Annualized
YTD
2017 (JULY)
1 Year
2016
3 Yrs
2014-2016
5 Yrs
2012-2016
10 Yrs
2007-2016
15 Yrs
2002-2016
20 Yrs
1997-2016
AQR Low Beta 4.93% 6.04% N/A N/A N/A N/A N/A
Benchmark Index 3.30% 2.25% N/A N/A N/A N/A N/A
Annual
AQR Low Beta Benchmark Index
1997 N/A N/A
1998 N/A N/A
1999 N/A N/A
2000 N/A N/A
2001 N/A N/A
2002 N/A N/A
2003 N/A N/A
2004 N/A N/A
2005 N/A N/A
2006 N/A N/A
2007 N/A N/A
2008 N/A N/A
2009 N/A N/A
2010 N/A N/A
2011 N/A N/A
2012 N/A N/A
2013 N/A N/A
2014 N/A N/A
2015 14.78% -0.44%
2016 6.02% 2.25%

Performance data represents past performance and does not predict future performance. Indices not available for direct investment. Performance does not reflect the deduction of FPL Capital Management’s advisory fee. Advisory fees are shown in Part 2 of company’s Form ADV.

Benchmark Index
Citi 3-Month U.S. Treasury Bill Index 50.00%
Credit Suisse Hedge Fund Index 30.00%
MSCI World Index 20.00%
AQR Low Beta Benchmark Index
Mean Return 10.40% 0.91%
Median Return 10.40% 0.91%
Worst Return 6.02% -0.44%
Best Return 14.78% 2.25%
Negative Returns 0 1