LASSO Composite (net) vs. Morningstar Multialternative Category

Inception of category from January 2001 through September 2017 (based on monthly data)

Over time, LASSO has outperformed the Morningstar Multialternative Category. It has also outperformed the Morningstar Long/Short Equity Category, Market Neutral Category, and the Managed Futures Category.

LASSO Composite (net) vs. Morningstar Long/Short Equity Category

Inception of LASSO from January 1999 through September 2017 (based on monthly data)

Over time, LASSO has outperformed the Morningstar Multialternative Category. It has also outperformed the Morningstar Long/Short Equity Category, Market Neutral Category, and the Managed Futures Category.

LASSO Composite (net) vs. Morningstar Market Neutral Category

Inception of LASSO from January 1999 through September 2017 (based on monthly data)

Over time, LASSO has outperformed the Morningstar Multialternative Category. It has also outperformed the Morningstar Long/Short Equity Category, Market Neutral Category, and the Managed Futures Category.

LASSO Composite (net) vs. Morningstar Managed Futures Category

Inception of category from April 2007 through September 2017 (based on monthly data)

Over time, LASSO has outperformed the Morningstar Multialternative Category. It has also outperformed the Morningstar Long/Short Equity Category, Market Neutral Category, and the Managed Futures Category.