RELIANCE TRUST NEW YORK LIFE ANCHOR ACCOUNT - SERIES I - CLASS J

Alpha 1 Year0.63 Alpha 3 Years0.27 Alpha 5 Years0.17 Average Gain 1 Year0.27 Average Gain 3 Years0.22 Average Gain 5 Years0.20 Batting Average 1 Year41.67 Batting Average 3 Years47.22 Batting Average 5 Years40.00 Beta 1 Year1.12 Beta 3 Years0.93 Beta 5 Years0.89 Capture Ratio Down 1 Year-11.89 Capture Ratio Down 3 Years-6.89 Capture Ratio Down 5 Years-6.82 Capture Ratio Up 1 Year8.52 Capture Ratio Up 3 Years7.98 Capture Ratio Up 5 Years7.42 Correlation 1 Year40.58 Correlation 3 Years99.21 Correlation 5 Years99.24 High 1 Year602.76 Information Ratio 1 Year-0.60 Information Ratio 3 Years0.13 Information Ratio 5 Years-0.27 Low 1 Year583.48 Performance Current Year2.02 Performance since Inception20.93 R-Squared (R²) 1 Year16.47 R-Squared (R²) 3 Years98.42 R-Squared (R²) 5 Years98.48 Sortino Ratio 1 Year-3.45 Sortino Ratio 3 Years-1.38 Sortino Ratio 5 Years0.56 Tracking Error 1 Year11.74 Tracking Error 3 Years12.50 Tracking Error 5 Years12.29 Trailing Performance 1 Month0.31 Trailing Performance 1 Week0.07 Trailing Performance 1 Year3.40 Trailing Performance 2 Years6.51 Trailing Performance 3 Months0.88 Trailing Performance 3 Years8.50 Trailing Performance 4 Years10.57 Trailing Performance 5 Years13.12 Trailing Performance 6 Months1.72 Trailing Return 1 Month0.27 Trailing Return 1 Year3.33 Trailing Return 2 Months0.56 Trailing Return 2 Years3.14 Trailing Return 3 Months0.87 Trailing Return 3 Years2.70 Trailing Return 4 Years2.51 Trailing Return 5 Years2.48 Trailing Return 6 Months1.70 Trailing Return 6 Years2.45 Trailing Return 7 Years2.37 Trailing Return 8 Years2.29 Trailing Return 9 Months2.52 Trailing Return Since Inception2.25 Trailing Return YTD - Year to Date1.70 Treynor Ratio 1 Year-2.04 Treynor Ratio 3 Years-0.66 Treynor Ratio 5 Years0.22

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