PDF Investment Performance Review Period Ending March 31, 2019

Investment Performance Review Period Ending March 31, 2019

Miami Beach Fire and Police Nationwide DROP

Table Of Contents

Asset Allocation & Performance Trailing Periods Nationwide DROP Nationwide Destinations Conservative (NDCSX) Nationwide Destinations Moderately Conservative (NSDCX) Nationwide Destinations Moderate Class Service (NSDMX) Nationwide Destinations Moderately Aggressive (NDMSX) Nationwide Destinations Aggressive (NDASX) Invesco Growth (ACGIX) Nationwide S&P 500 (GRISX) Fidelity Contrafund Fund (FCNTX) Nationwide MidCap (GMXAX) Nationwide Small Company Growth (NWSIX) Invesco International Growth (AIEVX) MFS International Value (MINGX) American Funds New World Fund (RNWEX) Pimco Total Return (PTTAX) Cohen & Steers RE (CSEIX) Additional Funds Wells Fargo Discovery Fund (WFDDX) NVIT Multi Manager Small Cap Nationwide U.S. Small Cap Value (NWUSX) Federated U.S. Government (FIGTX) Lord Abbett High Yield R5 (LHYTX) Oppenheimer Global Fund (OPPAX) Pimco Foreign Bond (PFOAX) Fee Schedule

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Page 1

Asset Allocation & Performance

Balanced Nationwide Inv Dest Cnsrv Svc (NDCSX)

Dow Jones Global Conservative Index IM Mixed-Asset Target Alloc Consv (MF) Median

Nationwide Inv Dest Mod Cnsrv Svc (NSDCX) Dow Jones Global Moderately Conservative Index IM Mixed-Asset Target Alloc Moderate (MF) Median

Nationwide Inv Dest Mod Svc (NSDMX) Dow Jones Global Moderate Index IM Mixed-Asset Target Alloc Moderate (MF) Median

Nationwide Inv Dest Mod Agrsv Svc (NDMSX) Dow Jones Global Moderately Aggressive Index IM Mixed-Asset Target Alloc Growth (MF) Median

Nationwide Inv Dest Agrsv Svc (NDASX) Dow Jones Global Aggressive Index IM Mixed-Asset Target Alloc Aggressive Growth (MF) Median

Domestic Equity Invesco Growth and Income A (ACGIX)

Russell 1000 Value Index IM U.S. Large Cap Value Equity (MF) Median

Nationwide S&P 500 Index Instl Svc (GRISX) S&P 500 Index IM U.S. Large Cap Core Equity (MF) Median

Fidelity? Contrafund? (FCNTX) Russell 1000 Growth Index IM U.S. Large Cap Growth Equity (MF) Median

Nationwide Mid Cap Market Index A (GMXAX) S&P MidCap 400 Index IM U.S. Mid Cap Core Equity (MF) Median

Nationwide Small Company Growth InSvc (NWSIX) Russell 2000 Growth Index IM U.S. Small Cap Growth Equity (MF) Median

Allocation Market Value $

-

-

-

-

-

-

-

-

-

-

Asset Allocation & Performance Nationwide DROP

As of March 31, 2019

QTR

FYTD

Performance(%) 1 YR

3 YR

5 YR

4.45 3.34 6.07

6.83 6.19 8.24

9.19 8.79 8.24

11.21 11.31

9.93

12.36 13.71 12.11

(92) (100)

(90) (96)

(21) (33)

(17) (14)

(41) (10)

1.35

(50)

2.05

(22)

1.34

0.21

(48)

1.79

(12)

0.13

-0.87

(74)

0.41

(43)

0.13

-1.97

(74)

-0.95

(43)

-1.20

-2.84

(56)

-2.29

(25)

-2.70

12.55

(23)

11.93

(40)

11.56

13.55

(35)

13.65

(32)

13.12

14.54

(86)

16.10

(55)

16.26

14.27

(61)

14.49

(54)

14.58

19.26

(11)

17.14

(19)

13.82

-5.36

(89)

-1.19

(22)

-2.83

-1.91

(42)

-1.72

(38)

-2.35

-4.06

(87)

-2.34

(60)

-1.85

-5.61

(79)

-5.29

(77)

-3.59

-8.25

(40)

-8.22

(39)

-11.59

2.85

(48)

2.52

(63)

2.82

2.99

(50)

2.76

(58)

2.99

2.80

(57)

3.14

(48)

2.99

2.23

(63)

3.28

(46)

2.89

1.50

(53)

3.22

(18)

1.52

0.13

(95)

5.67

(33)

4.23

9.03

(31)

9.50

(21)

7.74

8.78

(80)

12.75

(41)

12.03

1.93

(61)

2.59

(54)

2.76

13.20

(22)

3.85

(57)

4.74

3.49

(90)

2.94

(98)

4.77

5.35

(84)

5.32

(85)

6.85

7.29

(34)

7.67

(23)

6.85

8.99

(28)

9.75

(9)

8.17

9.83

(44)

11.72

(3)

9.53

10.94

(31)

10.45

(47)

10.28

13.03

(35)

13.51

(22)

12.37

15.89

(54)

16.53

(42)

16.08

10.48

(37)

11.24

(27)

9.32

22.07

(16)

14.87

(50)

14.77

2.88

(71)

2.51

(84)

3.32

3.88

(72)

4.13

(62)

4.46

4.74

(44)

5.48

(25)

4.46

5.56

(55)

6.51

(23)

5.74

5.95

(51)

7.52

(4)

5.96

6.79

(60)

7.72

(32)

7.12

10.44

(23)

10.91

(12)

9.37

12.20

(57)

13.50

(24)

12.46

7.57

(26)

8.29

(19)

6.19

13.71

(1)

8.41

(34)

6.51

Page 2

Global / International Invesco International Growth (AIEVX)

MSCI AC World ex USA Growth (Net) IM International Growth Equity (MF) Median

MFS International Value R3 (MINGX) MSCI AC World ex USA Growth (Net) IM International Multi-Cap Growth Equity (MF) Median

American Funds New World R4 (RNWEX) MSCI AC World Index (Net) IM Global Equity (MF) Median

Fixed Income PIMCO Total Return A (PTTAX)

Blmbg. Barc. U.S. Aggregate Index IM U.S. Broad Market Core Fixed Income (MF) Median

Real Estate Cohen & Steers Real Estate Securities A (CSEIX)

FTSE NAREIT Equity REIT Index IM Real Estate Sector (MF) Median

Additional Funds Wells Fargo Discovery Fund (WFDDX)

Russell Midcap Growth Index IM U.S. Mid Cap Growth Equity (MF) Median

NVIT Multi-Manager Small Cap Russell 2000 Index IM U.S. Small Cap Core Equity (MF) Median

Nationwide US Small Cap Value Instl Svc (NWUSX) Russell 2000 Value Index IM U.S. Small Cap Value Equity (MF) Median

Allocation Market Value $

-

-

-

QTR

14.24

(15)

12.31

(40)

11.78

12.09

(43)

12.31

(40)

11.76

13.75

(35)

12.18

(57)

12.60

FYTD

Performance(%) 1 YR

Asset Allocation & Performance Nationwide DROP

As of March 31, 2019

3 YR

5 YR

1.45

(4)

-1.39

(22)

-3.85

-0.13

(10)

-1.39

(18)

-3.69

4.47

(8)

-2.13

(48)

-2.39

-1.98

(22)

-3.05

(27)

-5.62

2.55

(5)

-3.05

(30)

-5.15

-1.44

(73)

2.60

(47)

2.14

5.29

(81)

8.42

(27)

6.96

9.36

(18)

8.42

(26)

6.83

11.15

(31)

10.67

(35)

9.39

2.95

(48)

4.01

(28)

2.81

7.46

(3)

4.01

(21)

2.67

4.40

(67)

6.45

(38)

5.60

-

2.70

(87)

4.03

(68)

3.49

(79)

2.42

(34)

2.47

(52)

2.94

(72)

4.63

(20)

4.48

(20)

2.03

(57)

2.74

(28)

3.23

4.28

4.09

2.13

2.49

-

16.57

(44)

8.95

(32)

19.07

(23)

7.27

(16)

10.84

(2)

16.33

(52)

8.50

(44)

20.86

(6)

6.13

(37)

9.12

(26)

16.36

8.21

17.31

5.30

8.23

-

23.16

(9)

-1.99

(56)

10.99

(37)

18.27

(17)

9.81

(46)

19.62

(43)

0.49

(29)

11.51

(31)

15.06

(43)

10.89

(27)

19.23

-1.31

9.47

14.52

9.66

-

15.34

(10)

-7.85

(13)

1.72

(17)

12.64

(14)

6.78

(40)

14.58

(14)

-8.56

(22)

2.05

(15)

12.92

(13)

7.05

(39)

11.60

-10.65

-0.66

10.15

5.98

-

11.89

(53)

-11.08

(66)

-4.98

(61)

7.15

(69)

3.28

(57)

11.93

(53)

-8.97

(30)

0.17

(21)

10.86

(18)

5.59

(8)

12.01

-10.49

-4.24

8.30

3.68

Page 3

Federated US Govt 2-5 Yr Instl (FIGTX) ICE BofAML 3-5 Year U.S. Treasury IM U.S. Short Term Treasury/Govt Bonds (MF) Median

Lord Abbett High Yield R5 (LHYTX) FTSE High Yield Market Index IM U.S. High Yield Bonds (MF) Median

Oppenheimer Global A (OPPAX) MSCI AC World Index (Net) IM Global Equity (MF) Median

PIMCO Foreign Bond USD Hedged A (PFOAX) Blmbg. Barc. Global Aggregate Ex USD (Hedged) IM Global Fixed Income (MF) Median

Allocation Market Value $

-

-

-

-

QTR

1.43

(8)

1.57

(5)

0.98

7.53

(18)

7.36

(26)

6.86

16.84

(12)

12.18

(57)

12.60

2.88

(54)

2.96

(53)

3.10

FYTD

3.48

(3)

3.99

(2)

1.99

0.80

(84)

2.30

(29)

1.78

-1.71

(44)

-2.13

(48)

-2.39

3.49

(43)

4.91

(9)

3.22

Performance(%)

1 YR

3.08

(7)

3.82

(2)

2.30

3.29

(84)

5.86

(12)

4.56

1.14

(56)

2.60

(47)

2.14

3.84

(18)

5.23

(1)

0.24

Asset Allocation & Performance Nationwide DROP

As of March 31, 2019

3 YR

0.52

(74)

0.97

(38)

0.84

8.12

(18)

8.63

(9)

6.99

13.81

(12)

10.67

(35)

9.39

4.03

(15)

3.33

(19)

2.25

5 YR

0.88

(47)

1.73

(5)

0.85

N/A

4.36

(15)

3.48

7.74

(22)

6.45

(38)

5.60

4.55

(1)

4.27

(1)

1.31

Page 4

Historical Statistics 3 Years

Return

Investment

3.49

Index

2.94

90 Day U.S. Treasury Bill

1.17

Standard Deviation

2.70 2.44 0.23

Sharpe Ratio

0.85 0.73 N/A

Up Market Capture

108.12 100.00

16.95

Up Quarters

9 9 12

Down Market Capture

93.57 100.00 -15.05

Down Quarters

3 3 N/A

Strategy Review Nationwide Inv Dest Cnsrv Svc (NDCSX) | Dow Jones Global Conservative Index

As of March 31, 2019

Historical Statistics 5 Years

Return

Investment

2.88

Index

2.51

90 Day U.S. Treasury Bill

0.73

Standard Deviation

2.74 2.61 0.24

Sharpe Ratio

0.79 0.69 N/A

Up Market Capture

104.40 100.00

10.47

Up Quarters

14 14 19

Down Market Capture

94.54 100.00

-7.84

Down Quarters

6 6 1

Risk and Return 3 Years

3.6

Risk and Return 5 Years

3.0

2.9 3.4

2.8

Return (% )

Return (% )

3.2

2.7

2.6 3.0

2.5

2.8

2.4

2.4

2.5

2.6

2.7

2.8

2.9

2.5

2.6

2.7

2.8

Risk (Standard Deviation %)

Risk (Standard Deviation %)

Investment

Index

Investment

Index

3 Year Rolling Percentile Rank IM Mixed-Asset Target Alloc Consv (MF)

0.0

5 Year Rolling Percentile Rank IM Mixed-Asset Target Alloc Consv (MF)

0.0

Return Percentile Rank

Return Percentile Rank

25.0

25.0

50.0

50.0

75.0

75.0

100.0

6/14

12/14

6/15

? Investment ? Index

Total Period 20 20

12/15

6/16

12/16

6/17

12/17

6/18

12/18 3/19

5-25 Count

0 (0%)

0 (0%)

25-Median Count 0 (0%)

0 (0%)

Median-75 Count 6 (30%)

3 (15%)

75-95 Count 14 (70%)

17 (85%)

100.0

6/14

12/14

6/15

? Investment ? Index

Total Period 20 20

12/15

6/16

12/16

6/17

12/17

6/18

12/18 3/19

5-25 Count

0 (0%)

0 (0%)

25-Median Count 0 (0%)

0 (0%)

Median-75 Count 2 (10%)

2 (10%)

75-95 Count 18 (90%)

18 (90%)

Page 5

Peer Group Analysis - IM Mixed-Asset Target Alloc Consv (MF) 10.0

Strategy Review Nationwide Inv Dest Cnsrv Svc (NDCSX) | Dow Jones Global Conservative Index

As of March 31, 2019

Peer Group Analysis - IM Mixed-Asset Target Alloc Consv (MF) 17.0

14.0 8.0

11.0 6.0

8.0

4.0 5.0

2.0

2.0

Return Return

0.0

-2.0

-4.0

Investment Index

QTR 4.45 (92) 3.34 (100)

FYTD

1.35 (50) 2.05 (22)

Median

6.07

1.34

Comparative Performance

1 Qtr Ending Dec-2018

Investment

-2.97 (14)

Index Median

-1.25 (1) -4.62

1 YR 2.85 (48) 2.52 (63)

2.82

2 YR 3.14 (76) 3.38 (68)

3.76

3 YR 3.49 (90) 2.94 (98)

4.77

1 Qtr Ending Sep-2018

1.16 (70) 0.61 (91) 1.47

4 YR 2.70 (69) 2.48 (79)

3.05

5 YR 2.88 (71) 2.51 (84)

3.32

1 Qtr Ending Jun-2018

0.32 (44) -0.14 (77) 0.22

-1.0

-4.0

-7.0

-10.0

Investment Index

2018 -2.30 (10) -0.62 (1)

Median

-3.98

2017 5.75 (94) 5.73 (94)

8.55

1 Qtr Ending Mar-2018

-0.78 (42) 0.18 (5) -0.89

2016 4.62 (72) 3.01 (95)

5.35

2015 -0.23 (14) -0.63 (24)

-1.55

1 Qtr Ending Dec-2017

1.56 (65) 1.32 (83) 1.80

2014 3.57 (67) 3.86 (56)

3.99

2013 3.82 (81) 1.41 (91)

7.10

1 Qtr Ending Sep-2017

1.38 (93) 1.33 (95) 2.00

Page 6

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