Intelligent Multi-Strategy Currency Factor

Source: MCM and Bloomberg. Mesirow Intelligent Currency Factors returns are generated with the benefit of hindsight. Performance prior to December 2020 for the Mesirow Intelligent Currency Factors represents simulated trading using backfilled data and does not represent trading of an actual client account. Past performance is not necessarily indicative of future results. Actual results may materially differ from those shown throughout this presentation. Please refer to the disclaimer page at the end of this paper for important additional information. Net returns are calculated using an implied fee of 0.5% pa. | The information contained herein is intended for institutional clients, Qualified Eligible Persons, Eligible Contract Participants, or the equivalent classification in the recipient’s jurisdiction, and is for informational purposes only. Nothing contained herein constitutes an offer to sell an interest in any Mesirow investment vehicle. It should not be assumed that any trading strategy incorporated herein will be profitable or will equal past performance. | 1. Track record for Currency Risk Management Overlay strategies prior to May 2004, the date that the Currency Risk Management team joined Mesirow, occurred at prior firms. Track record for Currency Alpha and Macro strategies prior to October 1, 2018, the date that the Currency Alpha and Macro Strategies team joined Mesirow, occurred at prior firms. | Past performance is not an indication of future results. Actual results may be materially different from the results achieved historically. | Nothing herein is meant to be taken as a recommendation to buy or sell a particular asset or invest in a particular strategy.