NORTHERN TRUST COLLECTIVE ALL COUNTRY WORLD EX-US INDEX FUND - DC - NL - TIER 4

Alpha 1 Year0.04 Alpha 3 Years0.35 Alpha 5 Years0.16 Average Gain 1 Year4.45 Average Gain 3 Years4.43 Average Gain 5 Years4.19 Average Loss 1 Year-2.48 Average Loss 3 Years-3.71 Average Loss 5 Years-3.90 Batting Average 1 Year33.33 Batting Average 3 Years47.22 Batting Average 5 Years50.00 Beta 1 Year1.00 Beta 3 Years1.05 Beta 5 Years1.02 Capture Ratio Down 1 Year100.76 Capture Ratio Down 3 Years105.53 Capture Ratio Down 5 Years102.99 Capture Ratio Up 1 Year100.62 Capture Ratio Up 3 Years106.28 Capture Ratio Up 5 Years103.16 Correlation 1 Year99.98 Correlation 3 Years99.40 Correlation 5 Years99.50 Information Ratio 1 Year0.17 Information Ratio 3 Years0.07 Information Ratio 5 Years0.10 Maximum Loss 1 Year-11.30 Maximum Loss 3 Years-27.81 Maximum Loss 5 Years-28.14 Performance Current Year5.75 Performance since Inception29.26 Risk adjusted Return 3 Years-5.42 Risk adjusted Return 5 Years1.37 Risk adjusted Return Since Inception-1.34 R-Squared (R²) 1 Year99.96 R-Squared (R²) 3 Years98.79 R-Squared (R²) 5 Years98.99 Sortino Ratio 1 Year0.80 Sortino Ratio 3 Years-0.12 Sortino Ratio 5 Years0.41 Tracking Error 1 Year0.27 Tracking Error 3 Years2.03 Tracking Error 5 Years1.79 Trailing Performance 1 Month2.98 Trailing Performance 1 Week-0.10 Trailing Performance 1 Year11.67 Trailing Performance 2 Years25.80 Trailing Performance 3 Months4.22 Trailing Performance 3 Years1.82 Trailing Performance 4 Years38.16 Trailing Performance 5 Years40.07 Trailing Performance 6 Months11.04 Trailing Return 1 Month-0.10 Trailing Return 1 Year11.67 Trailing Return 2 Months2.98 Trailing Return 2 Years12.16 Trailing Return 3 Months1.12 Trailing Return 3 Years0.60 Trailing Return 4 Years8.42 Trailing Return 5 Years5.73 Trailing Return 6 Months5.75 Trailing Return 6 Years5.01 Trailing Return 9 Months16.06 Trailing Return Since Inception4.13 Trailing Return YTD - Year to Date5.75 Treynor Ratio 1 Year6.06 Treynor Ratio 3 Years-2.70 Treynor Ratio 5 Years3.36

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