WELLS FARGO / STATE STREET GLOBAL BOND INDEX CIT G

Alpha 1 Year5.44 Alpha 3 Years3.03 Average Gain 1 Year2.27 Average Gain 3 Years1.49 Average Loss 1 Year-1.98 Average Loss 3 Years-1.06 Batting Average 1 Year16.67 Batting Average 3 Years61.11 Beta 1 Year0.19 Beta 3 Years0.57 Capture Ratio Down 1 Year18.38 Capture Ratio Down 3 Years45.33 Capture Ratio Up 1 Year69.08 Capture Ratio Up 3 Years92.76 Correlation 1 Year8.30 Correlation 3 Years34.92 High 1 Year12.24 Information Ratio 1 Year0.10 Information Ratio 3 Years0.32 Low 1 Year10.91 Maximum Loss 1 Year-8.55 Maximum Loss 3 Years-8.55 Performance since Inception22.23 R-Squared (R²) 1 Year0.69 R-Squared (R²) 3 Years12.20 Sortino Ratio 1 Year0.99 Sortino Ratio 3 Years0.97 Tracking Error 1 Year12.74 Tracking Error 3 Years7.23 Trailing Performance 1 Month9.22 Trailing Performance 1 Week9.68 Trailing Performance 1 Year5.91 Trailing Performance 2 Years13.41 Trailing Performance 3 Months-0.11 Trailing Performance 3 Years16.13 Trailing Performance 4 Years20.37 Trailing Performance 6 Months1.61 Trailing Return 1 Month9.22 Trailing Return 1 Year5.91 Trailing Return 2 Months5.45 Trailing Return 2 Years6.50 Trailing Return 3 Months-0.11 Trailing Return 3 Years5.11 Trailing Return 4 Years4.74 Trailing Return 6 Months1.61 Trailing Return 9 Months3.01 Trailing Return Since Inception4.77 Trailing Return YTD - Year to Date-0.11 Treynor Ratio 1 Year30.88 Treynor Ratio 3 Years6.50

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