Ratio

1.95

Benchmark

Max Drawdown

-30.12%

Sharpe Ratio

0.82

2019 Calendar Year

Max Drawdown

-7.58%

Sharpe Ratio

1.95

Benchmark

Max Drawdown

-10.18%

Sharpe Ratio

1.98

Key Facts

AssetClass

Equity

Fund Base Currency

USD

Benchmark

NASDAQ

Distribution Type

None

Domicile

Ireland

Pension Available

Yes

Number of holdings

65

Sector Breakdown (%)

FUND

Information Technology

47.00%

Communication

20.00%

Consumer Discretionary

18.00%

Health Care

7.00%

Consumer Staples

5.00%

Industrials

2.00%

Utilities

0.00%

The fund seeks to track the performance of an index composed of 50 plus stocks of the largest nonfinancial companies listed on the NASDAQ Stock Market.

Top Holdings (%)

Apple Inc

12.00%

Amazon Com Inc

11.00%

Microsoft Corp

11.00%

Facebook Class A Inc

4.00%

Alphabet Inc Class A

3.75%

Alphabet Inc Class C

3.75%

PayPal Holding Inc

3.50%

NVDIA Corp

3.00%

Telsa Inc

2.50%

Costco Inc

2.50%

Holdings are subject to change

Methodology

Our primary trading strategy is Swing Trading. This involves buying a stock to capture gains over a short to medium term time period which can range from a few days to several weeks. Swing traders take advantage of the price momentum of a stock. We use fundamental analysis to select the stock and technical analysis to look for trading opportunities. Many of the stocks we hold pay dividends which we see as an added bonus to our returns.

We have developed a unique set of technical trading parameters. We look at the daily charts and have a defined buy, sell, and trigger signal.