FormulaFolios US Equity Fund
NORTHERN LIGHTS FUND TRUST II

Average annual returns

No trailing-return data available for this share class.

Risk statistics

30 months through Aug. 31, 2022
Volatility (ann.)
17.22%
Sharpe
0.17
Sortino
0.23
Max drawdown
-17.97%
Best month
8.97%
Worst month
-15.04%
Beta vs VTSAX
0.72
Correlation
0.88

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

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