SEG Research

index description:

The SEG US Balanced Equity Index is design to give investors active all-cap US equity exposure. The index is constructed from the top 60 rank holdings in our US Balanced Equity proprietary model. The index is updated quarterly in February, May, August, and November.

• Eligible securities: Equity securities trading on US exchanges that pass our liquidity measures.
• Holdings: 60
• Individual security max weight: 8%
• Turnover Target: 10% – 30%
• Typical Beta: 0.85 – 1.20
• Inception Date: May 31, 2023

Performance:

	QTR	YTD	1-Year	3-Year	Since Inception
SEG US Balanced Equity Index	2.37%	25.25%	25.25%	–	26.38%
iShares Russell 3000 ETF	2.58%	23.58%	23.58%	7.84%	25.37%

Portfolio Statistics:

	Return	StDev	Beta	Sharpe Ratio	Max Drawdown	Down Capture	Up Capture
SEG US Balanced Equity Index	26.38%	15.27%	1.03	1.27	8.57%	109.29%	105.63%
iShares Russell 3000 ETF	25.37%	13.94%	1.00	1.32	9.10%	100.00%	100.00

Index Constituents:

Year	February	May	August	November
2023		202305	202308	202311
2024	202402	202405	202408	202411
2025	202502