SUNRISE POLICE |
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LOCK |
ALETHEIA |
LOCK |
LOCK |
ALETHEIA UNIVERSE HERE |
LOCK |
LOCK |
ALETHEIA RISK HERE |
LOCK |
LOCK |
Mutual of America |
LOCK |
LOCK |
Mutual of America |
LOCK |
LOCK |
Mutual of America |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
N/A |
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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Aletheia (Growth Equity + Cash) |
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Aletheia (Growth Equity + Cash) |
|
Aletheia (Growth Equity + Cash) |
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Mutual of America Mid-cap Equity
(inception 4/1/2008) |
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Mutual of America Mid-cap Equity
(inception 4/1/2008) |
Mutual of America Mid-cap Equity
(inception 4/1/2008) |
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 |
|
Executive Summary |
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Universe Comparisons |
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Risk Measures |
|
|
71 |
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Broad Large Cap Growth Core |
|
75 |
|
78 |
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Broad Small Cap |
|
82 |
|
82 |
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International Equity |
|
86 |
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Inception date is March 31, 2007 |
|
73 |
|
1 Yr |
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Inception date is March 31, 2008 |
|
80 |
|
Incept |
|
Inception date is December 31, 1999 |
|
84 |
|
1 Yr |
|
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
|
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
|
Returns are net of fees. |
|
Incept is March 31, 2007 to June 30,
2008 |
|
Batting Average |
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Returns are net of fees. |
|
Incept is March 31, 2008 to June 30, 2008 |
|
Batting Average |
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Returns are net of fees. |
|
Incept is December 31, 1999 to
September 30, 2003 |
Batting Average |
|
|
Account Reconciliation |
|
Trailing Returns through June 30,
2008 |
|
Worst Qtr |
|
Account Reconciliation |
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Trailing Returns through June 30, 2008 |
|
Worst Qtr |
|
Account Reconciliation |
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Trailing Returns through September
30, 2003 |
|
Worst Qtr |
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|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
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Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
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Net Flows |
|
Return |
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Range |
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Net Flows |
|
Return |
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Range |
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Net Flows |
|
Return |
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Range |
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Investment G/L |
|
%-tile |
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Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
|
Ending Value |
|
R1000G |
|
Standard Deviation |
|
Ending Value |
|
S&P400 |
|
Standard Deviation |
|
Ending Value |
|
EAFE |
|
Standard Deviation |
|
|
6/30/2008 |
|
Return |
|
Beta |
|
6/30/2008 |
|
Return |
|
Beta |
|
9/30/2003 |
|
Return |
|
Beta |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
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6,171 |
|
Universe |
|
R-Squared |
|
4,905 |
|
Universe |
|
R-Squared |
|
1,221 |
|
Universe |
|
R-Squared |
|
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-1 |
|
5th %-tile |
|
Sharpe Ratio |
|
0 |
|
5th %-tile |
|
Sharpe Ratio |
|
0 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
264 |
|
25th %-tile |
|
Treynor Ratio |
|
269 |
|
25th %-tile |
|
Treynor Ratio |
|
69 |
|
25th %-tile |
|
Treynor Ratio |
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6,434 |
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50th %-tile |
|
Tracking Error |
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5,174 |
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50th %-tile |
|
Tracking Error |
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1,290 |
|
50th %-tile |
|
Tracking Error |
|
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2008 |
|
75th %-tile |
|
Information Ratio |
|
2008 |
|
75th %-tile |
|
Information Ratio |
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2003 |
|
75th %-tile |
|
Information Ratio |
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|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
6,665 |
|
2 Qtrs |
|
2 |
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0 |
|
2 Qtrs |
|
0 |
|
1,150 |
|
2 Qtrs |
|
1 |
|
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0 |
|
-3.24 |
-0.0324 |
|
2 |
|
4,905 |
|
-3.32 |
|
1 |
|
0 |
|
22.98 |
|
3 |
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|
-231 |
|
1 |
|
100 |
|
269 |
|
-7.11 |
|
100 |
|
140 |
|
89 |
|
25 |
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6,434 |
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-9.06 |
-0.0906 |
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-7.2 |
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5,174 |
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-9.34 |
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5.49 |
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1,290 |
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29.35 |
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-8.78 |
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3/31/2007 |
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23 |
|
8.59 |
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3/31/2008 |
|
-11.8 |
|
5.49 |
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12/31/1999 |
|
54 |
|
16.43 |
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Incept |
|
-6.73 |
|
15.79 |
|
Incept |
|
-16.35 |
|
0 |
|
Incept |
|
46.02 |
|
25.21 |
|
|
5,766 |
|
-9.23 |
|
4.82 |
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4,905 |
|
3 Qtrs |
|
22 |
|
1,823 |
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37.33 |
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21.3 |
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-2 |
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-10.81 |
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14.74 |
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0 |
|
-5.58 |
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0.98 |
|
76 |
|
29.72 |
|
14.58 |
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|
670 |
|
-12.82 |
|
0.94 |
|
269 |
|
-10.66 |
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0.53 |
|
-609 |
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26.15 |
|
1.01 |
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6,434 |
6434000 |
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-15.62 |
|
11.16 |
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5,174 |
5,174,000 |
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-13.71 |
|
1 |
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1,290 |
1,290,000 |
|
21.22 |
|
-4.52 |
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Investment Policy |
|
3 Qtrs |
|
0.84 |
|
Investment Policy |
|
-16.2 |
|
0.23 |
|
Investment Policy |
|
3 Qtrs |
|
0.97 |
|
|
Index |
|
-3.46 |
-0.0346 |
|
0.1 |
|
Index |
|
-22.07 |
|
5.19 |
|
Index |
|
12.19 |
|
1.38 |
|
|
Russell 1000 Growth |
|
1 |
|
1.6 |
|
S&P Midcap 400 |
|
1 Yr |
|
0.36 |
|
MSCI EAFE |
|
90 |
|
19.88 |
|
|
Total |
|
-9.75 |
-0.0975 |
|
6.04 |
|
Total |
|
-5.61 |
|
0.17 |
|
Total |
|
18.84 |
|
2.63 |
|
|
Weight |
|
31 |
|
1.78 |
|
Weight |
|
-11.02 |
|
S&P400 |
|
Weight |
|
55 |
|
-2 |
|
|
100 |
|
-5.68 |
|
R1000G |
|
100 |
|
-16.03 |
|
0 |
|
100 |
|
40.34 |
|
EAFE |
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|
100 |
|
-9.23 |
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2 |
|
100 |
|
-19.74 |
|
1 |
|
100 |
|
27.72 |
|
1 |
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Trailing Returns through June 30,
2008 |
|
-11.94 |
|
2 |
|
Trailing Returns through June 30, 2008 |
|
-24.23 |
|
0 |
|
Trailing Returns through September
30, 2003 |
|
19.83 |
|
3 |
|
|
Fund |
|
-14.27 |
|
0 |
|
Fund |
|
2 Yr |
|
5.43 |
|
Fund |
|
15.37 |
|
75 |
|
|
R1000G |
|
-19.9 |
|
-10.18 |
|
S&P400 |
|
7.56 |
|
5.43 |
|
EAFE |
|
10.53 |
|
-8.13 |
|
|
Diff |
|
1 Yr |
|
4.2 |
|
Diff |
|
2.72 |
|
0 |
|
Diff |
|
1 Yr |
|
19.57 |
|
|
1 Yr |
|
1 Yr FUND |
4.82 |
0.0482 |
|
14.38 |
|
1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8
Yr 9 Yr 10 Yr |
1 Yr FUND |
-0.86 |
-0.0086 |
|
22.36 |
|
1 Yr |
|
1 Yr FUND |
21.3 |
0.213 |
|
27.7 |
|
|
1/4/1900 |
|
UNIVERSE |
1 |
|
-5.96 |
|
3/31/2008 |
|
UNIVERSE |
-2.95 |
|
1 |
|
1/21/1900 |
|
UNIVERSE |
79 |
|
26.55 |
|
|
-5.96 |
|
POLICY |
-5.96 |
-0.0596 |
|
14.27 |
|
Incept |
|
POLICY |
-6.06 |
-0.0606 |
|
0 |
|
26.55 |
|
POLICY |
26.55 |
0.2655 |
|
14.13 |
|
|
10.78 |
|
42 |
|
1 |
|
5.49 |
|
3 Yr |
|
1 |
|
-5.25 |
|
48 |
|
1 |
|
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
2.3 |
|
0 |
|
5.43 |
|
10.9 |
|
0.22 |
|
2 Yr |
|
51.17 |
|
0 |
|
|
3/31/2007 |
|
-3.94 |
|
1 |
|
1/0/1900 |
|
6.89 |
|
5.03 |
|
1/0/1900 |
|
34.61 |
|
1 |
|
|
Incept |
|
-6.88 |
|
-0.65 |
|
Fiscal Year Returns Ending September |
|
3.84 |
|
0 |
|
3.55 |
|
26.12 |
|
1.79 |
|
|
9.19 |
|
-12.57 |
|
-9.28 |
|
Fund |
|
2.33 |
|
Diff |
|
-3.11 |
|
21.8 |
|
25.33 |
|
|
0.39 |
|
-20.57 |
|
0 |
|
S&P400 |
|
-0.56 |
|
0 |
|
3 Yr |
|
17.28 |
|
0 |
|
|
8.80 |
|
2 Yr |
|
Diff |
|
Diff |
|
4 Yr |
|
0 |
|
-9.8 |
|
2 Yr |
|
Diff |
|
Incept ROR |
Fiscal Year Returns
Ending September |
|
9.68 |
0.0968 |
|
0 |
|
|
6/30/2008 |
|
10.83 |
0.1083 |
|
100 |
|
############################### |
|
0.44 |
0.0044 |
|
0 |
|
Fund |
Fund |
|
5.8 |
|
0 |
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|
Qtr |
|
7.95 |
|
0.06 |
|
-1.42 |
|
84 |
|
0 |
|
Policy |
R1000G |
|
3.83 |
0.0383 |
|
100 |
|
|
5.49 |
|
5.61 |
0.0561 |
|
0.06 |
|
4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
3.55 |
0.0355 |
|
-50 |
|
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Diff |
|
1.72 |
|
2.98 |
|
1/5/1900 |
|
4.13 |
|
0 |
|
12/31/1999 |
|
62 |
|
-0.65 |
|
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6/30/2008 |
|
-3.44 |
|
4.39 |
|
1/0/1900 |
|
1.53 |
|
-0.36 |
|
Incept |
|
27.66 |
|
-3.14 |
|
|
Qtr |
|
3 Yr |
|
1.41 |
|
2008 |
|
5 Yr |
|
-0.02 |
|
-9.8 |
|
14.6 |
|
-2.49 |
|
|
4.27 |
|
9.68 |
|
10.78 |
|
YTD 2007 2006 2005 2004 2003 2002
2001 2000 1999 |
|
15.21 |
|
0.53 |
|
-9.79 |
|
5.01 |
|
-5.25 |
|
|
1/1/1900 |
|
6.55 |
|
0.47 |
|
Returns in Up Markets |
|
12.38 |
|
0 |
|
-0.01 |
|
1.78 |
|
0.45 |
|
|
1/3/1900 |
|
5.36 |
|
-0.06 |
|
Fund |
|
10.66 |
|
0.01 |
|
Calendar Year Returns |
|
-2.4 |
|
0.01 |
|
|
2008 |
|
3.76 |
|
11.16 |
|
S&P400 |
|
9.46 |
|
0.16 |
|
Fund |
|
3 Yr |
|
-4.52 |
|
|
YTD |
|
3 Yr FUND |
0.3 |
0.003 |
|
-0.16 |
|
Ratio |
|
3 Yr FUND |
6.92 |
0.0692 |
|
0.36 |
|
EAFE |
|
3 Yr FUND |
-9.8 |
-0.098 |
|
-0.03 |
|
|
############################### |
|
UNIVERSE |
4 Yr |
|
0.75 |
|
3/31/2008 |
|
UNIVERSE |
6 Yr |
|
-0.24 |
|
Diff |
|
UNIVERSE |
67 |
|
-0.41 |
|
|
############################### |
|
POLICY |
8.6 |
0.086 |
|
10.88 |
|
Incept |
|
POLICY |
12.91 |
0.1291 |
|
-3.74 |
|
9/30/2003 |
|
POLICY |
-8.38 |
-0.0838 |
|
-5.45 |
|
|
6.29 |
|
6.36 |
|
6.04 |
|
1/5/1900 |
|
10.72 |
|
5.05 |
|
Qtr |
|
57 |
|
2.63 |
|
|
2007 2006 2005 2004 2003 2002 2001
2000 1999 |
|
5.3 |
|
Incept |
|
5.4 |
|
8.8 |
|
3 Yr |
|
5.62 |
|
8.62 |
|
5 Yr |
2 Yr |
|
|
Returns in Up Markets |
|
3.52 |
|
# of Negative Qtrs |
|
101.1 |
|
7.42 |
|
# of Negative Qtrs |
|
8.18 |
|
-0.35 |
|
# of Negative Qtrs |
|
|
Fund |
|
0.73 |
|
# of Positive Qtrs |
|
Returns in Down Markets |
|
4.92 |
|
# of Positive Qtrs |
|
-2.56 |
|
-7.16 |
|
# of Positive Qtrs |
|
|
R1000G |
|
5 Yr |
|
Batting Average |
|
Fund |
|
7 Yr |
|
Batting Average |
|
6/25/1905 |
|
-11.15 |
|
Batting Average |
|
|
Ratio |
|
10.48 |
|
Worst Qtr |
|
S&P400 |
|
11.32 |
|
Worst Qtr |
|
YTD |
|
-15.63 |
|
Worst Qtr |
|
|
1 Yr |
|
8.46 |
|
Best Qtr |
|
Ratio |
|
8.68 |
|
Best Qtr |
|
1/12/1900 |
|
4 Yr |
|
Best Qtr |
|
|
1/13/1900 |
|
7.64 |
|
Range |
|
3/31/2008 |
|
6.69 |
|
Range |
|
18.84 |
|
9.62 |
|
Range |
|
|
5.5 |
|
6.06 |
|
Worst 4 Qtrs |
|
Incept |
|
4.7 |
|
Worst 4 Qtrs |
|
-6.65 |
|
2.03 |
|
Worst 4 Qtrs |
|
|
240.1 |
|
3.23 |
|
Standard Deviation |
|
YTD |
|
0 |
|
Standard Deviation |
|
2002 |
|
-2.72 |
|
Standard Deviation |
|
|
3/31/2007 |
|
6 Yr |
|
Beta |
|
################################## |
|
8 Yr |
|
Beta |
|
############################### |
|
-6.02 |
|
Beta |
|
|
Incept |
|
9.16 |
|
Annualized Alpha |
|
4.4 |
|
13.02 |
|
Annualized Alpha |
|
-15.65 |
|
-9.45 |
|
Annualized Alpha |
|
|
20.6 |
|
6.9 |
|
R-Squared |
|
-4.5 |
|
9.61 |
|
R-Squared |
|
-1.38 |
|
5 Yr |
|
R-Squared |
|
|
12.7 |
|
5 Yr FUND |
5.93 |
|
Sharpe Ratio |
|
6/25/1905 |
|
5 Yr FUND |
7.19 |
|
Sharpe Ratio |
|
2001 |
|
5 Yr FUND |
18.09 |
|
Sharpe Ratio |
|
|
161.4 |
|
NA |
5.02 |
|
Treynor Ratio |
|
32.91 |
|
NA |
3.03 |
|
Treynor Ratio |
|
-19.79 |
|
NA |
9.63 |
|
Treynor Ratio |
|
|
Returns in Down Markets |
|
|
3.51 |
|
Tracking Error |
|
2/8/1900 |
|
|
-7.14 |
|
Tracking Error |
|
############################### |
|
|
4.27 |
|
Tracking Error |
|
|
Fund |
|
7 Yr |
|
Information Ratio |
|
-6.26 |
|
Fiscal Year Returns Ending September |
|
Information Ratio |
|
1.42 |
|
0.45 |
|
Information Ratio |
|
|
R1000G |
|
4.43 |
|
|
Fund |
|
2002 |
|
Fund |
|
|
Fund |
|
2000 |
|
-2.84 |
|
Fund |
Fund |
|
|
Ratio |
|
2.9 |
|
2 |
|
-13.61 |
|
Return |
|
5 |
|
-9.02 |
|
6 Yr |
|
3 |
|
|
1 Yr |
|
1.59 |
|
|
3 |
|
-15.65 |
|
%-tile |
|
|
7 |
|
-13.96 |
|
8.6 |
|
|
5 |
|
|
-7.4 |
|
0.61 |
|
80 |
|
2.04 |
|
S&P400 |
|
50 |
|
4.94 |
|
2.76 |
|
Batting Average |
37.5 |
|
|
-10.9 |
|
-1.18 |
|
-7.2 |
|
2001 |
|
Return |
|
-17.58 |
|
1999 1998 1997 1996 1995 1994 |
|
-0.28 |
|
|
-20.7 |
|
|
3/8/1900 |
|
8 Yr |
|
8.59 |
|
################################## |
|
%-tile |
|
17.98 |
|
Returns in Up Markets |
|
-2.26 |
|
|
16.43 |
|
|
3/31/2007 |
|
2.49 |
|
15.79 |
|
################################## |
|
Universe |
|
35.56 |
|
Fund |
|
-5.28 |
|
|
37.13 |
|
|
Incept |
|
0.63 |
|
4.82 |
|
9.04 |
|
5th %-tile |
|
-23.16 |
|
EAFE |
|
7 Yr |
|
|
-25.51 |
|
|
-7.4 |
|
-1 |
|
13.93 |
|
2000 |
|
25th %-tile |
|
15.87 |
|
Ratio |
|
10.45 |
|
Standard Deviation |
16.96 |
|
|
############################### |
|
-3.14 |
|
0.92 |
|
-17.83 |
|
50th %-tile |
|
0.9 |
|
1 Yr |
|
5.19 |
|
Beta |
1.01 |
|
|
68.3 |
|
-6.72 |
|
8.88 |
0.0888 |
|
-13.96 |
|
75th %-tile |
|
-0.21 |
|
|
33 |
|
2.28 |
|
Annualized Alpha |
-2.99 |
-0.0299 |
|
1/0/1900 |
|
Fiscal Year Returns Ending September |
|
0.84 |
|
-3.87 |
|
95th %-tile |
|
0.91 |
|
37.7 |
|
0.24 |
|
R-Squared |
0.98 |
|
|
1999 1998 1997 1996 1995 |
|
Fund |
|
0.4 |
|
1999 1998 1997 1996 1995 |
|
Qtr |
|
0.08 |
|
87.4 |
|
-3.6 |
|
-0.07 |
|
|
Returns in Up Markets |
|
Return |
|
6.01 |
|
Returns in Up Markets |
|
5.49 |
0.0549 |
|
1.48 |
|
2 Yr |
|
8 Yr |
|
-1.15 |
|
|
Fund |
|
%-tile |
|
5.64 |
|
Fund |
|
12 |
|
4.98 |
|
35.7 |
|
10.08 |
|
2.59 |
|
|
EAFE |
|
R1000G |
|
1.56 |
|
EAFE |
|
5.43 |
0.0543 |
|
-0.12 |
|
37 |
|
5.69 |
|
-1.2 |
|
|
Ratio |
|
Return |
|
R1000G |
|
Ratio |
|
12 |
|
EAFE |
|
96.5 |
|
3.12 |
|
Policy |
EAFE |
|
|
2 Yr |
|
%-tile |
####### |
|
2 |
|
2 Yr |
|
7.23 |
|
5 |
|
3 Yr |
|
1.41 |
|
3 |
|
|
40.8 |
|
Universe |
|
3 |
|
44.6 |
|
2.58 |
|
7 |
|
35.7 |
|
-2.29 |
|
5 |
|
|
51.7 |
|
5th %-tile |
####### |
|
20 |
|
51.7 |
|
0.63 |
|
50 |
|
37 |
|
Calendar Year Returns |
|
62.5 |
|
|
78.9 |
|
25th %-tile |
|
-10.18 |
|
86.2 |
|
-1.79 |
|
-19.69 |
|
96.5 |
|
Fund |
|
-19.69 |
|
|
3 Yr |
|
50th %-tile |
####### |
|
6.86 |
|
3 Yr |
|
-3.85 |
|
19.57 |
|
12/31/1999 |
|
Return |
|
19.57 |
|
|
2/4/1900 |
|
75th %-tile |
|
17.04 |
|
2/7/1900 |
|
YTD |
|
39.26 |
|
Incept |
|
%-tile |
|
39.26 |
|
|
40.4 |
|
95th %-tile |
####### |
|
-5.96 |
|
40.4 |
|
-5.58 |
|
-22.95 |
|
35.7 |
|
EAFE |
|
-22.95 |
|
|
87.2 |
|
Qtr |
|
13.94 |
|
94.6 |
|
-10.66 |
|
16.88 |
|
37 |
|
Return |
|
Standard Deviation |
16.67 |
|
|
4 Yr |
|
4.27 |
0.0427 |
|
1 |
|
4 Yr |
|
-13.71 |
|
|
1 |
|
96.5 |
|
%-tile |
|
|
1 |
|
|
2/4/1900 |
|
11 |
|
0 |
|
38.3 |
|
-16.2 |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
|
40.4 |
|
1.25 |
0.0125 |
|
1 |
|
40.4 |
|
-22.07 |
|
|
1 |
|
Fund |
|
5th %-tile |
|
|
1 |
|
|
87.2 |
|
49 |
|
-0.23 |
|
94.6 |
|
2007 |
|
0.11 |
|
EAFE |
|
25th %-tile |
|
0.12 |
|
|
12/31/1999 |
|
6.06 |
|
|
-3.27 |
|
12/31/1999 |
|
29.81 |
|
|
1.91 |
|
Ratio |
|
50th %-tile |
|
|
1.95 |
|
|
Incept |
|
2.54 |
|
0 |
|
Incept |
|
20.77 |
|
0 |
|
1 Yr |
|
75th %-tile |
|
0 |
|
|
35.3 |
|
1.16 |
|
|
Diff |
|
38.3 |
|
15.19 |
|
|
Diff |
|
-8.8 |
|
95th %-tile |
|
|
Diff |
|
|
40.4 |
|
-1.01 |
|
0 |
|
40.4 |
|
11.98 |
|
0 |
|
-8.1 |
|
Qtr |
|
0 |
|
|
87.2 |
|
-4.29 |
|
|
0 |
|
94.6 |
|
8.13 |
|
|
0 |
|
108 |
|
QU. FUND |
5.62 |
0.0562 |
|
0 |
|
|
Returns in Down Markets |
|
YTD |
|
60 |
|
Returns in Down Markets |
|
2006 |
|
0 |
|
2 Yr |
|
UNIVERSE |
83 |
|
-25 |
|
|
Fund |
|
-3.46 |
|
|
2.98 |
|
Fund |
|
14.58 |
|
2.11 |
|
-31.1 |
|
POLICY |
8.18 |
0.0818 |
|
-1.01 |
|
|
EAFE |
|
1 |
|
1.73 |
|
EAFE |
|
10.38 |
|
-1.59 |
|
-27.6 |
|
58 |
|
-3.14 |
|
|
Ratio |
|
QU. FUND |
-9.75 |
-0.0975 |
|
-1.25 |
|
Ratio |
|
QU. FUND |
7.72 |
0.0772 |
|
-3.7 |
|
112.6 |
|
18.61 |
|
-2.13 |
|
|
2 Yr |
|
UNIVERSE |
31 |
|
10.78 |
|
2 Yr |
|
UNIVERSE |
4.83 |
|
-0.21 |
|
3 Yr |
|
12.99 |
|
-2.56 |
|
|
-30 |
|
POLICY |
-5.68 |
-0.0568 |
|
-0.01 |
|
################################## |
|
POLICY |
2.19 |
0.0219 |
|
-1.01 |
|
-32.6 |
|
8.87 |
|
|
0.29 |
|
|
-27.6 |
|
-9.23 |
|
-0.08 |
|
-27.6 |
|
2005 |
|
-0.1 |
|
-31.3 |
|
6.39 |
|
0.01 |
|
|
108.4 |
|
-11.94 |
|
|
8.88 |
|
104.1 |
|
26.4 |
|
|
-0.21 |
|
104.3 |
|
3.84 |
|
|
-2.99 |
|
|
3 Yr |
|
-14.27 |
|
-0.16 |
|
3 Yr |
|
21.72 |
|
-0.09 |
|
12/31/1999 |
|
YTD |
|
-0.02 |
|
|
-32.7 |
|
-19.9 |
|
|
0.63 |
|
################################## |
|
19.25 |
|
|
-0.03 |
|
Incept |
|
12.19 |
|
|
-0.19 |
|
|
-32 |
|
2007 |
|
9.28 |
|
-32 |
|
16.53 |
|
-0.43 |
|
-26.4 |
|
90 |
|
-3.1 |
|
|
102.2 |
|
25.53 |
|
|
5.64 |
|
98.2 |
|
11.14 |
|
|
4.98 |
|
-26.8 |
|
18.84 |
|
|
2.59 |
|
|
4 Yr |
|
21.53 |
|
|
4 Yr |
|
4 Yr |
|
2004 |
|
4 Yr |
|
98.7 |
|
55 |
|
3 Yr |
|
|
-30.4 |
|
17.66 |
|
|
# of Negative Qtrs |
|
-29.9 |
|
28.92 |
|
|
# of Negative Qtrs |
|
40.9 |
|
40.34 |
|
|
# of Negative Qtrs |
|
|
-29.3 |
|
14.85 |
|
# of Positive Qtrs |
|
-29.3 |
|
22.49 |
|
# of Positive Qtrs |
|
88.8 |
|
27.72 |
|
# of Positive Qtrs |
|
|
103.8 |
|
9.52 |
|
|
Batting Average |
|
102.3 |
|
19.1 |
|
|
Batting Average |
|
7 Yr |
|
19.83 |
|
|
Batting Average |
|
|
12/31/1999 |
|
2006 |
|
Worst Qtr |
|
12/31/1999 |
|
16.07 |
|
Worst Qtr |
|
33.6 |
|
15.37 |
|
Worst Qtr |
|
|
Incept |
|
11.5 |
|
|
Best Qtr |
|
Incept |
|
8.02 |
|
|
Best Qtr |
|
37 |
|
10.53 |
|
|
Best Qtr |
|
|
-26.3 |
|
8.66 |
|
Range |
|
-26.1 |
|
2003 |
|
Range |
|
90.6 |
|
2002 |
|
Range |
|
|
-26.8 |
|
6.23 |
|
|
Worst 4 Qtrs |
|
################################## |
|
48.25 |
|
|
Worst 4 Qtrs |
|
9/30/1995 |
|
2002 FUND |
-17.03 |
-0.1703 |
|
Worst 4 Qtrs |
|
|
98.1 |
|
4.5 |
|
Standard Deviation |
|
97.4 |
|
34.58 |
|
Standard Deviation |
|
Incept |
|
UNIVERSE |
69 |
|
Standard Deviation |
|
|
1.3 |
|
|
Beta |
|
30.01 |
|
|
Beta |
|
32.2 |
|
POLICY |
-15.65 |
-0.1565 |
|
Beta |
|
|
2005 |
|
Annualized Alpha |
|
25.9 |
|
Annualized Alpha |
|
34.9 |
|
60 |
|
Annualized Alpha |
|
|
2002 FUND |
25.77 |
0.2577 |
|
R-Squared |
|
2002 FUND |
19.17 |
0.1917 |
|
R-Squared |
|
92.3 |
|
1.13 |
|
R-Squared |
|
|
UNIVERSE |
18.07 |
|
Sharpe Ratio |
|
UNIVERSE |
2002 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
-8.2 |
|
Sharpe Ratio |
|
|
POLICY |
13.56 |
0.1356 |
|
Treynor Ratio |
|
POLICY |
6.59 |
0.0659 |
|
Treynor Ratio |
|
Fund |
|
-14.26 |
|
|
Treynor Ratio |
|
|
11.02 |
|
Tracking Error |
|
|
|
-1.82 |
|
Tracking Error |
|
Policy |
|
-17.82 |
|
Tracking Error |
|
|
7.76 |
|
|
Information Ratio |
|
-7.42 |
|
|
Information Ratio |
|
Ratio |
|
-22.25 |
|
|
Information Ratio |
|
|
2004 |
|
|
Fund |
|
-12.12 |
|
Fund |
|
3 Yr |
|
2001 |
|
Fund |
|
|
15.25 |
|
|
9 |
|
-19.94 |
|
|
9 |
|
-29.4 |
|
2001 FUND |
-19.79 |
-0.1979 |
|
6 |
|
|
11.67 |
|
|
7 |
|
|
|
2001 |
|
7 |
|
-34.5 |
|
UNIVERSE |
59 |
|
6 |
|
|
8.28 |
|
|
43.75 |
|
9.26 |
|
|
43.75 |
|
85 |
|
POLICY |
-21.21 |
-0.2121 |
|
50 |
|
|
6.32 |
|
|
-19.18 |
|
-2.9 |
|
-17.58 |
|
5 Yr |
|
66 |
|
-20.7 |
|
|
2001 FUND |
2.06 |
0.0206 |
|
17.19 |
|
2001 FUND |
-15.03 |
-0.1503 |
|
17.98 |
|
-26.5 |
|
3.58 |
|
16.43 |
|
|
UNIVERSE |
2003 |
|
|
36.37 |
|
UNIVERSE |
-25.09 |
|
35.56 |
|
-31.3 |
|
-10.16 |
|
37.13 |
|
|
POLICY |
30.61 |
0.3061 |
|
-27.32 |
|
POLICY |
-41.08 |
-0.4108 |
|
-28.02 |
|
84.6 |
|
-18.13 |
|
|
-27.24 |
|
|
23.77 |
|
|
17.03 |
|
2000 |
|
16.41 |
|
7 Yr |
|
-22.9 |
|
16.92 |
|
|
20.39 |
|
|
0.98 |
|
62.14 |
|
|
0.93 |
|
-26.5 |
|
-29.05 |
|
|
0.98 |
|
|
18.37 |
|
|
-2.46 |
|
|
39.49 |
|
-1.43 |
|
|
-31.3 |
|
2000 |
|
-1.69 |
|
|
|
|
14.19 |
|
|
0.89 |
|
30.15 |
|
|
0.88 |
|
84.6 |
|
2000 FUND |
-9.02 |
-0.0902 |
|
0.97 |
|
|
2002 |
|
-0.58 |
|
|
|
|
19.95 |
|
-0.52 |
-0.0052 |
|
9/30/1995 |
|
UNIVERSE |
30 |
|
-0.74 |
|
|
-12.11 |
|
|
-10 |
|
9.11 |
|
|
-9.23 |
|
Incept |
|
POLICY |
-13.96 |
-0.1396 |
|
-12.79 |
|
|
-19.07 |
|
5.54 |
|
2001 |
|
5.88 |
|
-26.5 |
|
44 |
|
2.89 |
|
|
2000 FUND |
-21.45 |
-0.2145 |
|
-0.43 |
|
2000 FUND |
-12.17 |
-0.1217 |
|
-0.2 |
|
-31.3 |
|
2.88 |
|
-0.49 |
|
|
UNIVERSE |
-23.71 |
|
|
EAFE |
|
UNIVERSE |
30 |
|
EAFE |
|
84.6 |
|
-8.21 |
|
EAFE |
|
|
POLICY |
-29.04 |
-0.2904 |
|
9 |
|
POLICY |
-21.21 |
-0.2121 |
|
9 |
|
-15.61 |
|
7 |
|
|
2001 |
|
7 |
|
66 |
|
7 |
|
-24.08 |
|
5 |
|
|
-29.08 |
|
56.25 |
|
3.58 |
|
56.25 |
|
-34 |
|
50 |
|
|
-35.09 |
|
-19.69 |
|
-10.16 |
|
-19.69 |
|
1999 |
|
-19.69 |
|
|
-38.5 |
|
|
19.57 |
|
-18.13 |
|
|
19.57 |
|
1999 FUND |
116.89 |
|
|
19.57 |
|
|
-43.41 |
|
39.26 |
|
-22.9 |
|
39.26 |
|
NA |
67.58 |
|
39.26 |
|
|
-51.41 |
|
|
-28.27 |
|
-29.05 |
|
|
-28.27 |
|
|
47.85 |
|
|
-28.27 |
|
|
2000 |
|
|
16.44 |
|
2000 |
|
16.44 |
|
28.32 |
|
17.01 |
|
|
1999 FUND |
46.3 |
0.463 |
|
1 |
|
1999 FUND |
-17.83 |
-0.1783 |
|
1 |
|
16.51 |
|
1 |
|
|
NA |
27.14 |
|
0 |
|
NA |
61 |
|
0 |
|
1998 |
|
0 |
|
|
|
20.88 |
0.2088 |
|
1 |
|
|
-13.96 |
-0.1396 |
|
1 |
|
27.64 |
|
1 |
|
|
14.34 |
|
-0.45 |
|
44 |
|
-0.45 |
|
17.86 |
|
-0.65 |
|
|
8.45 |
|
-7.41 |
|
2.88 |
|
-7.41 |
|
11.79 |
|
-11.11 |
|
|
-8.21 |
|
0 |
|
-8.21 |
|
0 |
|
2.35 |
|
0 |
|
|
1998 FUND |
-15.61 |
|
|
Diff |
|
-15.61 |
|
|
Diff |
|
1998 FUND |
-29.32 |
|
|
Diff |
|
|
|
|
NA |
-24.08 |
|
0 |
|
-24.08 |
|
0 |
|
NA |
1997 |
|
-1 |
|
|
|
-34 |
|
|
0 |
|
-34 |
|
|
0 |
|
|
22.94 |
|
|
1 |
|
|
1999 |
|
-12.5 |
|
1999 |
|
-12.5 |
|
11.7 |
|
0 |
|
|
116.89 |
|
0.51 |
|
1998 FUND |
116.89 |
|
2.11 |
|
5.22 |
|
-1.01 |
|
|
67.58 |
|
-2.38 |
|
NA |
67.58 |
|
-1.59 |
|
-2.28 |
|
-3.14 |
|
|
47.85 |
|
-2.89 |
|
|
47.85 |
|
-3.7 |
|
-30.46 |
|
-2.13 |
|
|
28.32 |
|
0.95 |
|
28.32 |
|
0.25 |
|
1996 |
|
1.03 |
|
|
16.51 |
|
0.59 |
|
16.51 |
|
-0.03 |
|
28.9 |
|
-0.09 |
|
|
1998 |
|
-0.02 |
|
1998 |
|
-0.07 |
|
20.05 |
|
-0.02 |
|
|
27.64 |
|
|
-2.46 |
|
27.64 |
|
|
-1.43 |
|
14.65 |
|
|
-1.69 |
|
|
17.86 |
|
-0.11 |
|
17.86 |
|
-0.12 |
|
9.94 |
|
-0.03 |
|
|
11.79 |
|
|
-0.13 |
|
11.79 |
|
|
-0.07 |
|
0.97 |
|
|
-0.09 |
|
|
2.35 |
|
-2.59 |
|
2.35 |
|
-1.82 |
|
1995 |
|
-1.68 |
|
|
-29.32 |
|
5.54 |
|
-29.32 |
|
5.88 |
|
21.87 |
|
2.89 |
|
|
1997 |
|
Incept |
Incept |
|
1997 |
|
Incept |
Incept |
|
13.07 |
|
Incept |
|
|
22.94 |
|
# of Negative Qtrs |
|
22.94 |
|
# of Negative Qtrs |
|
9.83 |
|
# of Negative Qtrs |
|
|
11.7 |
|
# of Positive Qtrs |
|
11.7 |
|
# of Positive Qtrs |
|
3.73 |
|
# of Positive Qtrs |
|
|
5.22 |
|
Batting Average |
|
5.22 |
|
Batting Average |
|
-8.25 |
|
Batting Average |
|
|
-2.28 |
|
Worst Qtr |
|
-2.28 |
|
Worst Qtr |
|
19 |
|
Worst Qtr |
|
|
-30.46 |
|
|
Best Qtr |
|
-30.46 |
|
|
Best Qtr |
|
35.39 |
|
|
Best Qtr |
|
|
1996 |
|
Range |
|
1996 |
|
Range |
|
28.17 |
|
Range |
|
|
28.9 |
|
|
Worst 4 Qtrs |
|
28.9 |
|
|
Worst 4 Qtrs |
|
23.31 |
|
|
Worst 4 Qtrs |
|
|
20.05 |
|
Standard Deviation |
|
20.05 |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
14.65 |
|
Beta |
|
14.65 |
|
Beta |
|
6.14 |
|
Beta |
|
|
9.94 |
|
Annualized Alpha |
|
9.94 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
0.97 |
|
R-Squared |
|
0.97 |
|
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 |
|
|
9 |
|
9 |
|
29.2 |
|
8 |
|
|
8 |
|
8 |
|
26.22 |
|
7 |
|
|
Batting Average |
47.06 |
|
Batting Average |
47.06 |
|
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 |
16.91 |
|
Standard Deviation |
16.23 |
|
26 |
|
18.18 |
|
|
Beta |
0.96 |
|
Beta |
0.92 |
|
27.28 |
|
1.04 |
|
|
Annualized Alpha |
-1.15 |
-0.0115 |
|
Annualized Alpha |
-0.37 |
|
23.01 |
|
0.61 |
|
|
R-Squared |
0.87 |
|
R-Squared |
0.86 |
|
21.51 |
|
0.87 |
|
|
-0.5 |
|
-0.46 |
|
18.9 |
|
-0.72 |
|
|
-8.74 |
|
-8.04 |
|
15.28 |
|
-12.63 |
|
|
6.05 |
|
6.27 |
|
1995 |
|
6.46 |
|
|
-0.18 |
|
-0.01 |
|
38.57 |
|
0 |
|
|
Policy |
EAFE |
|
Policy |
EAFE |
|
36.55 |
|
EAFE |
|
|
10 |
|
10 |
|
33.47 |
|
10 |
|
|
7 |
|
7 |
|
30.16 |
|
5 |
|
|
52.94 |
|
52.94 |
|
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 |
16.41 |
|
Standard Deviation |
16.41 |
|
16.41 |
|
|
1 |
|
1 |
|
1 |
|
|
0 |
|
0 |
|
0 |
|
|
1 |
|
1 |
|
1 |
|
|
-0.45 |
|
-0.45 |
|
-0.8 |
|
|
-7.32 |
|
-7.32 |
|
-13.13 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-1 |
|
-1 |
|
-2 |
|
|
1 |
|
1 |
|
2 |
|
|
-5.88 |
|
-5.88 |
|
-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 |
|
|
0.5 |
|
-0.18 |
|
1.77 |
|
|
-0.04 |
|
-0.08 |
|
0.04 |
|
|
-1.15 |
|
-0.37 |
|
0.61 |
|
|
-0.13 |
|
-0.14 |
|
-0.13 |
|
|
-0.05 |
|
-0.01 |
|
0.08 |
|
|
-1.42 |
|
-0.72 |
|
0.5 |
|
|
6.05 |
|
6.27 |
|
6.46 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|