SUNRISE POLICE |
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LOCK |
TOT.INTL. EQ. EXECUTIVE HERE |
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TOTAL INTL.EQ. UNIVERSE HERE |
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TOTAL INTL.EQ. RISK HERE |
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AMERICAN EURO
INTL. EQ. EXECUTIVE |
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SSGA EQUITY UNIVERSE HERE |
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SSGA EQUITY RISK HERE |
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N/A |
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N/A |
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N/A |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
% |
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International Equity |
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International Equity |
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International Equity |
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American Euro Pacific Growth Class A |
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American Euro Pacific Growth Class A |
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American Euro Pacific Growth Class A |
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Putnam International Growth Fund |
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Putnam International Growth Fund |
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Putnam International Growth Fund |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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35 |
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International Equity |
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37 |
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75 |
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International Equity |
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79 |
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82 |
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International Equity |
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86 |
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Inception date is December 31, 1999 |
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36 |
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1 Yr |
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Inception date is December 31, 1999 |
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77 |
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1 Yr |
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Inception date is December 31, 1999 |
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84 |
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1 Yr |
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All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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All dollar values are shown in thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns for periods exceeding one
year are annualized. |
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Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns are net of fees. |
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Incept is December 31, 1999 to
December 31, 2003 |
Batting Average |
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Returns are net of fees. |
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Incept is December 31, 1999 to
December 31, 2003 |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 1999 to
September 30, 2003 |
Batting Average |
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Account Reconciliation |
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Trailing Returns through December
31, 2003 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through December
31, 2003 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through September
30, 2003 |
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Worst Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Net Flows |
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Return |
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Range |
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Net Flows |
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Return |
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Range |
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Net Flows |
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Return |
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Range |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Ending Value |
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EAFE |
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Standard Deviation |
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Ending Value |
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EAFE |
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Standard Deviation |
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Ending Value |
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EAFE |
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Standard Deviation |
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12/31/2003 |
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Return |
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Beta |
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12/31/2003 |
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Return |
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Beta |
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9/30/2003 |
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Return |
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Beta |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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2,604 |
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Universe |
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R-Squared |
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1,313 |
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Universe |
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R-Squared |
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1,221 |
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Universe |
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R-Squared |
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-1,348 |
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5th %-tile |
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Sharpe Ratio |
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0 |
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5th %-tile |
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Sharpe Ratio |
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0 |
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5th %-tile |
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Sharpe Ratio |
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244 |
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25th %-tile |
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Treynor Ratio |
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186 |
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25th %-tile |
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Treynor Ratio |
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69 |
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25th %-tile |
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Treynor Ratio |
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1,499 |
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50th %-tile |
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Tracking Error |
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1,499 |
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50th %-tile |
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Tracking Error |
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1,290 |
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50th %-tile |
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Tracking Error |
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2003 |
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75th %-tile |
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Information Ratio |
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2003 |
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75th %-tile |
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Information Ratio |
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2003 |
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75th %-tile |
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Information Ratio |
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YTD |
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95th %-tile |
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Fund |
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YTD |
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95th %-tile |
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Fund |
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YTD |
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95th %-tile |
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Fund |
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2,278 |
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2 Qtrs |
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1 |
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1,128 |
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2 Qtrs |
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1 |
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1,150 |
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2 Qtrs |
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1 |
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-1,348 |
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21.31 |
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3 |
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0 |
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24.71 |
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3 |
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0 |
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22.98 |
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3 |
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569 |
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88 |
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0 |
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371 |
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64 |
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25 |
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140 |
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89 |
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25 |
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1,499 |
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26.69 |
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-9.22 |
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1,499 |
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26.69 |
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-9.66 |
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1,290 |
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29.35 |
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-8.78 |
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12/31/1999 |
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48 |
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17.19 |
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12/31/1999 |
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48 |
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17.98 |
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12/31/1999 |
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54 |
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16.43 |
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Incept |
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40.16 |
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26.41 |
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Incept |
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40.16 |
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27.64 |
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Incept |
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46.02 |
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25.21 |
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3,569 |
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31.1 |
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29.06 |
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1,744 |
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31.1 |
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32.91 |
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1,823 |
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37.33 |
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21.3 |
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-1,209 |
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26.36 |
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13.5 |
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65 |
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26.36 |
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13.79 |
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76 |
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29.72 |
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14.58 |
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-861 |
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23.3 |
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0.96 |
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-310 |
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23.3 |
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0.96 |
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-609 |
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26.15 |
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1.01 |
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1,499 |
1,499,000 |
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20.02 |
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-6.09 |
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1,499 |
1,499,000 |
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20.02 |
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-3.38 |
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1,290 |
1,290,000 |
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21.22 |
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-4.52 |
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Investment Policy |
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3 Qtrs |
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0.98 |
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Investment Policy |
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3 Qtrs |
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0.95 |
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Investment Policy |
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3 Qtrs |
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0.97 |
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Index |
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42.16 |
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2.07 |
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Index |
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47.13 |
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2.31 |
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Index |
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12.19 |
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1.38 |
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MSCI EAFE |
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88 |
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29.16 |
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MSCI EAFE |
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68 |
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33.17 |
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MSCI EAFE |
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90 |
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19.88 |
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Total |
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51.48 |
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1.89 |
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Total |
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51.48 |
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2.99 |
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Total |
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18.84 |
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2.63 |
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Weight |
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48 |
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-5.35 |
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Weight |
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48 |
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-2.09 |
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Weight |
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55 |
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-2 |
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100 |
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73.61 |
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EAFE |
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100 |
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73.61 |
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EAFE |
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100 |
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40.34 |
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EAFE |
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100 |
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59.04 |
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1 |
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100 |
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59.04 |
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1 |
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100 |
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27.72 |
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1 |
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Trailing Returns through December
31, 2003 |
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50.85 |
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3 |
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Trailing Returns through December
31, 2003 |
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50.85 |
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3 |
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Trailing Returns through September
30, 2003 |
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19.83 |
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3 |
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Fund |
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45.65 |
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100 |
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Fund |
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45.65 |
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75 |
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Fund |
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15.37 |
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75 |
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EAFE |
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39 |
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-8.13 |
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EAFE |
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39 |
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-8.13 |
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EAFE |
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10.53 |
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-8.13 |
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Diff |
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1 Yr |
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19.57 |
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Diff |
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1 Yr |
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19.57 |
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Diff |
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1 Yr |
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19.57 |
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1 Yr |
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1 Yr FUND |
29.06 |
0.2906 |
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27.7 |
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1 Yr |
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1 Yr FUND |
32.91 |
0.3291 |
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27.7 |
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1 Yr |
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1 Yr FUND |
21.3 |
0.213 |
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27.7 |
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29.06 |
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UNIVERSE |
91 |
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39.17 |
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2/1/1900 |
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UNIVERSE |
77 |
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39.17 |
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1/21/1900 |
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UNIVERSE |
79 |
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26.55 |
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39.17 |
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POLICY |
39.17 |
0.3917 |
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14 |
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39.17 |
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POLICY |
39.17 |
0.3917 |
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14 |
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26.55 |
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POLICY |
26.55 |
0.2655 |
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14.13 |
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-10.11 |
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50 |
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1 |
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-6.26 |
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50 |
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1 |
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-5.25 |
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48 |
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1 |
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2 Yr |
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65.72 |
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0 |
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2 Yr |
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65.72 |
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0 |
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2 Yr |
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51.17 |
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0 |
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4.51 |
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48.59 |
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1 |
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1/7/1900 |
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48.59 |
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1 |
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1/0/1900 |
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34.61 |
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1 |
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8.34 |
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38.92 |
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2.72 |
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8.34 |
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38.92 |
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2.72 |
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3.55 |
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26.12 |
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1.79 |
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-3.83 |
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33.2 |
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38.1 |
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-1.18 |
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33.2 |
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38.1 |
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-3.11 |
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21.8 |
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25.33 |
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3 Yr |
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27.55 |
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0 |
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3 Yr |
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27.55 |
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0 |
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3 Yr |
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17.28 |
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0 |
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-2.93 |
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2 Yr |
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Diff |
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1/0/1900 |
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2 Yr |
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Diff |
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-9.8 |
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2 Yr |
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Diff |
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Incept ROR |
-2.57 |
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4.51 |
0.0451 |
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0 |
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################################## |
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7.16 |
0.0716 |
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0 |
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############################### |
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0.44 |
0.0044 |
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0 |
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Fund |
-0.36 |
|
82 |
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0 |
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2.85 |
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65 |
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0 |
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-1.42 |
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84 |
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0 |
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Policy |
4 Yr |
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8.34 |
0.0834 |
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-100 |
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4 Yr |
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8.34 |
0.0834 |
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-50 |
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4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
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3.55 |
0.0355 |
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-50 |
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############################### |
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57 |
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-1.09 |
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################################## |
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57 |
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-1.53 |
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12/31/1999 |
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62 |
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-0.65 |
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-5.55 |
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27.26 |
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-2.38 |
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################################## |
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27.26 |
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-1.59 |
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Incept |
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27.66 |
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-3.14 |
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-0.09 |
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16.44 |
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-1.29 |
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0.96 |
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16.44 |
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-0.06 |
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-9.8 |
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14.6 |
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-2.49 |
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5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
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9.27 |
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-10.11 |
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5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
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9.27 |
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-6.26 |
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-9.79 |
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5.01 |
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-5.25 |
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12/31/1999 |
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5.73 |
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-0.5 |
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12/31/1999 |
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5.73 |
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-0.21 |
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-0.01 |
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1.78 |
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0.45 |
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Incept |
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0.94 |
|
-0.04 |
|
Incept |
|
0.94 |
|
-0.04 |
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Calendar Year Returns |
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-2.4 |
|
0.01 |
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-5.64 |
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3 Yr |
|
-6.09 |
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-4.59 |
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3 Yr |
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-3.38 |
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Fund |
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3 Yr |
|
-4.52 |
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|
-5.55 |
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3 Yr FUND |
-2.93 |
-0.0293 |
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-0.02 |
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-5.55 |
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3 Yr FUND |
0.28 |
0.0028 |
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-0.05 |
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EAFE |
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3 Yr FUND |
-9.8 |
-0.098 |
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-0.03 |
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-0.09 |
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UNIVERSE |
63 |
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-0.65 |
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1/0/1900 |
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UNIVERSE |
46 |
|
-0.41 |
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Diff |
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UNIVERSE |
67 |
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-0.41 |
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Calendar Year Returns |
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POLICY |
-2.57 |
-0.0257 |
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-8.94 |
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Calendar Year Returns |
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POLICY |
-2.57 |
-0.0257 |
|
-4.93 |
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9/30/2003 |
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POLICY |
-8.38 |
-0.0838 |
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-5.45 |
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Fund |
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60 |
|
1.89 |
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Fund |
|
60 |
|
2.99 |
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Qtr |
|
57 |
|
2.63 |
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EAFE |
|
18.83 |
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2 Yr |
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EAFE |
|
18.83 |
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2 Yr |
|
5.62 |
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8.62 |
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5 Yr |
2 Yr |
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Diff |
|
6.63 |
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# of Negative Qtrs |
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Diff |
|
6.63 |
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# of Negative Qtrs |
|
8.18 |
|
-0.35 |
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# of Negative Qtrs |
|
|
12/31/2003 |
|
-0.72 |
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# of Positive Qtrs |
|
12/31/2003 |
|
-0.72 |
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# of Positive Qtrs |
|
-2.56 |
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-7.16 |
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# of Positive Qtrs |
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|
Qtr |
|
-4.7 |
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Batting Average |
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Qtr |
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-4.7 |
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Batting Average |
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6/25/1905 |
|
-11.15 |
|
Batting Average |
|
|
12.92 |
|
-8.48 |
|
Worst Qtr |
|
14.13 |
|
-8.48 |
|
Worst Qtr |
|
YTD |
|
-15.63 |
|
Worst Qtr |
|
|
1/17/1900 |
|
4 Yr |
|
Best Qtr |
|
1/17/1900 |
|
4 Yr |
|
Best Qtr |
|
1/12/1900 |
|
4 Yr |
|
Best Qtr |
|
|
-4.19 |
|
-5.64 |
|
Range |
|
-2.98 |
|
-4.59 |
|
Range |
|
18.84 |
|
9.62 |
|
Range |
|
|
2003 |
|
58 |
|
Worst 4 Qtrs |
|
2003 |
|
51 |
|
Worst 4 Qtrs |
|
-6.65 |
|
2.03 |
|
Worst 4 Qtrs |
|
|
YTD |
|
-5.55 |
|
Standard Deviation |
|
YTD |
|
-5.55 |
|
Standard Deviation |
|
2002 |
|
-2.72 |
|
Standard Deviation |
|
|
29.06 |
|
58 |
|
Beta |
|
2/1/1900 |
|
58 |
|
Beta |
|
############################### |
|
-6.02 |
|
Beta |
|
|
39.17 |
|
7.99 |
|
Annualized Alpha |
|
39.17 |
|
7.99 |
|
Annualized Alpha |
|
-15.65 |
|
-9.45 |
|
Annualized Alpha |
|
|
-10.11 |
|
0.9 |
|
R-Squared |
|
-6.26 |
|
0.9 |
|
R-Squared |
|
-1.38 |
|
5 Yr |
|
R-Squared |
|
|
2002 |
|
5 Yr FUND |
-4.58 |
|
Sharpe Ratio |
|
6/24/1905 |
|
5 Yr FUND |
-4.58 |
|
Sharpe Ratio |
|
2001 |
|
5 Yr FUND |
18.09 |
|
Sharpe Ratio |
|
|
-15.37 |
|
NA |
-7.91 |
|
Treynor Ratio |
|
-13.61 |
|
NA |
-7.91 |
|
Treynor Ratio |
|
-19.79 |
|
NA |
9.63 |
|
Treynor Ratio |
|
|
############################### |
|
|
-11.83 |
|
Tracking Error |
|
################################## |
|
|
-11.83 |
|
Tracking Error |
|
############################### |
|
|
4.27 |
|
Tracking Error |
|
|
0.28 |
|
5 Yr |
|
Information Ratio |
|
2.04 |
|
5 Yr |
|
Information Ratio |
|
1.42 |
|
0.45 |
|
Information Ratio |
|
|
2001 |
|
18.54 |
|
|
Fund |
|
2001 |
|
18.54 |
|
|
Fund |
|
2000 |
|
-2.84 |
|
Fund |
Fund |
|
|
-16.27 |
|
9.54 |
|
3 |
|
-12.17 |
|
9.54 |
|
3 |
|
-9.02 |
|
6 Yr |
|
3 |
|
|
############################### |
|
4.52 |
|
|
5 |
|
-21.21 |
|
4.52 |
|
|
5 |
|
-13.96 |
|
8.6 |
|
|
5 |
|
|
4.94 |
|
0.41 |
|
37.5 |
|
9.04 |
|
0.41 |
|
50 |
|
4.94 |
|
2.76 |
|
Batting Average |
37.5 |
|
|
2000 |
|
-2.77 |
|
-19.18 |
|
2000 |
|
-2.77 |
|
-17.58 |
|
1999 1998 1997 1996 1995 1994 |
|
-0.28 |
|
|
-20.7 |
|
|
############################### |
|
6 Yr |
|
17.19 |
|
################################## |
|
6 Yr |
|
17.98 |
|
Returns in Up Markets |
|
-2.26 |
|
|
16.43 |
|
|
-13.96 |
|
13.93 |
|
36.37 |
|
################################## |
|
13.93 |
|
35.56 |
|
Fund |
|
-5.28 |
|
|
37.13 |
|
|
0.65 |
|
7.32 |
|
-24.37 |
|
-3.87 |
|
7.32 |
|
-23.16 |
|
EAFE |
|
7 Yr |
|
|
-25.51 |
|
|
1999 1998 1997 1996 1995 1994 |
|
3.94 |
|
16.83 |
|
1999 1998 1997 1996 1995 1994 |
|
3.94 |
|
16.28 |
|
Ratio |
|
10.45 |
|
Standard Deviation |
16.96 |
|
|
Returns in Up Markets |
|
2.02 |
|
0.94 |
|
Returns in Up Markets |
|
2.02 |
|
0.9 |
|
1 Yr |
|
5.19 |
|
Beta |
1.01 |
|
|
Fund |
|
-0.49 |
|
-3.16 |
|
|
Fund |
|
-0.49 |
|
-0.44 |
|
|
33 |
|
2.28 |
|
Annualized Alpha |
-2.99 |
-0.0299 |
|
EAFE |
|
7 Yr |
|
0.98 |
|
EAFE |
|
7 Yr |
|
0.97 |
|
37.7 |
|
0.24 |
|
R-Squared |
0.98 |
|
|
Ratio |
|
12.35 |
|
0.19 |
|
Ratio |
|
12.35 |
|
0.35 |
|
87.4 |
|
-3.6 |
|
-0.07 |
|
|
1 Yr |
|
6.74 |
|
3.32 |
|
1 Yr |
|
6.74 |
|
6.41 |
|
2 Yr |
|
8 Yr |
|
-1.15 |
|
|
42.2 |
|
3.99 |
|
2.48 |
|
47.1 |
|
3.99 |
|
3.38 |
|
35.7 |
|
10.08 |
|
2.59 |
|
|
51.5 |
|
1.95 |
|
-1.54 |
|
51.5 |
|
1.95 |
|
-0.35 |
|
37 |
|
5.69 |
|
-1.2 |
|
|
81.9 |
|
-1.61 |
|
EAFE |
|
91.6 |
|
-1.61 |
|
EAFE |
|
96.5 |
|
3.12 |
|
Policy |
EAFE |
|
|
2 Yr |
|
8 Yr |
|
3 |
|
2 Yr |
|
8 Yr |
|
3 |
|
3 Yr |
|
1.41 |
|
3 |
|
|
42.7 |
|
12.56 |
|
5 |
|
46.5 |
|
12.56 |
|
5 |
|
35.7 |
|
-2.29 |
|
5 |
|
|
47.3 |
|
7.92 |
|
62.5 |
|
47.3 |
|
7.92 |
|
50 |
|
37 |
|
Calendar Year Returns |
|
62.5 |
|
|
90.4 |
|
5.11 |
|
-19.69 |
|
98.4 |
|
5.11 |
|
-19.69 |
|
96.5 |
|
Fund |
|
-19.69 |
|
|
3 Yr |
|
3.42 |
|
19.57 |
|
3 Yr |
|
3.42 |
|
19.57 |
|
12/31/1999 |
|
Return |
|
19.57 |
|
|
2/11/1900 |
|
-0.76 |
|
39.26 |
|
2/15/1900 |
|
-0.76 |
|
39.26 |
|
Incept |
|
%-tile |
|
39.26 |
|
|
44.4 |
|
Calendar Year Returns |
|
-22.95 |
|
44.4 |
|
Calendar Year Returns |
|
-22.95 |
|
35.7 |
|
EAFE |
|
-22.95 |
|
|
95.4 |
|
Fund |
|
17.73 |
|
103.6 |
|
Fund |
|
17.73 |
|
37 |
|
Return |
|
Standard Deviation |
16.67 |
|
|
12/31/1999 |
|
Return |
|
|
1 |
|
12/31/1999 |
|
Return |
|
|
1 |
|
96.5 |
|
%-tile |
|
|
1 |
|
|
Incept |
|
%-tile |
|
0 |
|
Incept |
|
%-tile |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
|
42.4 |
|
EAFE |
|
|
1 |
|
46 |
|
EAFE |
|
|
1 |
|
Fund |
|
5th %-tile |
|
|
1 |
|
|
44.4 |
|
Return |
|
0.39 |
|
44.4 |
|
Return |
|
0.39 |
|
EAFE |
|
25th %-tile |
|
0.12 |
|
|
95.4 |
|
%-tile |
|
|
6.95 |
|
103.6 |
|
%-tile |
|
|
6.95 |
|
Ratio |
|
50th %-tile |
|
|
1.95 |
|
|
Returns in Down Markets |
|
Universe |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
1 Yr |
|
75th %-tile |
|
0 |
|
|
Fund |
|
5th %-tile |
|
|
Diff |
|
Fund |
|
5th %-tile |
|
|
Diff |
|
-8.8 |
|
95th %-tile |
|
|
Diff |
|
|
EAFE |
|
25th %-tile |
|
0 |
|
EAFE |
|
25th %-tile |
|
0 |
|
-8.1 |
|
Qtr |
|
0 |
|
|
Ratio |
|
50th %-tile |
|
|
0 |
|
Ratio |
|
50th %-tile |
|
|
0 |
|
108 |
|
QU. FUND |
5.62 |
0.0562 |
|
0 |
|
|
1 Yr |
|
75th %-tile |
|
-25 |
|
1 Yr |
|
75th %-tile |
|
0 |
|
2 Yr |
|
UNIVERSE |
83 |
|
-25 |
|
|
-9.2 |
|
95th %-tile |
|
|
0.51 |
|
-9.7 |
|
95th %-tile |
|
2.11 |
|
-31.1 |
|
POLICY |
8.18 |
0.0818 |
|
-1.01 |
|
|
-8.1 |
|
Qtr |
|
-2.38 |
|
-8.1 |
|
Qtr |
|
-1.59 |
|
-27.6 |
|
58 |
|
-3.14 |
|
|
113.4 |
|
QU. FUND |
12.92 |
0.1292 |
|
-2.89 |
|
118.8 |
|
QU. FUND |
14.13 |
0.1413 |
|
-3.7 |
|
112.6 |
|
18.61 |
|
-2.13 |
|
|
2 Yr |
|
UNIVERSE |
91 |
|
-1.42 |
|
2 Yr |
|
UNIVERSE |
82 |
|
-0.21 |
|
3 Yr |
|
12.99 |
|
-2.56 |
|
|
-30 |
|
POLICY |
17.11 |
0.1711 |
|
-0.9 |
|
################################## |
|
POLICY |
17.11 |
0.1711 |
|
-1.45 |
|
-32.6 |
|
8.87 |
|
|
0.29 |
|
|
-27.6 |
|
33 |
|
-0.06 |
|
-27.6 |
|
33 |
|
-0.1 |
|
-31.3 |
|
6.39 |
|
0.01 |
|
|
108.4 |
|
20.34 |
|
|
-3.16 |
|
104.1 |
|
20.34 |
|
|
-0.44 |
|
104.3 |
|
3.84 |
|
|
-2.99 |
|
|
3 Yr |
|
17.66 |
|
-0.02 |
|
3 Yr |
|
17.66 |
|
-0.03 |
|
12/31/1999 |
|
YTD |
|
-0.02 |
|
|
-33.8 |
|
16.17 |
|
|
-0.2 |
|
################################## |
|
16.17 |
|
|
-0.04 |
|
Incept |
|
12.19 |
|
|
-0.19 |
|
|
-34.3 |
|
14.6 |
|
-3.63 |
|
-34.3 |
|
14.6 |
|
-0.54 |
|
-26.4 |
|
90 |
|
-3.1 |
|
|
98.7 |
|
11.43 |
|
|
2.48 |
|
90.9 |
|
11.43 |
|
|
3.38 |
|
-26.8 |
|
18.84 |
|
|
2.59 |
|
|
12/31/1999 |
|
YTD |
|
|
3 Yr |
|
12/31/1999 |
|
YTD |
|
3 Yr |
|
98.7 |
|
55 |
|
3 Yr |
|
|
Incept |
|
29.06 |
|
|
# of Negative Qtrs |
|
Incept |
|
32.91 |
|
|
# of Negative Qtrs |
|
40.9 |
|
40.34 |
|
|
# of Negative Qtrs |
|
|
-26.3 |
|
91 |
|
# of Positive Qtrs |
|
-26.1 |
|
77 |
|
# of Positive Qtrs |
|
88.8 |
|
27.72 |
|
# of Positive Qtrs |
|
|
-26.8 |
|
39.17 |
|
|
Batting Average |
|
-26.8 |
|
39.17 |
|
|
Batting Average |
|
7 Yr |
|
19.83 |
|
|
Batting Average |
|
|
98.1 |
|
50 |
|
Worst Qtr |
|
97.4 |
|
50 |
|
Worst Qtr |
|
33.6 |
|
15.37 |
|
Worst Qtr |
|
|
65.72 |
|
|
Best Qtr |
|
65.72 |
|
|
Best Qtr |
|
37 |
|
10.53 |
|
|
Best Qtr |
|
|
48.59 |
|
Range |
|
48.59 |
|
Range |
|
90.6 |
|
2002 |
|
Range |
|
|
38.92 |
|
|
Worst 4 Qtrs |
|
|
|
38.92 |
|
|
Worst 4 Qtrs |
|
9/30/1995 |
|
2002 FUND |
-17.03 |
-0.1703 |
|
Worst 4 Qtrs |
|
|
33.2 |
|
Standard Deviation |
|
33.2 |
|
Standard Deviation |
|
Incept |
|
UNIVERSE |
69 |
|
Standard Deviation |
|
|
27.55 |
|
|
Beta |
|
27.55 |
|
|
Beta |
|
32.2 |
|
POLICY |
-15.65 |
-0.1565 |
|
Beta |
|
|
2002 |
|
Annualized Alpha |
|
2002 |
|
Annualized Alpha |
|
34.9 |
|
60 |
|
Annualized Alpha |
|
|
2002 FUND |
-15.37 |
-0.1537 |
|
R-Squared |
|
2002 FUND |
-13.61 |
-0.1361 |
|
R-Squared |
|
92.3 |
|
1.13 |
|
R-Squared |
|
|
UNIVERSE |
58 |
|
Sharpe Ratio |
|
UNIVERSE |
47 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
-8.2 |
|
Sharpe Ratio |
|
|
POLICY |
-15.65 |
-0.1565 |
|
Treynor Ratio |
|
POLICY |
-15.65 |
-0.1565 |
|
Treynor Ratio |
|
Fund |
|
-14.26 |
|
|
Treynor Ratio |
|
|
60 |
|
Tracking Error |
|
|
|
60 |
|
Tracking Error |
|
Policy |
|
-17.82 |
|
Tracking Error |
|
|
1.13 |
|
|
Information Ratio |
|
1.13 |
|
|
Information Ratio |
|
Ratio |
|
-22.25 |
|
|
Information Ratio |
|
|
-8.2 |
|
|
Fund |
|
-8.2 |
|
Fund |
|
3 Yr |
|
2001 |
|
Fund |
|
|
-14.26 |
|
|
5 |
|
-14.26 |
|
|
5 |
|
-29.4 |
|
2001 FUND |
-19.79 |
-0.1979 |
|
6 |
|
|
-17.82 |
|
|
7 |
|
|
|
-17.82 |
|
7 |
|
-34.5 |
|
UNIVERSE |
59 |
|
6 |
|
|
-22.25 |
|
|
58.33 |
|
-22.25 |
|
|
58.33 |
|
85 |
|
POLICY |
-21.21 |
-0.2121 |
|
50 |
|
|
2001 |
|
|
-19.18 |
|
2001 |
|
-17.58 |
|
5 Yr |
|
66 |
|
-20.7 |
|
|
2001 FUND |
-16.27 |
-0.1627 |
|
17.19 |
|
2001 FUND |
-12.17 |
-0.1217 |
|
17.98 |
|
-26.5 |
|
3.58 |
|
16.43 |
|
|
UNIVERSE |
44 |
|
|
36.37 |
|
UNIVERSE |
30 |
|
35.56 |
|
-31.3 |
|
-10.16 |
|
37.13 |
|
|
POLICY |
-21.21 |
-0.2121 |
|
-24.37 |
|
POLICY |
-21.21 |
-0.2121 |
|
-23.16 |
|
84.6 |
|
-18.13 |
|
|
-27.24 |
|
|
66 |
|
|
16.61 |
|
66 |
|
16.22 |
|
7 Yr |
|
-22.9 |
|
16.92 |
|
|
3.58 |
|
|
0.92 |
|
3.58 |
|
|
0.89 |
|
-26.5 |
|
-29.05 |
|
|
0.98 |
|
|
-10.16 |
|
|
-0.66 |
|
|
-10.16 |
|
2.51 |
|
|
-31.3 |
|
2000 |
|
-1.69 |
|
|
|
|
-18.13 |
|
|
0.98 |
|
-18.13 |
|
|
0.95 |
|
84.6 |
|
2000 FUND |
-9.02 |
-0.0902 |
|
0.97 |
|
|
-22.9 |
|
-0.31 |
|
|
|
|
-22.9 |
|
-0.12 |
-0.0012 |
|
9/30/1995 |
|
UNIVERSE |
30 |
|
-0.74 |
|
|
-29.05 |
|
|
-5.66 |
|
-29.05 |
|
|
-2.25 |
|
Incept |
|
POLICY |
-13.96 |
-0.1396 |
|
-12.79 |
|
|
2000 |
|
2.87 |
|
2000 |
|
4.09 |
|
-26.5 |
|
44 |
|
2.89 |
|
|
2000 FUND |
-13.31 |
-0.1331 |
|
-0.13 |
|
2000 FUND |
-17.83 |
-0.1783 |
|
0.7 |
|
-31.3 |
|
2.88 |
|
-0.49 |
|
|
UNIVERSE |
41 |
|
|
EAFE |
|
UNIVERSE |
61 |
|
EAFE |
|
84.6 |
|
-8.21 |
|
EAFE |
|
|
POLICY |
-13.96 |
-0.1396 |
|
6 |
|
POLICY |
-13.96 |
-0.1396 |
|
6 |
|
-15.61 |
|
7 |
|
|
44 |
|
6 |
|
44 |
|
6 |
|
-24.08 |
|
5 |
|
|
2.88 |
|
41.67 |
|
2.88 |
|
41.67 |
|
-34 |
|
50 |
|
|
-8.21 |
|
-19.69 |
|
-8.21 |
|
-19.69 |
|
1999 |
|
-19.69 |
|
|
-15.61 |
|
|
19.57 |
|
-15.61 |
|
|
19.57 |
|
1999 FUND |
116.89 |
|
|
19.57 |
|
|
-24.08 |
|
39.26 |
|
-24.08 |
|
39.26 |
|
NA |
67.58 |
|
39.26 |
|
|
-34 |
|
|
-22.95 |
|
-34 |
|
|
-22.95 |
|
|
47.85 |
|
|
-28.27 |
|
|
1999 |
|
|
17.83 |
|
1999 |
|
17.83 |
|
28.32 |
|
17.01 |
|
|
1999 FUND |
116.89 |
|
1 |
|
1999 FUND |
116.89 |
|
1 |
|
16.51 |
|
1 |
|
|
NA |
67.58 |
|
0 |
|
NA |
67.58 |
|
0 |
|
1998 |
|
0 |
|
|
|
47.85 |
|
1 |
|
|
47.85 |
|
1 |
|
27.64 |
|
1 |
|
|
28.32 |
|
-0.27 |
|
28.32 |
|
-0.27 |
|
17.86 |
|
-0.65 |
|
|
16.51 |
|
-4.85 |
|
16.51 |
|
-4.85 |
|
11.79 |
|
-11.11 |
|
|
1998 |
|
0 |
|
1998 |
|
0 |
|
2.35 |
|
0 |
|
|
1998 FUND |
27.64 |
|
|
Diff |
|
27.64 |
|
|
Diff |
|
1998 FUND |
-29.32 |
|
|
Diff |
|
|
|
|
NA |
17.86 |
|
-1 |
|
17.86 |
|
-1 |
|
NA |
1997 |
|
-1 |
|
|
|
11.79 |
|
|
1 |
|
11.79 |
|
|
1 |
|
|
22.94 |
|
|
1 |
|
|
2.35 |
|
16.66 |
|
2.35 |
|
16.66 |
|
11.7 |
|
0 |
|
|
-29.32 |
|
0.51 |
|
1998 FUND |
-29.32 |
|
2.11 |
|
5.22 |
|
-1.01 |
|
|
1997 |
|
-2.38 |
|
NA |
1997 |
|
-1.59 |
|
-2.28 |
|
-3.14 |
|
|
22.94 |
|
-2.89 |
|
|
22.94 |
|
-3.7 |
|
-30.46 |
|
-2.13 |
|
|
11.7 |
|
-1.42 |
|
11.7 |
|
-0.21 |
|
1996 |
|
1.03 |
|
|
5.22 |
|
-1.22 |
|
5.22 |
|
-1.61 |
|
28.9 |
|
-0.09 |
|
|
-2.28 |
|
-0.08 |
|
-2.28 |
|
-0.11 |
|
20.05 |
|
-0.02 |
|
|
-30.46 |
|
|
-0.66 |
|
-30.46 |
|
|
2.51 |
|
14.65 |
|
|
-1.69 |
|
|
1996 |
|
-0.02 |
|
1996 |
|
-0.05 |
|
9.94 |
|
-0.03 |
|
|
28.9 |
|
|
-0.04 |
|
28.9 |
|
|
0.15 |
|
0.97 |
|
|
-0.09 |
|
|
20.05 |
|
-0.81 |
|
20.05 |
|
2.6 |
|
1995 |
|
-1.68 |
|
|
14.65 |
|
2.87 |
|
14.65 |
|
4.09 |
|
21.87 |
|
2.89 |
|
|
9.94 |
|
Incept |
Incept |
|
9.94 |
|
Incept |
Incept |
|
13.07 |
|
Incept |
|
|
0.97 |
|
# of Negative Qtrs |
|
0.97 |
|
# of Negative Qtrs |
|
9.83 |
|
# of Negative Qtrs |
|
|
1995 |
|
# of Positive Qtrs |
|
1995 |
|
# of Positive Qtrs |
|
3.73 |
|
# of Positive Qtrs |
|
|
21.87 |
|
Batting Average |
|
21.87 |
|
Batting Average |
|
-8.25 |
|
Batting Average |
|
|
13.07 |
|
Worst Qtr |
|
13.07 |
|
Worst Qtr |
|
19 |
|
Worst Qtr |
|
|
9.83 |
|
|
Best Qtr |
|
9.83 |
|
|
Best Qtr |
|
35.39 |
|
|
Best Qtr |
|
|
3.73 |
|
Range |
|
3.73 |
|
Range |
|
28.17 |
|
Range |
|
|
-8.25 |
|
|
Worst 4 Qtrs |
|
-8.25 |
|
|
Worst 4 Qtrs |
|
23.31 |
|
|
Worst 4 Qtrs |
|
|
Standard Deviation |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
Beta |
|
Beta |
|
6.14 |
|
Beta |
|
|
Annualized Alpha |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
R-Squared |
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
Sharpe Ratio |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
Treynor Ratio |
|
Treynor Ratio |
|
33.36 |
|
Treynor Ratio |
|
|
Tracking Error |
|
Tracking Error |
|
14 |
|
Tracking Error |
|
|
Information Ratio |
|
Information Ratio |
|
35.83 |
|
Information Ratio |
|
|
Fund |
Fund |
|
Fund |
Fund |
|
32.4 |
|
Fund |
|
|
8 |
|
8 |
|
29.2 |
|
8 |
|
|
8 |
|
8 |
|
26.22 |
|
7 |
|
|
Batting Average |
50 |
|
Batting Average |
50 |
|
19.15 |
|
46.67 |
|
|
|
-19.18 |
|
|
-17.58 |
|
1996 |
|
-20.7 |
|
|
|
17.19 |
|
|
17.98 |
|
22.92 |
|
16.43 |
|
|
|
36.37 |
|
|
35.56 |
|
27 |
|
37.13 |
|
|
|
-27.32 |
|
|
-28.02 |
|
22.96 |
|
-27.24 |
|
|
Standard Deviation |
17.13 |
|
Standard Deviation |
16.41 |
|
26 |
|
18.18 |
|
|
Beta |
0.96 |
|
Beta |
0.92 |
|
27.28 |
|
1.04 |
|
|
Annualized Alpha |
-0.2 |
-0.002 |
|
Annualized Alpha |
0.58 |
|
23.01 |
|
0.61 |
|
|
R-Squared |
0.9 |
|
R-Squared |
0.89 |
|
21.51 |
|
0.87 |
|
|
-0.52 |
|
-0.47 |
|
18.9 |
|
-0.72 |
|
|
-9.2 |
|
-8.46 |
|
15.28 |
|
-12.63 |
|
|
5.5 |
|
5.74 |
|
1995 |
|
6.46 |
|
|
-0.02 |
|
0.17 |
|
38.57 |
|
0 |
|
|
Policy |
EAFE |
|
Policy |
EAFE |
|
36.55 |
|
EAFE |
|
|
10 |
|
10 |
|
33.47 |
|
10 |
|
|
6 |
|
6 |
|
30.16 |
|
5 |
|
|
50 |
|
50 |
|
24.43 |
|
53.33 |
|
|
-19.69 |
|
-19.69 |
|
-19.69 |
|
|
19.57 |
|
19.57 |
|
19.57 |
|
|
39.26 |
|
39.26 |
|
39.26 |
|
|
-28.27 |
|
-28.27 |
|
-28.27 |
|
|
Standard Deviation |
16.83 |
|
Standard Deviation |
16.83 |
|
16.41 |
|
|
1 |
|
1 |
|
1 |
|
|
0 |
|
0 |
|
0 |
|
|
1 |
|
1 |
|
1 |
|
|
-0.52 |
|
-0.52 |
|
-0.8 |
|
|
-8.74 |
|
-8.74 |
|
-13.13 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-2 |
|
-2 |
|
-2 |
|
|
2 |
|
2 |
|
2 |
|
|
0 |
|
0 |
|
-6.66 |
|
|
0.51 |
|
2.11 |
|
-1.01 |
|
|
-2.38 |
|
-1.59 |
|
-3.14 |
|
|
-2.89 |
|
-3.7 |
|
-2.13 |
|
|
0.95 |
|
0.25 |
|
1.03 |
|
|
0.3 |
|
-0.42 |
|
1.77 |
|
|
-0.04 |
|
-0.08 |
|
0.04 |
|
|
-0.2 |
|
0.58 |
|
0.61 |
|
|
-0.1 |
|
-0.11 |
|
-0.13 |
|
|
0 |
|
0.05 |
|
0.08 |
|
|
-0.46 |
|
0.28 |
|
0.5 |
|
|
5.5 |
|
5.74 |
|
6.46 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|