NVIT J.P. MORGAN MOZAIC MULTI-ASSET FUND CLASS II

Alpha 1 Year -4.63 Alpha 3 Years -4.97 Average Gain 1 Year 2.42 Average Gain 3 Years 1.91 Average Loss 1 Year -1.66 Average Loss 3 Years -2.00 Batting Average 1 Year 41.67 Batting Average 3 Years 41.67 Beta 1 Year 0.50 Beta 3 Years 0.46 Capture Ratio Down 1 Year 59.62 Capture Ratio Down 3 Years 55.74 Capture Ratio Up 1 Year 48.39 Capture Ratio Up 3 Years 40.44 Correlation 1 Year 95.44 Correlation 3 Years 92.45 High 1 Year 8.89 Information Ratio 1 Year -1.65 Information Ratio 3 Years -0.70 Low 1 Year 8.22 Maximum Loss 1 Year -5.29 Maximum Loss 3 Years -17.75 Performance Current Year -0.57 Performance since Inception -2.17 Risk adjusted Return 3 Years -4.31 Risk adjusted Return Since Inception -4.31 R-Squared (R²) 1 Year 91.09 R-Squared (R²) 3 Years 85.48 Sortino Ratio 1 Year 0.71 Sortino Ratio 3 Years -0.45 Tracking Error 1 Year 8.15 Tracking Error 3 Years 9.33 Trailing Performance 1 Month 0.69 Trailing Performance 1 Week 0.69 Trailing Performance 1 Year 5.22 Trailing Performance 2 Years -8.31 Trailing Performance 3 Months 5.53 Trailing Performance 3 Years -3.00 Trailing Performance 4 Years -3.96 Trailing Performance 6 Months 3.40 Trailing Return 1 Month 3.42 Trailing Return 1 Year 8.73 Trailing Return 2 Months 8.19 Trailing Return 2 Years -4.45 Trailing Return 3 Months 6.38 Trailing Return 3 Years -0.76 Trailing Return 4 Years -0.19 Trailing Return 6 Months 4.35 Trailing Return 9 Months 5.20 Trailing Return Since Inception -0.38 Trailing Return YTD - Year to Date 8.73 Treynor Ratio 1 Year 6.62 Treynor Ratio 3 Years -7.01