NORTHERN TRUST FOCUS 2040 FUND - TIER L

Alpha 1 Year -0.18 Average Gain 1 Year 2.98 Average Loss 1 Year -2.39 Batting Average 1 Year 58.33 Beta 1 Year 1.03 Capture Ratio Down 1 Year 102.98 Capture Ratio Up 1 Year 102.66 Correlation 1 Year 99.65 Information Ratio 1 Year 0.67 Maximum Loss 1 Year -4.73 Performance since Inception 193.88 R-Squared (R²) 1 Year 99.30 Sortino Ratio 1 Year 7.38 Tracking Error 1 Year 1.16 Trailing Performance 1 Month 2.49 Trailing Performance 1 Week 1.97 Trailing Performance 1 Year 27.80 Trailing Performance 10 Years 157.53 Trailing Performance 2 Years 40.51 Trailing Performance 3 Months 3.52 Trailing Performance 3 Years 43.33 Trailing Performance 4 Years 57.21 Trailing Performance 5 Years 79.60 Trailing Performance 6 Months 14.35 Trailing Return 1 Month 1.97 Trailing Return 1 Year 27.80 Trailing Return 2 Months 2.49 Trailing Return 2 Years 19.73 Trailing Return 3 Months 3.52 Trailing Return 6 Months 11.64 Trailing Return 9 Months 19.97 Trailing Return Since Inception 13.07 Trailing Return YTD - Year to Date 14.48 Treynor Ratio 1 Year 26.82