y Asset Size Last NAV or Index Date MTD YTD 2013 2012 2011 Ann. Return Ann. Vol Max Drawdownl Ytd Avg. 2014 Systematic/Global (2.81%) MLIS - GRAHAM CAPITAL SYSTEMATIC MACRO 30 Nov 10 D $83 M 76.41 06 May (0.29%) (6.29%) 11.59% -10.09% -20.38% (7.54%) 12.53% (31.34%) UCITS FUND Feb 14 14 Feb 11 - Nov