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Sunrise
Police |
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Batting Average
& R-Squared: 5-Years Trailing (or Inception if Less) |
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March 31, 2004 |
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BATTING AVERAGE |
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Current |
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Policy |
Mar-04 |
Dec-03 |
Sep-03 |
Jun-03 |
Mar-03 |
Dec-02 |
Sep-02 |
Jun-02 |
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Total Fund |
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50%S&P500, 40%LBAB & 10%EAFE |
60.00 |
60.00 |
60.00 |
65.00 |
70.00 |
70.00 |
73.68 |
72.22 |
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Managers, Total Fund |
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DHJ |
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55%S&P500, 45%LBIGC |
50.00 |
55.00 |
60.00 |
55.00 |
60.00 |
60.00 |
63.16 |
61.11 |
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Managers, Equities |
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DHJ |
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S&P500 |
50.00 |
55.00 |
60.00 |
60.00 |
65.00 |
65.00 |
68.42 |
66.67 |
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Buckhead |
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S&P500 |
80.00 |
75.00 |
66.67 |
50.00 |
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International |
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EAFE |
47.06 |
50.00 |
53.33 |
57.14 |
61.54 |
66.67 |
63.64 |
60.00 |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
70.00 |
70.00 |
70.00 |
70.00 |
65.00 |
65.00 |
63.16 |
66.67 |
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Invesco |
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LBAB |
35.00 |
35.00 |
33.33 |
40.00 |
45.00 |
42.11 |
44.44 |
41.18 |
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R-SQUARED |
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Total Fund |
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50%S&P500, 40%LBAB & 10%EAFE |
0.97 |
0.97 |
0.97 |
0.97 |
0.97 |
0.97 |
0.97 |
0.97 |
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Managers, Total Fund |
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DHJ |
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55%S&P500, 45%LBIGC |
0.87 |
0.86 |
0.82 |
0.80 |
0.84 |
0.85 |
0.88 |
0.88 |
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Managers, Equities |
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DHJ |
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S&P500 |
0.92 |
0.93 |
0.94 |
0.94 |
0.94 |
0.94 |
0.95 |
0.94 |
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Buckhead |
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S&P500 |
0.87 |
0.87 |
0.90 |
0.93 |
0.87 |
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International |
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EAFE |
0.87 |
0.90 |
0.89 |
0.89 |
0.87 |
0.87 |
0.86 |
0.83 |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
0.93 |
0.93 |
0.93 |
0.94 |
0.94 |
0.94 |
0.94 |
0.94 |
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Invesco |
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LBAB |
0.90 |
0.91 |
0.99 |
0.89 |
0.89 |
0.89 |
0.90 |
0.90 |
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ASSET CONSULTING GROUP |
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a division of Gabriel,
Roeder, Smith, & Co. |
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Page 18 |
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