SUNRISE POLICE |
SCROLL
TO RIGHT------> |
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Small Cap |
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LOCK |
BUCKHEAD TOTAL EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD TOTAL UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD TOTAL RISK HERE |
LOCK |
LOCK |
DHJ LG.GR. EXECUTIVE HERE |
LOCK |
LOCK |
DHJ EQ. UNIVERSE HERE |
LOCK |
LOCK |
DHJ EQ RISK HERE |
LOCK |
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BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY RISK HERE |
LOCK |
BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY RISK HERE |
LOCK |
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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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Sunrise Police |
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Buckhead (Small Cap Equity + Cash) |
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Sunrise Police |
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Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
DHJ Large Cap Growth Equity (R1000G) |
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DHJ Large Cap Growth Equity (R1000G) |
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DHJ Large Cap Growth Equity (R1000G) |
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Buckhead + C &S (incl. cash)
(C&S incept. 7/1/08) |
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Buckhead + C &S (incl. cash)
(C&S incept. 7/1/08) |
Buckhead + C &S (incl. cash)
(C&S incept. 7/1/08) |
Buckhead (Small Cap Equity + Cash) |
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Universe Comparisons |
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Buckhead (Small Cap Equity + Cash) |
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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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Executive Summary |
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Broad Small Cap Value Core |
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Risk Measures |
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Inception date is March 31, 2004 |
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70% Broad LC V Core. 30% Broad SCV
Core |
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1 Yr |
|
49 |
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Broad Large Cap Growth Equity |
|
54 |
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57 |
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Broad Large Cap Value Core Equity |
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61 |
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64 |
|
66 |
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68 |
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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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Inception date is December 31, 1997 |
|
51 |
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3 Yr |
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Inception date is December 31, 2002 |
|
59 |
|
3 Yr |
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Inception date is March 31, 2004 |
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Returns are in percent.
"%-tile" is the percentile ranking
within the universe. |
Incept |
2 Yr |
|
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive 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 |
|
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 |
|
All dollar values are shown in thousands. |
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Returns for periods exceeding one
year are annualized. |
# of Negative Qtrs |
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Returns are net of fees. |
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Incept is March 31, 2004 to March
31, 2008 |
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Batting Average |
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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 |
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Returns for periods exceeding one
year are annualized. |
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Incept is March 31, 2004 to June 30,
2008 |
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# of Positive Qtrs |
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Account Reconciliation |
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Trailing Returns through March 31,
2008 |
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Worst Qtr |
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Returns are gross of fees. |
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Incept is December 31, 1997 to June
30, 2008 |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 2002 to June
30, 2008 |
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Batting Average |
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Returns are net of fees. |
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Trailing Returns through June 30, 2008 |
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Batting Average |
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Beginning Value |
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Fund |
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Best Qtr |
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Account Reconciliation |
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Trailing Returns through June 30, 2008 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through June 30, 2008 |
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Worst Qtr |
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Account Reconciliation |
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Fund |
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Worst Qtr |
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Net Flows |
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Return |
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Range |
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Beginning Value |
|
Fund |
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Best Qtr |
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Beginning Value |
|
Fund |
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Best Qtr |
|
Beginning Value |
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Return |
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Best Qtr |
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Investment G/L |
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%-tile |
|
Worst 4 Qtrs |
|
Net Flows |
|
Return |
|
Range |
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Net Flows |
|
Return |
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Range |
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Net Flows |
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%-tile |
|
Range |
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Ending Value |
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Policy |
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Standard Deviation |
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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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R2000V |
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Worst 4 Qtrs |
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3/31/2008 |
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Return |
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Beta |
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Ending Value |
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R1000G |
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Standard Deviation |
|
Ending Value |
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R1000V |
|
Standard Deviation |
|
Ending Value |
|
Return |
|
Standard Deviation |
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|
Qtr |
|
%-tile |
|
Annualized Alpha |
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6/30/2008 |
|
Return |
|
Beta |
|
6/30/2008 |
|
Return |
|
Beta |
|
6/30/2008 |
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%-tile |
|
Beta |
|
|
18,911 |
|
Universe |
|
R-Squared |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
Universe |
|
Annualized Alpha |
|
|
-2,501 |
|
5th %-tile |
|
Sharpe Ratio |
|
4,141 |
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Universe |
|
R-Squared |
|
11,010 |
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Universe |
|
R-Squared |
|
4,095 |
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5th %-tile |
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R-Squared |
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-1,305 |
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25th %-tile |
|
Treynor Ratio |
|
-12 |
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5th %-tile |
|
Sharpe Ratio |
|
-18 |
|
5th %-tile |
|
Sharpe Ratio |
|
-1 |
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25th %-tile |
|
Sharpe Ratio |
|
|
15,105 |
|
50th %-tile |
|
Tracking Error |
|
25 |
|
25th %-tile |
|
Treynor Ratio |
|
-499 |
|
25th %-tile |
|
Treynor Ratio |
|
106 |
|
50th %-tile |
|
Treynor Ratio |
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|
2,008 |
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75th %-tile |
|
Information Ratio |
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4,154 |
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50th %-tile |
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Tracking Error |
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10,493 |
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50th %-tile |
|
Tracking Error |
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4,200 |
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75th %-tile |
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Tracking Error |
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YTD |
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95th %-tile |
|
Fund |
|
2008 |
|
75th %-tile |
|
Information Ratio |
|
2008 |
|
75th %-tile |
|
Information Ratio |
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2008 |
|
95th %-tile |
|
Information Ratio |
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20,893 |
|
2 Qtrs |
|
3 |
|
YTD |
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95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
2 Qtrs |
|
Fund |
|
|
-2,504 |
|
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-15.81 |
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1 |
|
6,597 |
|
1 Yr |
|
2 |
|
15,784 |
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|
2 Qtrs |
|
|
5 |
|
5,109 |
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-4.8 |
|
3 |
|
|
-3,284 |
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|
98 |
|
50 |
|
-1,930 |
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-2.22 |
-0.0222 |
|
10 |
|
-2,520 |
|
|
-11.21 |
|
7 |
|
-2 |
|
1 |
0.01 |
|
5 |
|
|
15,105 |
|
|
-12.7 |
|
|
-9.47 |
|
-513 |
|
20 |
|
50 |
|
-2,770 |
|
|
29 |
|
|
33.33 |
|
-907 |
|
-9.84 |
|
Batting Average |
50 |
|
|
38,077 |
|
54 |
|
5.97 |
|
4,154 |
|
-5.96 |
-0.0596 |
|
-8.37 |
|
10,493 |
|
-13.57 |
|
-8.13 |
|
4,200 |
|
50 |
0.5 |
|
-13.6 |
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|
Incept |
|
-9.88 |
|
15.44 |
|
12/31/1997 |
|
42 |
|
6.11 |
|
12/31/2002 |
|
67 |
|
6.95 |
|
3/31/2004 |
|
-6.19 |
|
|
9.61 |
|
|
13,788 |
|
-11.53 |
|
-12.71 |
|
Incept |
|
2.17 |
|
14.48 |
|
Incept |
|
-9.59 |
|
15.08 |
|
Incept |
|
-6.87 |
|
|
23.21 |
|
|
-1,464 |
|
-12.52 |
|
11.32 |
|
10,999 |
|
-3.56 |
|
-2.22 |
|
|
6,658 |
|
-10.95 |
|
-18.88 |
|
2,986 |
|
-9.87 |
|
-23.35 |
|
|
2,781 |
|
-13.62 |
|
0.92 |
|
-14,181 |
|
-7.03 |
|
10.09 |
|
-790 |
|
-12.27 |
|
10.02 |
|
661 |
|
-15.52 |
|
Standard Deviation |
15.24 |
|
|
15,105 |
15,105,000 |
|
-15.19 |
|
-4.94 |
|
7,336 |
|
|
-11.06 |
|
0.92 |
|
4,625 |
|
|
-14.04 |
|
0.89 |
|
554 |
|
-19.79 |
|
Beta |
1.01 |
|
|
Investment Policy |
|
3 Qtrs |
|
0.83 |
|
4,154 |
4,154,000 |
|
-16.5 |
|
0.47 |
|
10,493 |
10,493,000 |
|
-16.76 |
|
-1.8 |
-0.018 |
4,200 |
4,200,000 |
|
3 Qtrs |
|
Annualized Alpha |
1.19 |
0.0119 |
|
Index |
|
-17.62 |
|
-1.49 |
|
Investment Policy |
|
2 Yr |
|
0.95 |
|
Investment Policy |
|
3 Qtrs |
|
0.87 |
|
Investment Policy |
|
-17.75 |
|
R-Squared |
0.78 |
|
|
S&P 500 |
|
98 |
|
-18.37 |
|
Index |
|
6.06 |
0.0606 |
|
0.18 |
|
Index |
|
-18.43 |
|
-0.28 |
|
Index |
|
66 |
0.66 |
|
-0.52 |
|
|
Russell 2000 Value |
|
-13.13 |
|
4.69 |
|
Russell 1000 Growth |
|
28 |
|
1.97 |
|
Russell 1000 Value |
|
77 |
|
-3.2 |
|
Russell 2000 Value |
|
-16.4 |
|
-7.92 |
|
|
Total |
|
49 |
|
-0.85 |
|
Total |
|
5.8 |
0.058 |
|
2.47 |
|
Total |
|
-18.58 |
|
3.78 |
|
Total |
|
61 |
0.61 |
|
7.16 |
|
|
Weight |
|
-9.5 |
|
Policy |
|
Weight |
|
30 |
|
0 |
|
Weight |
|
79 |
|
-0.6 |
|
Weight |
|
-11.17 |
|
0.11 |
|
|
70 |
|
-12 |
|
3 |
|
100 |
|
10.21 |
|
R1000G |
|
100 |
|
-12.09 |
|
R1000V |
|
100 |
|
-14.07 |
|
Policy |
R2000V |
|
|
30 |
|
-13.17 |
|
1 |
|
100 |
|
6.39 |
|
3 |
|
100 |
|
-14.53 |
|
4 |
|
100 |
|
-16.13 |
|
4 |
|
|
100 |
|
-14.57 |
|
50 |
|
Trailing Returns through June 30, 2008 |
|
4.41 |
|
9 |
|
Trailing Returns through June 30, 2008 |
|
-16.22 |
|
8 |
|
Trailing Returns through June 30, 2008 |
|
-21.35 |
|
4 |
|
|
Trailing Returns through March 31, 2008 |
|
-16.82 |
|
-8.57 |
|
Fund |
|
2.38 |
|
50 |
|
Fund |
|
-18.26 |
|
66.67 |
|
Fund |
|
-26.65 |
|
50 |
|
|
Fund |
|
1 Yr |
|
5.08 |
|
R1000G |
|
-0.72 |
|
-10.18 |
|
R1000V |
|
-23.07 |
|
-8.72 |
|
R2000V |
|
1 Yr |
|
-7.27 |
|
|
Policy |
|
|
-12.71 |
|
|
13.65 |
|
Diff |
|
|
3 Yr |
|
|
6.86 |
|
Diff |
|
|
1 Yr |
|
|
8 |
|
Diff |
|
-23.35 |
-0.2335 |
|
9.03 |
|
|
Diff |
|
1 Yr FUND |
96 |
0.96 |
|
-8.71 |
|
1 Yr |
|
1 Yr FUND |
5.92 |
0.0592 |
|
17.04 |
|
1 Yr |
|
1 Yr FUND |
-18.88 |
-0.1888 |
|
16.72 |
|
1 Yr |
|
71 |
0.71 |
|
16.3 |
|
|
1 Yr |
|
UNIVERSE |
-8.71 |
|
11.19 |
|
################################## |
|
UNIVERSE |
41 |
|
-5.96 |
|
################################ |
|
UNIVERSE |
79 |
|
-18.78 |
|
################################### |
|
-21.63 |
-0.2163 |
|
-21.63 |
|
|
-12.71 |
|
POLICY |
65 |
0.65 |
|
1 |
|
-5.96 |
|
POLICY |
5.91 |
0.0591 |
|
10.7 |
|
-18.78 |
|
POLICY |
-18.78 |
-0.1878 |
|
10.58 |
|
-21.63 |
|
64 |
0.64 |
|
13.28 |
|
|
-8.71 |
|
-3.01 |
|
0 |
|
3.74 |
|
41 |
|
1 |
|
-0.1 |
|
78 |
|
1 |
|
-1.72 |
|
-16.43 |
|
1 |
|
|
-4 |
|
-6.65 |
|
1 |
|
2 Yr |
|
9.66 |
|
0 |
|
2 Yr |
|
-10.49 |
|
0 |
|
2 Yr |
|
-19.15 |
|
0 |
|
|
2 Yr |
|
-8.04 |
|
-1.15 |
|
1/6/1900 |
|
7.02 |
|
1 |
|
################################ |
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-13.52 |
|
1 |
|
################################### |
|
-20.45 |
|
1 |
|
|
################################# |
|
-9.6 |
|
-12.9 |
|
5.8 |
|
5.49 |
|
0.17 |
|
-0.51 |
|
-15.64 |
|
-0.05 |
|
-4.63 |
|
-26.79 |
|
-0.66 |
|
|
0.85 |
|
-12.53 |
|
0 |
|
0.26 |
|
4.07 |
|
1.8 |
|
-0.91 |
|
-18.41 |
|
-0.58 |
|
0.82 |
|
-32.05 |
|
-8.82 |
|
|
-2.2 |
|
2 Yr |
|
Diff |
|
3 Yr |
|
1.41 |
|
0 |
|
3 Yr |
|
-25.31 |
|
0 |
|
3 Yr |
|
2 Yr |
|
0 |
|
|
3 Yr |
|
-1.35 |
|
0 |
|
5.92 |
|
4 Yr |
|
Diff |
|
1/1/1900 |
|
2 Yr |
|
Diff |
|
1/1/1900 |
|
-3.81 |
= |
|
Diff |
|
|
1/2/1900 |
|
97 |
|
|
0 |
|
|
1/5/1900 |
|
5.41 |
0.0541 |
|
-1 |
|
|
1/3/1900 |
|
2 Yr FUND |
-1.42 |
-0.0142 |
|
1 |
|
1/1/1900 |
|
60 |
0.6 |
|
-1 |
|
|
1/5/1900 |
|
0.85 |
|
0 |
|
|
1/0/1900 |
|
49 |
|
1 |
|
|
-2.27 |
|
UNIVERSE |
83 |
|
-1 |
|
-0.22 |
|
-4.63 |
|
1 |
|
|
-2.98 |
|
60 |
|
|
-0.9 |
|
|
4 Yr |
|
4.84 |
0.0484 |
|
0 |
|
|
4 Yr |
|
POLICY |
-0.51 |
-0.0051 |
|
-33.34 |
|
4 Yr |
|
71 |
0.71 |
|
0 |
|
|
4 Yr |
|
4.05 |
|
0.89 |
|
5.41 |
|
61 |
|
1.81 |
|
1/3/1900 |
|
75 |
|
0.59 |
|
1/2/1900 |
|
-0.24 |
|
-6.33 |
|
|
1/4/1900 |
|
2.02 |
|
1.79 |
|
1/4/1900 |
|
8.62 |
|
-0.75 |
|
1/6/1900 |
|
4.22 |
|
-1.05 |
|
1/4/1900 |
|
-2.54 |
|
0.58 |
|
|
1/6/1900 |
|
1.06 |
|
-4 |
|
0.57 |
|
6.43 |
|
-2.56 |
|
-2.87 |
|
|
2.27 |
|
-1.64 |
|
-2.08 |
|
-3.17 |
|
6.91 |
|
|
-1.99 |
|
0.12 |
|
0.13 |
|
5 Yr |
|
5.35 |
|
3.74 |
|
5 Yr |
|
0.96 |
|
-0.1 |
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-6.79 |
|
-1.72 |
|
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-1.17 |
|
-0.08 |
|
6.97 |
|
3.95 |
|
-0.61 |
|
1/6/1900 |
|
-0.58 |
|
-0.56 |
|
3/31/2004 |
|
-9.7 |
|
1.96 |
|
|
3/31/2004 |
|
3 Yr |
|
-4.94 |
|
7.32 |
|
1.7 |
|
-0.08 |
|
1/8/1900 |
|
-4.92 |
|
-0.11 |
|
Incept |
|
3 Yr |
|
0.01 |
|
|
Incept |
|
2.48 |
|
-0.17 |
|
-0.35 |
|
5 Yr |
|
0.47 |
|
-2.1 |
|
3 Yr |
|
-1.8 |
|
4.22 |
|
1.17 |
0.0117 |
|
1.19 |
|
|
1/4/1900 |
|
3 YR FUND |
99 |
0.99 |
|
-0.34 |
|
6 Yr |
|
3 YR FUND |
6.97 |
0.0697 |
|
-0.05 |
|
6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
|
1.26 |
0.0126 |
|
-0.13 |
|
4.43 |
|
71 |
0.71 |
|
-0.22 |
|
|
1/6/1900 |
|
UNIVERSE |
5.46 |
|
-5.47 |
|
1/5/1900 |
|
UNIVERSE |
64 |
|
0.01 |
|
37621.00 |
|
|
89 |
|
-0.23 |
|
################################### |
|
1.39 |
0.0139 |
|
0.14 |
|
|
-1.99 |
|
POLICY |
54 |
0.54 |
|
4.69 |
|
6.58 |
|
POLICY |
7.32 |
0.0732 |
|
0.17 |
|
Incept |
|
|
3.53 |
0.0353 |
|
-2.62 |
|
Fiscal Year Returns Ending September |
|
64 |
0.64 |
|
0.9 |
|
|
Fiscal Year Returns Ending September |
|
9.29 |
|
2 Yr |
|
-1.08 |
|
57 |
|
2.47 |
|
8.59 |
|
|
61 |
|
3.78 |
|
Fund |
|
4.72 |
|
7.16 |
|
|
Fund |
|
6.48 |
|
5 Yr |
# of Negative Qtrs |
|
7 Yr |
|
10.43 |
|
5 Yr |
5 Yr |
|
1/10/1900 |
|
7.44 |
|
4 Yr |
|
R2000V |
|
2.52 |
|
3 Yr |
|
|
Policy |
|
5.57 |
|
# of Positive Qtrs |
|
1/1/1900 |
|
8.58 |
|
# of Negative Qtrs |
|
################################ |
|
5.24 |
|
# of Negative Qtrs |
|
Diff |
|
1.58 |
|
# of Negative Qtrs |
|
|
Diff |
|
4.79 |
|
Batting Average |
|
1.07 |
|
7.71 |
|
# of Positive Qtrs |
|
Fiscal Year Returns Ending September |
|
4.08 |
|
# of Positive Qtrs |
|
6/30/2008 |
|
0.31 |
|
# of Positive Qtrs |
|
|
3/31/2008 |
|
3.37 |
|
Worst Qtr |
|
1/0/1900 |
|
6.26 |
|
Batting Average |
|
Fund |
|
2.75 |
|
Batting Average |
|
Qtr |
|
-5.88 |
|
Batting Average |
|
|
Qtr |
|
4 Yr |
|
Best Qtr |
|
8 Yr |
|
3.99 |
|
Worst Qtr |
|
R1000V |
|
-0.94 |
|
Worst Qtr |
|
2.59 |
|
4 Yr |
|
Worst Qtr |
|
|
################################# |
|
4.02 |
|
Range |
|
################################## |
|
6 Yr |
|
Best Qtr |
|
Diff |
|
4 Yr |
|
Best Qtr |
|
################################### |
|
2.42 |
0.0242 |
|
Best Qtr |
|
|
################################# |
|
99 |
|
Worst 4 Qtrs |
|
################################## |
|
5.5 |
0.055 |
|
Range |
|
6/30/2008 |
|
3.19 |
0.0319 |
|
Range |
|
1/6/1900 |
|
78 |
0.78 |
|
Range |
|
|
1.57 |
|
6.01 |
|
Standard Deviation |
|
1/3/1900 |
|
69 |
|
Worst 4 Qtrs |
|
Qtr |
|
88 |
|
Worst 4 Qtrs |
|
2008 |
|
4.5 |
0.045 |
|
Worst 4 Qtrs |
|
|
2008 |
|
64 |
|
Beta |
|
9 Yr |
|
6.58 |
0.0658 |
|
Standard Deviation |
|
-4.55 |
|
6.06 |
0.0606 |
|
Standard Deviation |
|
YTD |
|
54 |
0.54 |
|
Standard Deviation |
|
|
YTD |
|
9.49 |
|
Annualized Alpha |
|
1/0/1900 |
|
37 |
|
Beta |
|
-5.31 |
|
32 |
|
Beta |
|
################################### |
|
7.11 |
|
Beta |
|
|
################################# |
|
7.35 |
|
R-Squared |
|
################################## |
|
9.08 |
|
Annualized Alpha |
|
1/0/1900 |
|
8.62 |
|
Annualized Alpha |
|
-16.4 |
|
5.51 |
|
Annualized Alpha |
|
|
-12.7 |
|
6.39 |
|
Sharpe Ratio |
|
2.57 |
|
7.04 |
|
R-Squared |
|
2008 |
|
6.59 |
|
R-Squared |
|
-1.35 |
|
4.59 |
|
R-Squared |
|
|
-3.11 |
|
5.72 |
|
Treynor Ratio |
|
10 Yr |
|
6.1 |
|
Sharpe Ratio |
|
YTD |
|
5.01 |
|
Sharpe Ratio |
|
2007 |
|
3.51 |
|
Sharpe Ratio |
|
|
2007 |
|
4.77 |
|
Tracking Error |
|
1/3/1900 |
|
5.06 |
|
Treynor Ratio |
|
################################ |
|
4.06 |
|
Treynor Ratio |
|
1/12/1900 |
|
-0.21 |
|
Treynor Ratio |
|
|
1/13/1900 |
|
5 Yr |
|
Information Ratio |
|
1/0/1900 |
|
3.63 |
|
Tracking Error |
|
################################ |
|
0.83 |
|
Tracking Error |
|
1/6/1900 |
|
5 Yr |
|
Tracking Error |
|
|
13.3 |
|
16.12 |
|
Fund |
|
2.33 |
|
7 Yr |
|
Information Ratio |
|
0.15 |
|
5 Yr |
|
Information Ratio |
|
6.29 |
|
12.93 |
|
Information Ratio |
|
|
-0.13 |
|
5 YR FUND |
14.16 |
0.1416 |
|
4 |
|
12/31/1997 |
|
5 YR FUND |
1.9 |
0.019 |
Fund |
Fund |
|
2007 |
|
6.82 |
0.0682 |
|
Fund |
|
2006 |
|
11.23 |
|
Fund |
|
|
2006 |
|
UNIVERSE |
13.2 |
|
4 |
|
Incept |
|
UNIVERSE |
48 |
|
5 |
|
1/13/1900 |
|
|
76 |
|
6 |
|
1/9/1900 |
|
10.34 |
|
4 |
|
|
11.07 |
|
POLICY |
12.39 |
0.1239 |
|
62.5 |
|
1/5/1900 |
|
POLICY |
1.07 |
0.0107 |
|
15 |
|
14.45 |
|
|
8.92 |
0.0892 |
|
10 |
|
14 |
|
8.22 |
|
8 |
|
|
1/11/1900 |
|
11.7 |
|
Batting Average |
-9.47 |
|
1/2/1900 |
|
65 |
|
Batting Average |
45 |
|
################################ |
|
|
30 |
|
31.25 |
|
-4.79 |
|
5.43 |
|
50 |
|
|
-0.74 |
|
6 Yr |
|
|
7.59 |
|
2.45 |
|
4.43 |
|
|
-8.37 |
|
2006 |
|
11.09 |
|
-8.13 |
|
2005 |
|
6 Yr |
|
-13.6 |
|
|
6/27/1905 |
|
8.92 |
|
|
17.06 |
|
Fiscal Year Returns Ending September |
|
2.9 |
|
|
10.86 |
|
1/11/1900 |
|
9.17 |
|
8.88 |
|
1/12/1900 |
|
13.75 |
|
13.53 |
|
|
1/11/1900 |
|
6.86 |
|
|
-12.71 |
|
Fund |
|
1.73 |
|
|
19.23 |
|
14.62 |
|
7.75 |
|
17.01 |
|
1/17/1900 |
|
9.09 |
|
27.13 |
|
|
13.96 |
|
5.93 |
|
|
9.84 |
|
R1000G |
|
0.67 |
|
|
-2.22 |
|
################################ |
|
6.86 |
|
-18.88 |
|
-4.82 |
|
7.5 |
|
-23.35 |
|
|
-2.79 |
|
5.15 |
|
Standard Deviation |
0.96 |
|
Diff |
|
-1.23 |
|
Standard Deviation |
8.91 |
|
2005 |
|
4.82 |
|
9.44 |
|
2004 2003 2002 2001 2000 1999 |
|
6.09 |
|
14.79 |
|
|
2004 2003 2002 2001 2000 1999 |
|
4.14 |
|
Beta |
-2.1 |
|
|
6/30/2008 |
|
8 Yr |
|
Beta |
0.89 |
|
1/10/1900 |
|
6 Yr |
|
0.88 |
|
Returns in Up Markets |
|
4.92 |
|
1.01 |
|
|
Returns in Up Markets |
|
7 Yr |
|
Annualized Alpha |
0.87 |
0.0087 |
|
Qtr |
|
-1.33 |
|
Annualized Alpha |
0.4 |
0.004 |
|
1/16/1900 |
|
9.31 |
|
-2.02 |
-0.0202 |
Fund |
|
7 Yr |
|
-0.02 |
-0.0002 |
|
Fund |
|
8.61 |
|
R-Squared |
-0.6 |
|
0.58 |
|
55 |
|
R-Squared |
0.93 |
|
################################ |
|
7.43 |
|
0.86 |
|
R2000V |
|
11.75 |
|
0.81 |
|
|
Policy |
|
7.29 |
|
-6.19 |
|
1.25 |
|
-4.57 |
|
0.44 |
|
6/26/1905 |
|
6.36 |
|
-0.04 |
|
Ratio |
|
9.73 |
|
-0.2 |
|
|
Ratio |
|
6.41 |
|
3.62 |
|
-0.67 |
|
87 |
|
4.39 |
|
1/16/1900 |
|
5.66 |
|
-0.45 |
|
2 Yr |
|
6.89 |
|
-2.91 |
|
|
1 Yr |
|
5.65 |
|
-0.61 |
|
2008 |
|
2.85 |
|
2.53 |
|
1/20/1900 |
|
3.71 |
|
3.68 |
|
20.7 |
|
6.09 |
|
6.39 |
|
|
1/6/1900 |
|
4.87 |
|
Policy |
|
YTD |
|
0.81 |
|
-0.14 |
|
################################ |
|
7 Yr |
|
-0.78 |
|
16.1 |
|
3.27 |
|
-0.03 |
|
|
5.1 |
|
8 Yr |
|
Policy |
4 |
|
-7.77 |
|
-0.86 |
|
Policy |
R1000G |
|
2003 2002 2001 2000 1999 |
|
6.92 |
|
R1000V |
|
128.9 |
|
8 Yr |
|
R2000V |
|
|
117.5 |
|
8.67 |
|
4 |
|
-9.75 |
|
-3.15 |
|
5 |
|
Returns in Up Markets |
|
4.83 |
|
4 |
|
3 Yr |
|
14.73 |
|
5 |
|
|
2 Yr |
|
7.07 |
|
37.5 |
|
1.98 |
|
-6.12 |
|
15 |
|
Fund |
|
3.69 |
|
12 |
|
22.4 |
|
11.61 |
|
7 |
|
|
20 |
|
5.68 |
|
-8.57 |
|
2007 |
|
9 Yr |
|
55 |
|
R1000V |
|
2.33 |
|
68.75 |
|
19.6 |
|
9.4 |
|
50 |
|
|
19.2 |
|
3.75 |
|
7.4 |
|
19.32 |
|
0.96 |
|
-10.18 |
|
Ratio |
|
0.94 |
|
-8.72 |
|
114.6 |
|
6.59 |
|
-7.27 |
|
|
104.2 |
|
2.26 |
|
15.97 |
|
19.35 |
|
48 |
|
10.41 |
|
3 Yr |
|
8 Yr |
|
|
10.38 |
|
4 Yr |
|
4.11 |
|
13.5 |
|
|
3 Yr |
|
Fiscal Year Returns Ending September |
|
-8.71 |
|
-0.03 |
|
-1.61 |
|
20.59 |
|
1/13/1900 |
|
8.26 |
|
19.1 |
|
1/19/1900 |
|
Fiscal Year Returns Ending September |
|
20.77 |
|
|
1/15/1900 |
|
Fund |
|
9.52 |
|
2006 |
|
85 |
|
-5.96 |
|
16.9 |
|
6.41 |
|
|
-18.78 |
|
21.5 |
|
Fund |
|
-21.63 |
|
|
17.3 |
|
Return |
|
Standard Deviation |
1 |
|
1/4/1900 |
|
5.26 |
|
Standard Deviation |
9.62 |
|
77.8 |
|
4.27 |
|
9.98 |
|
90.8 |
|
Return |
|
13.23 |
|
|
88.2 |
|
%-tile |
|
0 |
|
6.03 |
|
2.22 |
|
1 |
|
4 Yr |
|
1.26 |
|
1 |
|
3/31/2004 |
|
QU. FUND |
%-tile |
#VALUE! |
|
1 |
|
|
3/31/2004 |
|
Policy |
|
1 |
|
-1.61 |
|
0.86 |
|
0 |
|
1/11/1900 |
|
-0.46 |
|
0 |
|
Incept |
|
UNIVERSE |
R2000V |
|
0 |
|
|
Incept |
|
Return |
|
-0.39 |
|
2005 |
|
-0.57 |
|
1 |
|
15.9 |
|
Fiscal Year Returns Ending September |
|
1 |
|
21.1 |
|
POLICY |
Return |
#VALUE! |
|
1 |
|
|
1/16/1900 |
|
%-tile |
|
-3.74 |
|
12.97 |
|
-4.46 |
|
0.44 |
|
3/14/1900 |
|
Fund |
|
0.25 |
|
19.8 |
|
%-tile |
|
-0.21 |
|
|
18.9 |
|
Universe |
|
0 |
|
11.6 |
|
10 Yr |
|
4.26 |
|
5 Yr |
|
QU. FUND |
Return |
|
2.47 |
|
106.7 |
|
Universe |
#VALUE! |
|
-2.72 |
|
|
89 |
|
5th %-tile |
|
Diff |
|
1.37 |
|
3.29 |
|
0 |
|
1/14/1900 |
|
UNIVERSE |
%-tile |
|
0 |
|
Returns in Down Markets |
|
5th %-tile |
|
0 |
|
|
Returns in Down Markets |
|
25th %-tile |
|
0 |
|
2004 |
|
40 |
|
Diff |
|
17.2 |
|
POLICY |
R1000V |
|
Diff |
|
Fund |
|
25th %-tile |
#VALUE! |
|
Diff |
|
|
Fund |
|
50th %-tile |
|
0 |
|
4.45 |
|
0.96 |
|
0 |
|
83.8 |
|
Return |
|
2 |
|
R2000V |
|
50th %-tile |
|
-1 |
|
|
Policy |
|
75th %-tile |
|
|
25 |
|
7.51 |
|
86 |
|
|
0 |
|
12/31/2002 |
|
%-tile |
####### |
|
-2 |
|
Ratio |
|
75th %-tile |
#VALUE! |
|
1 |
|
|
Ratio |
|
95th %-tile |
|
-0.9 |
|
-3.06 |
|
7.25 |
|
-10 |
|
Incept |
|
Universe |
|
-37.5 |
|
2 Yr |
|
95th %-tile |
|
0 |
|
|
1 Yr |
|
Qtr |
|
|
0.19 |
|
2003 |
|
4.15 |
|
|
1.81 |
|
18 |
|
5th %-tile |
####### |
|
0.59 |
|
-23.3 |
|
Qtr |
#VALUE! |
|
-6.33 |
|
|
-17.6 |
|
-7 |
|
1.09 |
|
20.02 |
|
2.88 |
|
0.45 |
|
20.6 |
|
25th %-tile |
|
-1.5 |
|
-21.6 |
|
2.59 |
0.0259 |
|
0.03 |
|
|
################################# |
|
7 |
|
-4 |
|
1/25/1900 |
|
1.84 |
|
-1.36 |
|
3/27/1900 |
|
50th %-tile |
####### |
|
-2.09 |
|
108 |
|
4 |
0.04 |
|
6.36 |
|
|
134.2 |
|
-8.57 |
|
0.32 |
|
-5.89 |
|
-0.28 |
|
3.74 |
|
Returns in Down Markets |
|
75th %-tile |
|
-0.1 |
|
3 Yr |
|
-3.55 |
-0.0355 |
|
-1.72 |
|
|
2 Yr |
|
46 |
|
-0.04 |
|
2002 |
|
Fiscal Year Returns Ending September |
|
-0.71 |
|
Fund |
|
95th %-tile |
####### |
|
-0.54 |
|
-22.5 |
|
59 |
0.59 |
|
1.56 |
|
|
-18.9 |
|
-6.78 |
|
-2.1 |
|
################################## |
|
Fund |
|
-0.11 |
|
R1000V |
|
Qtr |
|
-0.12 |
|
-19.5 |
|
2.35 |
|
0.01 |
|
|
################################# |
|
-7.9 |
|
|
-0.13 |
|
################################## |
|
Return |
|
|
0.4 |
|
Ratio |
|
-4.55 |
-0.0455 |
|
-2.02 |
|
115.5 |
|
-1.6 |
|
-0.02 |
|
|
128.7 |
|
-8.75 |
|
-0.21 |
|
4.82 |
|
%-tile |
|
-0.07 |
|
3 Yr |
|
70 |
|
-0.14 |
|
4 Yr |
|
-2.06 |
|
-0.19 |
|
|
3 Yr |
|
-9.5 |
|
|
-2.45 |
|
2001 |
|
R1000G |
|
|
0 |
|
-18.9 |
|
-5.31 |
-0.0531 |
|
-0.29 |
|
-20.9 |
|
-5.86 |
|
0.01 |
|
|
-18.9 |
|
-10.48 |
|
3.62 |
|
################################## |
|
Return |
|
0.13 |
|
-18.8 |
|
79 |
|
-2.92 |
|
-18.8 |
|
-9.87 |
|
-0.19 |
|
|
################################# |
|
QU. FUND |
YTD |
####### |
|
3 Yr |
|
################################## |
|
%-tile |
|
2.53 |
|
100.5 |
|
-1.14 |
|
3.68 |
|
111.1 |
|
YTD |
|
6.39 |
|
|
128.7 |
|
UNIVERSE |
-15.81 |
|
# of Negative Qtrs |
|
12.51 |
|
Universe |
|
10 Yr |
|
4 Yr |
|
-2.72 |
|
Incept |
5 Yr |
|
3/31/2004 |
|
-17.75 |
|
4 Yr |
|
|
3/31/2004 |
|
POLICY |
98 |
0.98 |
|
# of Positive Qtrs |
|
2000 |
|
5th %-tile |
|
# of Negative Qtrs |
|
-18.9 |
|
-2.86 |
|
# of Negative Qtrs |
|
Incept |
|
66 |
|
# of Negative Qtrs |
|
|
Incept |
|
-12.7 |
|
Batting Average |
|
26.61 |
|
25th %-tile |
|
# of Positive Qtrs |
|
-18.8 |
|
-5 |
|
# of Positive Qtrs |
|
-20.9 |
|
-16.4 |
|
# of Positive Qtrs |
|
|
################################# |
|
54 |
|
Worst Qtr |
|
1/23/1900 |
|
QU. FUND |
50th %-tile |
|
Batting Average |
|
4/9/1900 |
|
2004 FUND |
-6.53 |
-0.0653 |
|
Batting Average |
|
-18.8 |
|
61 |
|
Batting Average |
|
|
-12.4 |
|
-9.88 |
|
Best Qtr |
|
3.18 |
|
UNIVERSE |
75th %-tile |
|
Worst Qtr |
|
5 Yr |
|
UNIVERSE |
YTD |
|
Worst Qtr |
|
111.1 |
|
-11.17 |
|
Worst Qtr |
|
|
114.6 |
|
-11.53 |
|
Range |
|
1999 |
|
POLICY |
95th %-tile |
|
Best Qtr |
|
-18.9 |
|
POLICY |
-18.43 |
-0.1843 |
|
Best Qtr |
|
-14.07 |
|
Best Qtr |
|
|
S&P500 |
|
-12.52 |
|
Worst 4 Qtrs |
|
29.82 |
|
Qtr |
|
Range |
|
-18.8 |
|
77 |
|
Range |
|
-16.13 |
|
Range |
|
|
Ratio |
|
-13.62 |
|
|
Standard Deviation |
|
2/3/1900 |
|
0.58 |
0.0058 |
|
Worst 4 Qtrs |
|
100.5 |
|
-18.58 |
|
Worst 4 Qtrs |
|
-21.35 |
|
Worst 4 Qtrs |
|
|
3 Yr |
|
-15.19 |
|
Beta |
|
-5.03 |
|
54 |
|
Standard Deviation |
|
12/31/2002 |
|
79 |
|
Standard Deviation |
|
-26.65 |
|
Standard Deviation |
|
|
-40.5 |
|
2007 |
|
|
Annualized Alpha |
|
Returns in Up Markets |
|
1.25 |
0.0125 |
|
Beta |
|
Incept |
|
-12.09 |
|
Beta |
|
2007 |
|
Beta |
|
|
-40.8 |
|
13.17 |
|
R-Squared |
|
Fund |
|
46 |
|
Annualized Alpha |
|
-18.1 |
|
-14.53 |
|
Annualized Alpha |
|
12.37 |
|
Annualized Alpha |
|
|
99.2 |
|
83 |
|
Sharpe Ratio |
|
R1000G |
|
5.8 |
|
R-Squared |
|
-18.6 |
|
-16.22 |
|
|
R-Squared |
|
55 |
|
R-Squared |
|
|
5 Yr |
|
13.3 |
|
Treynor Ratio |
|
Ratio |
|
2.64 |
|
Sharpe Ratio |
|
4/6/1900 |
|
-18.26 |
|
Sharpe Ratio |
|
6.08 |
|
Sharpe Ratio |
|
|
-31 |
|
82 |
|
Tracking Error |
|
3 Yr |
|
0.89 |
|
Treynor Ratio |
|
2003 FUND |
-23.07 |
-0.2307 |
|
Treynor Ratio |
|
100 |
|
Treynor Ratio |
|
|
-30.9 |
|
20.14 |
|
Information Ratio |
|
14.2 |
|
-1.1 |
|
Tracking Error |
|
UNIVERSE |
2007 |
|
Tracking Error |
|
23.98 |
|
Tracking Error |
|
|
100.2 |
|
16.71 |
|
|
Fund |
|
1/15/1900 |
|
-4.63 |
|
|
Information Ratio |
|
POLICY |
13.45 |
0.1345 |
|
Information Ratio |
|
15.39 |
|
Information Ratio |
|
|
6 Yr |
|
15.09 |
|
4 |
|
3/30/1900 |
|
YTD |
|
Fund |
|
80 |
|
Fund |
|
12.62 |
|
Fund |
|
|
-30.8 |
|
13.63 |
|
|
8 |
|
5 Yr |
|
-7.77 |
|
|
14 |
|
14.45 |
|
7 |
|
9.91 |
|
6 |
|
|
-31.3 |
|
11.48 |
|
50 |
|
1/15/1900 |
|
18 |
|
26 |
|
71 |
|
|
13 |
|
7.04 |
|
10 |
|
|
98.5 |
|
2003 FUND |
2006 |
20.06 |
|
-9.47 |
|
1/17/1900 |
|
-9.75 |
|
47.5 |
|
20.58 |
|
Batting Average |
40 |
|
2006 |
|
43.75 |
|
|
12/31/1997 |
|
UNIVERSE |
11.07 |
|
7.59 |
|
3/28/1900 |
|
34 |
|
-16.95 |
|
16.52 |
|
|
-8.13 |
|
9.21 |
|
-13.6 |
|
|
Incept |
|
POLICY |
44 |
0.44 |
|
17.06 |
|
10 Yr |
|
-4.98 |
|
21.83 |
|
15.76 |
|
|
14.81 |
|
55 |
|
13.53 |
|
|
-30.8 |
|
11.81 |
|
-12.71 |
|
27.1 |
|
-8.73 |
|
38.78 |
|
13.91 |
|
|
22.94 |
|
14 |
|
27.13 |
|
|
-31.3 |
|
28 |
|
9.18 |
|
31.8 |
|
2004 FUND |
-11.46 |
-0.1146 |
|
-33.13 |
|
2002 FUND |
10.41 |
|
|
-18.88 |
|
1 |
|
-23.35 |
|
|
4/7/1900 |
|
13.63 |
|
0.91 |
|
3/25/1900 |
|
UNIVERSE |
-13.83 |
|
16.84 |
|
|
|
UNIVERSE |
2006 |
|
Standard Deviation |
9.55 |
|
13.25 |
|
15.02 |
|
|
11.93 |
|
|
-2.35 |
|
12/31/1997 |
|
POLICY |
-18.67 |
-0.1867 |
|
0.78 |
|
|
NA |
11.92 |
|
Beta |
0.89 |
|
11.5 |
|
1 |
|
|
10.71 |
|
0.87 |
0.0087 |
|
Incept |
|
2007 |
|
2.18 |
0.0218 |
|
54 |
|
Annualized Alpha |
-1.02 |
-0.0102 |
|
9.78 |
|
-1.78 |
-0.0178 |
|
8.99 |
|
|
-0.19 |
|
28.7 |
|
19.32 |
|
0.96 |
|
14.62 |
|
R-Squared |
0.84 |
|
6.28 |
|
0.82 |
|
|
|
|
6.6 |
|
-1.9 |
|
2/1/1900 |
|
46 |
|
-0.01 |
|
|
|
15 |
|
0.39 |
|
-2.91 |
|
-0.08 |
|
|
2002 FUND |
2005 |
20.05 |
|
3.47 |
|
87.6 |
|
19.35 |
|
|
-0.23 |
|
15.94 |
|
4.22 |
|
2005 |
|
-1.17 |
|
|
UNIVERSE |
11.17 |
|
-0.86 |
|
Returns in Down Markets |
|
46 |
|
5.84 |
|
13.87 |
|
3.92 |
|
12.93 |
|
6.36 |
|
|
POLICY |
95 |
0.95 |
|
Policy |
|
Fund |
|
27.74 |
|
|
0.4 |
|
12.19 |
|
-0.54 |
|
91 |
|
-0.33 |
|
|
13.96 |
|
4 |
|
R1000G |
|
21.53 |
|
R1000G |
|
10.63 |
|
Policy |
R1000V |
|
17.75 |
|
R2000V |
|
|
66 |
|
8 |
|
Ratio |
|
2003 FUND |
18.79 |
0.1879 |
|
16 |
|
|
8.06 |
|
|
4 |
|
71 |
|
6 |
|
|
22.41 |
|
50 |
|
3 Yr |
|
UNIVERSE |
15.69 |
|
24 |
|
|
2005 |
|
16 |
|
24.63 |
|
10 |
|
|
17.21 |
|
|
-8.57 |
|
-11.8 |
|
POLICY |
10.15 |
0.1015 |
|
52.5 |
|
|
10.7 |
|
|
60 |
|
21.81 |
|
56.25 |
|
|
14.97 |
|
7.4 |
|
-14.3 |
|
2006 |
|
-21.35 |
|
86 |
|
-8.72 |
|
20.3 |
|
-7.27 |
|
|
13.26 |
|
|
15.97 |
|
82.3 |
|
4.42 |
|
26.74 |
|
16.69 |
|
14.19 |
|
16.98 |
|
13.5 |
|
|
11.01 |
|
-8.71 |
|
5 Yr |
|
65 |
|
48.09 |
|
27 |
|
22.91 |
|
11.37 |
|
20.77 |
|
|
2001 FUND |
2004 |
20.04 |
|
9.37 |
|
################################## |
|
6.03 |
|
|
-45.64 |
|
|
19.68 |
|
-18.78 |
|
2004 |
|
-21.63 |
|
|
UNIVERSE |
23.62 |
|
1 |
|
################################## |
|
49 |
|
21.22 |
|
|
16.88 |
|
Standard Deviation |
9.81 |
|
33.25 |
|
13.68 |
|
|
POLICY |
19.76 |
0.1976 |
|
0 |
|
3/23/1900 |
|
11.56 |
|
|
1 |
|
|
13.52 |
|
1 |
|
24.88 |
|
1 |
|
|
17.24 |
|
1 |
|
10 Yr |
|
8.5 |
|
0 |
|
11.95 |
|
0 |
|
22.79 |
|
0 |
|
|
15.21 |
|
0.13 |
|
-24.3 |
|
2002 FUND |
5.96 |
0.0596 |
|
1 |
|
8.75 |
|
|
1 |
|
19.56 |
|
1 |
|
|
12.19 |
|
1.25 |
|
-32.3 |
|
UNIVERSE |
3.16 |
|
-0.12 |
|
2004 |
|
0.6 |
|
13.41 |
|
0.07 |
|
|
2003 |
|
|
0 |
|
75.1 |
|
POLICY |
-3.37 |
-0.0337 |
|
-2.51 |
|
16.73 |
|
|
5.86 |
|
2003 |
|
0.91 |
|
|
27.84 |
|
Diff |
|
12/31/1997 |
|
2005 |
|
0 |
|
52 |
|
0 |
|
36.11 |
|
0 |
|
|
25.03 |
|
|
0 |
|
Incept |
|
12.97 |
|
Diff |
|
20.52 |
|
Diff |
|
29.71 |
|
Diff |
|
|
23.22 |
|
0 |
|
-24.3 |
|
63 |
|
-2 |
|
11 |
|
3 |
|
26.15 |
|
0 |
|
|
|
|
2000 FUND |
20.96 |
0.2096 |
|
0 |
|
-32.3 |
|
11.6 |
|
|
2 |
|
|
|
22.11 |
|
-3 |
|
22.71 |
|
0 |
|
|
UNIVERSE |
18.02 |
|
-0.9 |
|
75.1 |
|
74 |
|
-5 |
|
19.07 |
|
-20 |
|
14.77 |
|
-12.5 |
|
|
POLICY |
2002 |
20.02 |
|
0.19 |
|
26.56 |
|
|
4.4 |
|
16.91 |
|
0.59 |
|
2002 |
|
-6.33 |
|
|
-5.31 |
|
1.09 |
|
18.97 |
|
-4.91 |
|
14.24 |
|
0.62 |
|
9.49 |
|
0.03 |
|
|
-10.93 |
|
-4 |
|
2001 FUND |
14.4 |
0.144 |
|
-9.31 |
|
13.09 |
|
0.03 |
|
2.65 |
|
6.36 |
|
|
-13.63 |
|
-0.19 |
|
UNIVERSE |
11.48 |
|
12.51 |
|
2003 |
|
-0.1 |
|
-2.41 |
|
-1.72 |
|
|
-15.7 |
|
|
-0.09 |
|
POLICY |
7.67 |
0.0767 |
|
-4.38 |
|
30.96 |
|
-0.26 |
|
-6.84 |
|
1.34 |
|
|
-18.62 |
|
-2.35 |
|
2004 |
|
-0.22 |
|
24.87 |
|
-0.11 |
|
-14.06 |
|
0 |
|
|
2001 |
|
|
-0.13 |
|
4.45 |
|
2.18 |
|
23.88 |
|
-1.02 |
|
2001 |
|
-1.78 |
|
|
4.41 |
|
-0.32 |
|
88 |
|
-0.04 |
|
20.99 |
|
-0.16 |
|
14.31 |
|
-0.18 |
|
|
1999 FUND |
-3.06 |
-0.0306 |
|
-3.15 |
|
7.51 |
|
|
0.11 |
|
16.35 |
|
-0.21 |
|
8.77 |
|
-0.15 |
|
|
UNIVERSE |
-8.63 |
|
3.47 |
|
63 |
|
2.28 |
|
2002 |
|
-1.64 |
|
3.66 |
|
-2.08 |
|
|
POLICY |
-15.13 |
-0.1513 |
|
Incept |
|
17.89 |
|
|
5.84 |
|
-8.29 |
|
3.92 |
|
-5.01 |
|
6.36 |
|
|
-20.75 |
|
# of Negative Qtrs |
|
11.72 |
|
Incept |
|
-14.16 |
|
Incept |
|
-19.22 |
|
Incept |
|
|
2000 |
|
# of Positive Qtrs |
|
2000 FUND |
8.74 |
0.0874 |
|
# of Negative Qtrs |
|
-16.99 |
|
# of Negative Qtrs |
|
2000 |
|
# of Negative Qtrs |
|
|
22.04 |
|
Batting Average |
|
UNIVERSE |
6.26 |
|
# of Positive Qtrs |
|
-20.58 |
|
# of Positive Qtrs |
|
37.32 |
|
# of Positive Qtrs |
|
|
15.71 |
|
Worst Qtr |
|
POLICY |
2.04 |
0.0204 |
|
Batting Average |
|
-22.74 |
|
Batting Average |
|
26.91 |
|
Batting Average |
|
|
11.94 |
|
Best Qtr |
|
2003 |
|
Worst Qtr |
|
2001 |
|
Worst Qtr |
|
19.81 |
|
Worst Qtr |
|
|
7.53 |
|
Range |
|
20.02 |
|
Best Qtr |
|
12.55 |
|
Best Qtr |
|
14.46 |
|
Best Qtr |
|
|
2.05 |
|
Worst 4 Qtrs |
|
63 |
|
Range |
|
-0.17 |
|
Range |
|
-0.83 |
|
Range |
|
|
1998 FUND |
30.71 |
|
Standard Deviation |
|
25.91 |
|
Worst 4 Qtrs |
|
-9.44 |
|
Worst 4 Qtrs |
|
-0.83 |
|
Worst 4 Qtrs |
|
|
UNIVERSE |
16 |
|
Beta |
|
19 |
|
Standard Deviation |
|
-20.21 |
|
Standard Deviation |
|
Standard Deviation |
|
|
POLICY |
28.58 |
|
Annualized Alpha |
|
34.24 |
|
Beta |
|
-26.91 |
|
Beta |
|
Beta |
|
|
25 |
|
R-Squared |
|
24.4 |
|
Annualized Alpha |
|
2000 |
|
Annualized Alpha |
|
Annualized Alpha |
|
|
35.85 |
|
Sharpe Ratio |
|
21.58 |
|
R-Squared |
|
26.23 |
|
R-Squared |
|
R-Squared |
|
|
28.5 |
|
Treynor Ratio |
|
18.63 |
|
Sharpe Ratio |
|
16.2 |
|
Sharpe Ratio |
|
Sharpe Ratio |
|
|
25.14 |
|
Tracking Error |
|
13.1 |
|
Treynor Ratio |
|
12.71 |
|
Treynor Ratio |
|
Treynor Ratio |
|
|
17.48 |
|
Information Ratio |
|
2002 |
|
Tracking Error |
|
7.77 |
|
Tracking Error |
|
Tracking Error |
|
|
7.55 |
|
Fund |
|
-17.69 |
|
Information Ratio |
|
1.45 |
|
Information Ratio |
|
Information Ratio |
|
|
1997 |
|
6 |
|
19 |
|
Fund |
|
Fund |
|
Fund |
|
|
36.26 |
|
10 |
|
-22.51 |
|
14 |
|
8 |
|
6 |
|
|
32.81 |
|
43.75 |
|
60 |
|
28 |
|
14 |
|
11 |
|
|
30.27 |
|
-9.47 |
|
-12.54 |
|
47.62 |
|
45.45 |
|
47.06 |
|
|
25.81 |
|
9.74 |
|
-18.67 |
|
-16.95 |
|
-8.13 |
|
-13.6 |
|
|
15.95 |
|
19.21 |
|
-21.5 |
|
21.83 |
|
17.8 |
|
13.53 |
|
|
1996 |
|
-12.71 |
|
-24.59 |
|
38.78 |
|
25.93 |
|
27.13 |
|
|
28.82 |
|
8.97 |
|
-30.7 |
|
-33.13 |
|
-18.88 |
|
-23.35 |
|
|
23.34 |
|
0.89 |
|
2001 |
|
17 |
|
10.14 |
|
14.83 |
|
|
21.69 |
|
-1.22 |
|
-33.13 |
|
0.78 |
|
0.9 |
|
0.95 |
|
|
18.67 |
|
0.86 |
|
24 |
|
2.65 |
|
-0.56 |
-0.0056 |
|
0.19 |
0.0019 |
|
13.52 |
|
0.05 |
|
-45.64 |
|
0.96 |
|
0.87 |
|
0.78 |
|
|
0.53 |
|
74 |
|
0.09 |
|
0.56 |
|
0.05 |
|
|
3.51 |
|
-27.62 |
|
2.06 |
|
6.34 |
|
0.83 |
|
|
-0.57 |
|
-33.35 |
|
5.78 |
|
3.83 |
|
6.98 |
|
|
Policy |
|
-38.5 |
|
0.42 |
|
-0.43 |
|
-0.03 |
|
|
6 |
|
-46.64 |
|
R1000G |
|
R1000V |
|
R2000V |
|
|
10 |
|
-56.07 |
|
16 |
|
5 |
|
6 |
|
|
56.25 |
|
2000 |
|
26 |
|
17 |
|
11 |
|
|
-8.57 |
|
26.61 |
|
52.38 |
|
54.55 |
|
52.94 |
|
|
10.43 |
|
29 |
|
-21.35 |
|
-8.72 |
|
-7.27 |
|
|
19 |
|
23.43 |
|
26.74 |
|
17.27 |
|
13.5 |
|
|
-8.71 |
|
40 |
|
48.09 |
|
25.99 |
|
20.77 |
|
|
9.37 |
|
47.93 |
|
-45.64 |
|
-18.78 |
|
-21.63 |
|
|
1 |
|
27.65 |
|
21.19 |
|
10.45 |
|
13.74 |
|
|
0 |
|
19.97 |
|
1 |
|
1 |
|
1 |
|
|
1 |
|
13.09 |
|
0 |
|
0 |
|
0 |
|
|
0.26 |
|
7.83 |
|
1 |
|
1 |
|
1 |
|
|
2.46 |
|
-0.04 |
|
0.71 |
|
0.07 |
|
|
0 |
|
-0.84 |
|
7.37 |
|
1 |
|
|
Diff |
|
0 |
|
0 |
|
0 |
|
|
0 |
|
Diff |
|
Diff |
|
Diff |
|
|
0 |
|
-2 |
|
3 |
|
0 |
|
|
-12.5 |
|
2 |
|
-3 |
|
0 |
|
|
-0.9 |
|
-4.76 |
|
-9.1 |
|
-5.88 |
|
|
-0.69 |
|
4.4 |
|
0.59 |
|
-6.33 |
|
|
0.21 |
|
-4.91 |
|
0.53 |
|
0.03 |
|
|
-4 |
|
-9.31 |
|
-0.06 |
|
6.36 |
|
|
-0.4 |
|
12.51 |
|
-0.1 |
|
-1.72 |
|
|
-0.11 |
|
-4.19 |
|
-0.31 |
|
1.09 |
|
|
-1.22 |
|
-0.22 |
|
-0.1 |
|
-0.05 |
|
|
-0.14 |
|
2.65 |
|
-0.56 |
|
0.19 |
|
|
-0.21 |
|
-0.04 |
|
-0.13 |
|
-0.22 |
|
|
-1.93 |
|
0.13 |
|
-0.15 |
|
-0.02 |
|
|
3.51 |
|
2.9 |
|
-1.03 |
|
-0.17 |
|
|
3.51 |
|
5.78 |
|
3.83 |
|
6.98 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|