BIVIX
Invenomic Fund
NORTHERN LIGHTS FUND TRUST II

Average annual returns

Through 2025
1 year
4.58%
3 year
3.60%
5 year
21.86%
10 year

Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.

Calendar-year returns

Risk statistics

72 months through Jan. 31, 2026
Volatility (ann.)
12.84%
Sharpe
-0.06
Sortino
-0.08
Max drawdown
-15.62%
Best month
20.06%
Worst month
-10.59%
Beta vs VTSAX
-0.26
Correlation
-0.25

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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