SUNRISE POLICE
LOCK DHJ FIXED EXECUTIVE HERE LOCK LOCK DHJ FIXED UNIVERSE HERE LOCK LOCK DHJ FIXED RISK HERE LOCK LOCK INVESCO FIXED EXECUTIVE HERE LOCK LOCK INVESCO FIXED UNIVERSE HERE LOCK LOCK INVESCO FIXED RISK HERE LOCK LOCK N/A LOCK LOCK N/A LOCK N/A LOCK
Sunrise Police Sunrise Police % Sunrise Police Sunrise Police Sunrise Police Sunrise Police % Clair T.Singerman Retirement System Clair T.Singerman Retirement System Clair T.Singerman Retirement System %
DHJ Fixed Income DHJ Fixed Income DHJ Fixed Income Invesco (Fixed Income + Cash) Invesco (Fixed Income + Cash) Invesco (Fixed Income + Cash) Weiss,Peck & Greer - Equity Weiss,Peck & Greer - Equity Weiss,Peck & Greer - Equity
Executive Summary Universe Comparisons Risk Measures Executive Summary Universe Comparisons Risk Measures Executive Summary Universe Comparisons Risk Measures
44 Intermediate Fixed Income 48 30 Broad Fixed Income 34 31 Broad Large Cap Core 37
Inception date is December 31, 1997 46 3 Yr Inception date is March 31, 1998 32 3 Yr Inception date is September 30, 1995 34 3 Yr
All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs
Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs
Returns are gross of fees. Incept is December 31, 1997 to December 31, 2005 Batting Average Returns are gross of fees. Incept is March 31, 1998 to December 31, 2005 Batting Average Returns are gross of fees. Incept is September 30, 1995 to June 30, 2003 Batting Average
Account Reconciliation Trailing Returns through December 31, 2005 Worst Qtr Account Reconciliation Trailing Returns through December 31, 2005 Worst Qtr Account Reconciliation Trailing Returns through June 30, 2003 Worst Qtr
Beginning Value Fund Best Qtr Beginning Value Fund Best Qtr Beginning Value Fund Best Qtr
Net Flows Return Range Net Flows Return Range Net Flows Return Range
Investment G/L %-tile Worst 4 Qtrs Investment G/L %-tile Worst 4 Qtrs Investment G/L %-tile Worst 4 Qtrs
Ending Value LBIGC Standard Deviation Ending Value LBAB A+ Standard Deviation Ending Value Policy Standard Deviation
12/31/2005 Return Beta 12/31/2005 Return Beta 6/30/2003 Return Beta
Qtr %-tile Annualized Alpha Qtr %-tile Annualized Alpha Qtr %-tile Annualized Alpha
6,613 Universe R-Squared 6,716 Universe R-Squared 5,552 Universe R-Squared
395 5th %-tile Sharpe Ratio 238 5th %-tile Sharpe Ratio -154 5th %-tile Sharpe Ratio
30 25th %-tile Treynor Ratio 55 25th %-tile Treynor Ratio 876 25th %-tile Treynor Ratio
7,038 50th %-tile Tracking Error 7,010 50th %-tile Tracking Error 6,274 50th %-tile Tracking Error
2006 75th %-tile Information Ratio 2006 75th %-tile Information Ratio 2003 75th %-tile Information Ratio
YTD 95th %-tile Fund YTD 95th %-tile Fund YTD 95th %-tile Fund
6,613 2 Qtrs 4 6,716 2 Qtrs 4 5,774 2 Qtrs 7
395 0.16   8 238 0.18 8 -222 12.85 5
30 16 75 55 56 66.67 722 19 83.33
7,038 -0.01   -2.17 7,010 -0.05 -2.29 6,274 11.76 -16.39
12/31/1997 30 2.92 3/31/1998 68 2.99 9/30/1995 34 15.95
Incept 0.37 5.09 Incept 2.77 5.28 Incept 15.38 32.34
  4,811 0.07 0.05 5,933 1.03 0.14 4,516 12.15 -22.68
-1,571 -0.15 3.11 -2,416 0.29 3.11 -2,249 11.4 16.97
3,799 -0.32 0.97 3,493 -0.17 1 0.01 4,007 9.77 0.91
7,038    7,038,000 -0.57 0.67 7,010    7,010,000 -0.65 0.24 6,274    6,274,000 7.8 2.63
Investment Policy 3 Qtrs 0.98 Investment Policy 3 Qtrs 1 Investment Policy 3 Qtrs 0.98
Index 2.9 0.58 Index 3.08 0.58 Index 19.73 -0.63
Lehman Gov/Credit-Intermediate 15 1.87 LBAB A+ 25 1.8 S&P 500 52 -11.77
Total 2.47 0.42 Total 2.9 0.22 Total 21.19 3.13
Weight 47 1.4 Weight 30 1.09 Weight 26 1.16
100 3.17 LBIGC 100 5.08 LBAB 100 25.69 Policy
100 2.73 4 100 3.05 A+ 100 21.21 7
Trailing Returns through December 31, 2005 2.44 8 Trailing Returns through December 31, 2005 2.5 4 Trailing Returns through June 30, 2003 19.88 5
Fund 2.09 25 Fund 2.07 8 Fund 17.01 16.67
LBIGC 1.76 -2.52 LBAB A+ 1.6 33.33 Policy 11.68 -17.28
Diff 1 Yr 2.71 Diff 1 Yr -2.3 Diff 1 Yr 15.39
1 Yr 1 Yr FUND 2.54 0.0254 5.23 1 Yr 1 Yr FUND 2.76 0.0276 3.02 1 Yr 1 Yr FUND 0.1 0.001 32.67
2.54 UNIVERSE 12 -0.34 1/2/1900 UNIVERSE 20 5.32 1/0/1900 UNIVERSE 36 -26.62
1.57 POLICY 1.57 0.0157 3.19 2.53 POLICY 2.53 0.0253 0.21 0.25 POLICY 0.25 0.0025 18.42
0.97 70 1 0.23 27 3.11 -0.15 31 1
2 Yr 2.85 0 2 Yr 4.2 1 2 Yr 5.38 0
3.24 2.25 1 1/3/1900 2.56 0 ############################### 0.69 1
2.3 1.91 0.38 3.33 2.08 1 -9.32 -0.47 -0.78
0.94 1.43 1.22 0.17 1.59 0.5 1.47 -3.23 -14.35
3 Yr 0.95 0 3 Yr 0.98 1.56 3 Yr -6.37 0
1/3/1900 2 Yr Diff 1/3/1900 2 Yr 0 -7.56 2 Yr Diff
   2.99 3.24   0   1/3/1900 3.5   Diff ############################### -7.85 0
   0.59 21 0   0.24 33 0 3.64 27 0
  4 Yr 2.3   50   4 Yr 3.33   0 4 Yr -9.32 66.66
1/5/1900 71 0.35 4.85 38 33.34 -5.14 47 0.89
4.92 3.78 0.21 1/5/1900 6.96 0.01 ############################### -4.45 0.56
0.3 3.16 -0.14 -0.21 3.95 -0.03 1.77 -7.76 -0.33
5 Yr 2.79 0.39 5 Yr 2.96 -0.04 5 Yr   -9.53 3.94
5.93 2.19 -0.08 5.41 1.99 -0.07 0.11 -10.74 -1.45
1/5/1900 1.43 -0.03 1/5/1900 1.17 0 -1.61 -13.99 -0.09
0.32 3 Yr 0.67 -0.29 3 Yr 0 1.72 3 Yr 2.63
6 Yr 3 Yr FUND 3.58 0.0358 -0.02 6 Yr 3 Yr FUND 3.57 0.0357 0.24 6 Yr 3 Yr FUND -7.56 -0.0756 -0.02
1/6/1900 UNIVERSE 32 0.2 1/6/1900 UNIVERSE 41 0 1/4/1900 UNIVERSE 27 0.15
1/6/1900 POLICY 2.99 0.0299 0.65 6.72 POLICY 3.33 0.0333 0.08 3.09 POLICY -11.2 -0.112 2.58
0.03 62 0.42 -0.19 47 0.24 1.08 54 3.13
7 Yr 4.95 5 Yr 5 Yr 7 Yr 13.11 0.22 7 Yr -0.31 5 Yr
1/5/1900 3.78 # of Negative Qtrs 1/4/1900 5.02 5 Yr 7.92 -7.22 # of Negative Qtrs
5.36 3.21 # of Positive Qtrs 5.61 3.17 # of Negative Qtrs 7.1 -11.07 # of Positive Qtrs
0.32 2.65 Batting Average ################################ 2.15 # of Positive Qtrs 1/0/1900 -12.32 Batting Average
8 Yr 1.78 Worst Qtr 8 Yr 9 Yr 10 Yr 1.31 Batting Average 8 Yr 9 Yr 10 Yr -16.52 Worst Qtr
1/6/1900 4 Yr Best Qtr 3/31/1998 4 Yr Worst Qtr 9/30/1995 4 Yr Best Qtr
1/5/1900 5.22 Range Incept 4.85 Best Qtr Incept -5.14 Range
0.22 13 Worst 4 Qtrs 5.52 42 Range 9.43 35 Worst 4 Qtrs
9 Yr 10 Yr 4.92 Standard Deviation 5.99 5.06 Worst 4 Qtrs 8.54 -6.91 Standard Deviation
12/31/1997 20 Beta ################################ 37 Standard Deviation 1/0/1900 56 Beta
Incept 5.93 Annualized Alpha Fiscal Year Returns Ending September 9.74 Beta Calendar Year Returns 1.34 Annualized Alpha
6.09 4.74 R-Squared Fund 5.67 Annualized Alpha Fund -3.59 R-Squared
5.87 4.11 Sharpe Ratio LBAB A+ 4.52 R-Squared Policy -6.65 Sharpe Ratio
0.22 3.3 Treynor Ratio Diff 3.4 Sharpe Ratio Diff -7.6 Treynor Ratio
Fiscal Year Returns Ending September 2.16 Tracking Error 12/31/2005 2.08 Treynor Ratio 6/30/2003 -10.33 Tracking Error
Fund 5 Yr Information Ratio Qtr 5 Yr Tracking Error Qtr 5 Yr Information Ratio
LBIGC 5 Yr FUND 5.93 0.0593 Fund Fund 0.76 5 Yr FUND 5.41 0.0541 Information Ratio 15.95 5 Yr FUND 0.11 0.0011 Fund
Diff UNIVERSE 8 6 0.6 UNIVERSE 41 Fund Fund 15.39 UNIVERSE 28 10
12/31/2005 POLICY 5.61 0.0561 14 0.16 POLICY 5.7 0.057 7 0.56 POLICY -1.61 -0.0161 10
Qtr 15 Batting Average 75 2006 33 13 2003 47 Batting Average 75
0.4 6.04 -2.17 YTD 8.94 Batting Average 60 YTD 5.06 -16.39
1/0/1900 5.31 4.89 1/0/1900 6.1 -2.29 12.85 0.55 22.02
-0.12 4.73 7.06 1/0/1900 5.08 5.08 1/11/1900 -1.76 38.41
2006 3.83 0.05 0.16 4.14 7.37 1.09 -2.74 -22.68
YTD 1.93 Standard Deviation 3.71 2005 2.88 0.14 2002 -4.94 Standard Deviation 17.74
1/0/1900 6 Yr   Beta 0.89 3.01 6 Yr   Standard Deviation 3.99 -20.28 6 Yr Beta 0.93
0.52 6.67 Annualized Alpha 0.91 0.0091 2.81 6.53 Beta 1.05   -22.1 4.17 Annualized Alpha 1.6 0.016
-0.12 11   R-Squared 0.98 0.2 24   Annualized Alpha -0.57 -0.0057 1.82 25 R-Squared 0.96
2005 6.64 1 2004 6.72 R-Squared 0.96 2001 3.09 -0.21
1/2/1900 12 4.18 3.48 19 0.8 -7.51 39 -4.06
1.48 7.19 0.74 3.43 8.18 3.05 -11.88 7.91 3.8
1.36 6.13 0.43 0.05 6.49 0.83 4.37 4.13 0.45
2004 5.39 Policy LBIGC 2003 5.69 -0.35 2000 2.75 Policy Policy
3.28 4.03 6 3.07 4.58 Policy LBAB -5.45 1.56 10
2.66 -0.44 14 4.44 3.27 A+ -9.11 -0.83 10
0.62 7 Yr 25 -1.37 7 Yr 5 3.66 7 Yr 25
2003 5.68 -2.52 2002 4.98 15 1999 7.92 -17.28
6.11 9 5.88 8.48 44 0.44 40 14.58 21 21.3
1/5/1900 5.36 8.4 1/8/1900 5.61 -2.3 21.04 7.1 38.58
0.12 19 -0.34 -0.51 21 0.21 4.78 -6.46 30 -26.62
2002 5.9 Standard Deviation 4.12 2001 6.82 7.08 1998 10.73 Standard Deviation 18.79
8.26 5.19 1 13.21 5.47 0.21 27.24 7.45   1
1/9/1900 4.71 0 13.09 4.83 3.71 28.58 6.43 0
-0.85 4.15 1 0.12 4.19 1 -1.34 4.95   1
2001 1.21 0.83 2000 3.34 0 1997 2.39 -0.29
13.38 8 Yr   3.4 4.86 8 Yr   1 32.62 8 Yr -5.5
1/13/1900 6.09 0 7.11 6.61 0.94 33.36 12.02 0
-0.03 9   Diff -2.25 5.65   3.49 -0.74 9.37 Diff
2000 5.87 0 1999 5.06 0 1996 8.35 0
6.36 13   0 ################################ 4.38   Diff 22.92 7.02 0
6.72 6.56 50 -0.33 3.47 2 22.96 4.23 50
-0.36 5.5   0.35 -1.18 Fiscal Year Returns Ending September   -2 -0.04 Calendar Year Returns 0.89
1999 5 -0.99 1998 1997 Fund 20 1995 1994 Fund 0.72
############################### 4.25 -1.34 Returns in Up Markets Return 0.01 Returns in Up Markets Return -0.17
-1.48 1.02 0.39 Fund %-tile 0.3 Fund %-tile 3.94
1.34 Fiscal Year Returns Ending September   -0.41 LBAB A+ LBAB A+   0.29 Policy Policy -1.05
1998 1997 Fund -0.11 Ratio Return -0.07 Ratio Return -0.07
Returns in Up Markets Return   0.91 3 Yr %-tile   0.28 3 Yr %-tile 1.6
Fund %-tile -0.02 7.3 Universe 0.05 34.7 Universe -0.04
LBIGC LBIGC   0.17 6.9 5th %-tile   -0.57 36.1 5th %-tile 0.08
Ratio Return 0.78 105.4 25th %-tile -0.04 96 25th %-tile 1.44
3 Yr QU. FUND %-tile 0.74 5 Yr QU. FUND 50th %-tile -0.14 5 Yr 50th %-tile 3.8
7.1 UNIVERSE Universe 7 Yr 8.5 UNIVERSE 75th %-tile -0.44 36.3 75th %-tile 7 Yr
6.6 POLICY 5th %-tile # of Negative Qtrs 8.7 POLICY 95th %-tile 0.83 40.9 95th %-tile # of Negative Qtrs
106.6 25th %-tile # of Positive Qtrs 97.2 Qtr 7 Yr 88.8 Qtr # of Positive Qtrs
5 Yr 50th %-tile Batting Average 7 Yr 0.76 0.0076 # of Negative Qtrs 7 Yr QU. FUND 15.95 0.1595 Batting Average
9.6 75th %-tile Worst Qtr 9 25 # of Positive Qtrs 33.6 UNIVERSE 29 Worst Qtr
9.6 95th %-tile Best Qtr 9 0.6 0.006 Batting Average 37 POLICY 15.39 0.1539 Best Qtr
100.7 Qtr Range 99.8 43 Worst Qtr 90.6 39 Range
7 Yr 0.4 0.004 Worst 4 Qtrs 3/31/1998 1.21   Best Qtr 9/30/1995 20.16 Worst 4 Qtrs
9.5 64 Standard Deviation Incept 0.75 Range Incept 16.36 Standard Deviation
9.7 0.52 0.0052 Beta 9.3 0.55   Worst 4 Qtrs 32.2 15.16 Beta
98 34 Annualized Alpha 9.1 0.41 Standard Deviation 34.9 13.52 Annualized Alpha
12/31/1997 0.79   R-Squared 101.4 0.12 Beta 92.3 10.81 R-Squared
Incept 0.58 Sharpe Ratio Returns in Down Markets YTD Annualized Alpha Returns in Down Markets YTD Sharpe Ratio
9.4 0.46   Treynor Ratio Fund 0.76 R-Squared Fund 12.85 Treynor Ratio
9.6 0.36 Tracking Error LBAB A+ 25 Sharpe Ratio Policy 19 Tracking Error
97.4 0.21   Information Ratio Ratio 0.6   Treynor Ratio Ratio 11.76 Information Ratio
Returns in Down Markets YTD Fund 3 Yr 43 Tracking Error 3 Yr 34 Fund
Fund 0.4 8 -3.5 1.21   Information Ratio -29.4 15.38 10
LBIGC 64 20 -3.5 0.75 Fund -34.5 12.15 18
Ratio 2003 FUND 0.52 75 99.7 2003 FUND 0.55 Standard Deviation 10 85 11.4 64.29
3 Yr UNIVERSE 34 -2.17 5 Yr UNIVERSE 0.41 18 5 Yr 9.77 -16.39
-3 POLICY 0.79   4.89 -3.3 POLICY 0.12 53.57 -26.5 7.8 22.02
-3.9 0.58 7.06 -2.8 2005 -2.46 -31.3 2002 38.41
77.9 0.46 0.0046 -0.08 116.7 3.01 0.0301 5.08 84.6 2002 FUND -20.28 -0.2028 -22.68
5 Yr 0.36 3.57 7 Yr 34 7.54 7 Yr UNIVERSE 27 17.12
############################### 0.21 0.0021 0.86 -4.5 2.81 0.0281 -3.85 -26.5 POLICY -22.1 -0.221 0.94
-3.1 2005 1.06 0.0106 -2.5 40 4.17 0.0417 -31.3 46 1.27
72.9 2.84   0.95 177.9 7.26 1.1 84.6 -14.75 0.96
7 Yr 16 0.72 3/31/1998 3.57 -1.16 9/30/1995 -20.18 0.21
-1.9 2002 FUND 1.48   3 Incept 2002 FUND 2.54   0.93 Incept -22.25 3.87
-3.2 UNIVERSE 81 1 -4.5 UNIVERSE 1.72 0.45 -26.5 -23.65 3.42
59.9 POLICY 3.42   0.32 -2.5 POLICY 0.86   1.71 -31.3 -26.76 0.24
12/31/1997 2.68 LBIGC 177.9 2004 1.16 84.6 2001 Policy
Incept 2.3 0.023 9 3.48 0.0348 -0.54 2001 FUND -7.51 -0.0751 10
-1.9 1.68 19 42 LBAB UNIVERSE 20 18
-3.2 0.9 0.009 25 3.43 0.0343 A+ POLICY -11.88 -0.1188 35.71
59.9 2004 -2.52 43 8 49 -17.28
3.28   5.88 12.2 20 0.14 21.3
33 8.4 4.61 46.43 -9.12 38.58
2001 FUND 2.66   -2.05 2001 FUND 3.13   -2.3 -12.04 -26.62
UNIVERSE 62 4.05 UNIVERSE 1.77 4.78 -13.76 17.96
POLICY 4.35   1 POLICY 0.72     7.08 -19.01 1
3.44 0 2003 -0.81 2000 0
3.01 0.0301 1 3.07 0.0307 3.64 2000 FUND -5.45 -0.0545 1
2.25 0.56 70 1 UNIVERSE 42 0.16
1.38 0.0138 2.26 4.44 0.0444 0 POLICY -9.11 -0.0911 2.82
2003 0 54 1 63 0
6.11 Diff 26.81 0.69 8.88 Diff
31 -1 7.58 2.51 -1.49 0
2000 FUND 5.99   1 2000 FUND 4.69   0 -7.17 0
UNIVERSE 33 50 UNIVERSE 2.87 Diff -9.71 28.58
POLICY 16   0.35 POLICY 1.6   2 -15.31 0.89
6.76 -0.99 2002 -2 1999 0.72
5.03 0.0503 -1.34 8.48 0.0848 7.14 1999 FUND 14.58 0.1458 -0.17
4.02 1.97 16 -0.16 UNIVERSE 61 3.94
2.78 0.0278 -0.48 8.99 0.0899 0.3 POLICY 21.04 0.2104 -0.84
2002 -0.14 10 0.46 23 -0.06
8.26 1.06 10.2 -3.04 29.06 1.27
19 -0.05 7.74 0.53 20.79 -0.04
1999 FUND 9.11   0.16 1999 FUND 6.13   0.1 17.27 0.05
UNIVERSE 11 0.74 UNIVERSE 4.06 -1.16 10.05 1.05
POLICY 12.21   1 POLICY -4.43   -0.07 1.04 3.42
7.74 Incept 2001 -0.24 1998 Incept
6.03 0.0603 # of Negative Qtrs 13.21 0.1321 -0.8 1998 FUND 27.24 0.2724 # of Negative Qtrs
3.94 # of Positive Qtrs 12 1.16 UNIVERSE 33 # of Positive Qtrs
-5.27 -0.0527 Batting Average 13.09 0.1309 Incept POLICY 28.58 0.2858 Batting Average
2001 Worst Qtr 14 # of Negative Qtrs 19 Worst Qtr
13.38 Best Qtr 13.98 # of Positive Qtrs 35.39 Best Qtr
13 Range 12.52 Batting Average 28.17 Range
13.41 Worst 4 Qtrs 11.24 Worst Qtr 23.31 Worst 4 Qtrs
12 Standard Deviation 9.07 Best Qtr 14.65 Standard Deviation
14.33   Beta -11.92   Range 6.14 Beta
12.55 Annualized Alpha 2000 Worst 4 Qtrs 1997 Annualized Alpha
11.08   R-Squared 4.86   Standard Deviation 32.62 R-Squared
7.68 Sharpe Ratio 81 Beta 23 Sharpe Ratio
-12.13 Treynor Ratio 7.11 Annualized Alpha 33.36 Treynor Ratio
2000 Tracking Error 11 R-Squared 14 Tracking Error
6.36 Information Ratio 7.97 Sharpe Ratio 35.83 Information Ratio
38 Fund 6.53 Treynor Ratio 32.4 Fund
6.72 8 5.96 Tracking Error 29.2 10
26 24 5.16 Information Ratio 26.22 21
9.83 68.75 -0.46 Fund 19.15 64.52
6.74 -2.17 1999 11 1996 -16.39
6.1 4.89 -1.51 20 22.92 22.02
5.13 7.06 72 54.84 27 38.41
0.07 -0.14 -0.33 -2.46 22.96 -22.68
1999 3.57 60 5.29 26 16.39
-0.14 0.86 7.11 7.75 27.28 0.94
67 0.98 2.41 -3.85 23.01 1.44
-1.48 0.95 0.41 4.27 21.51 0.96
83 0.77 -1.8 1.13 18.9 0.31
19.99 3.2 -4.55 -1.19 15.28 5.37
3.89 0.97 1998 0.94 1995 3.34
1.39 0.23 15.8 0.52 38.57 0.27
-0.64 LBIGC 10.74 1.98 36.55 Policy
-3.06 9 8.67 1.19 33.47 10
1998 23 6.54 -0.39 30.16 21
12.8 31.25 -3.43 LBAB 24.43 35.48
10.01 -2.52 A+ -17.28
8.07 5.88 8 21.3
5.2 8.4 23 38.58
-6.42 -2.05 45.16 -26.62
4.03 -2.3 17.17
1 4.78 1
0 7.08 0
1 -0.81 1
0.63 3.65 0.24
2.53 1 4.16
0 0 0
Diff 1 Diff
-1 0.74 0
1 2.71 0
37.5 0 29.04
0.35 Diff 0.89
-0.99 3 0.72
-1.34 -3 -0.17
1.91 9.68 3.94
-0.46 -0.16 -0.78
-0.14 0.51 -0.06
0.98 0.67 1.44
-0.05 -3.04 -0.04
0.14 0.62 0.07
0.67 0.13 1.21
0.97 -1.19 3.34
-0.06
-0.22
-0.73
1.19