SUNRISE POLICE |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LOCK |
DHJ FIXED EXECUTIVE HERE |
LOCK |
LOCK |
DHJ FIXED UNIVERSE HERE |
LOCK |
LOCK |
DHJ FIXED RISK HERE |
LOCK |
LOCK |
INVESCO(NOW DHJ) FIXED HERE |
LOCK |
LOCK |
INVESCO FIXED UNIVERSE HERE |
LOCK |
LOCK |
INVESCO FIXED RISK HERE |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
N/A |
LOCK |
N/A |
LOCK |
|
Sunrise Police |
|
Sunrise Police |
% |
|
Sunrise Police |
|
Sunrise Police |
|
|
Sunrise Police |
|
Sunrise Police |
% |
|
Clair T.Singerman Retirement System |
|
Clair T.Singerman Retirement System |
Clair T.Singerman Retirement System |
% |
|
DHJ Fixed Income |
|
DHJ Fixed Income |
|
DHJ Fixed Income |
|
DHJ Fixed Income Net (including cash) |
|
DHJ Fixed Income Net (including cash) |
|
DHJ Fixed Income Net (including
cash) |
|
Weiss,Peck & Greer - Equity |
|
Weiss,Peck & Greer - Equity |
|
Weiss,Peck & Greer - Equity |
|
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
|
41 |
|
Intermediate Fixed Income |
|
46 |
|
34 |
|
Broad Fixed Income |
|
38 |
|
31 |
|
Broad Large Cap Core |
|
37 |
|
|
Inception date is December 31, 1997 |
|
43 |
|
3 Yr |
|
Inception date is December 31, 2006 |
|
36 |
|
1 Yr |
|
Inception date is September 30, 1995 |
|
34 |
|
3 Yr |
|
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within
the universe. |
# of Negative Qtrs |
|
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
|
Returns are gross of fees. |
|
Incept is December 31, 1997 to June
30, 2009 |
|
Batting Average |
|
Returns are net of fees. |
|
Incept is December 31, 2006 to June
30, 2009 |
|
Batting Average |
|
Returns are gross of fees. |
|
Incept is September 30, 1995 to June
30, 2003 |
Batting Average |
|
|
Account Reconciliation |
|
Trailing Returns through June 30,
2009 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30, 2009 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30,
2003 |
Worst Qtr |
|
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
|
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
|
Ending Value |
|
BCIGC |
|
Standard Deviation |
|
Ending Value |
|
BCAB A+ |
|
Standard Deviation |
|
Ending Value |
|
Policy |
|
Standard Deviation |
|
|
6/30/2009 |
|
Return |
|
Beta |
|
6/30/2009 |
|
Return |
|
Beta |
|
6/30/2003 |
|
Return |
|
Beta |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
10,490 |
|
Universe |
|
R-Squared |
|
8,754 |
|
Universe |
|
R-Squared |
|
5,552 |
|
Universe |
|
R-Squared |
|
|
1,012 |
|
5th %-tile |
|
Sharpe Ratio |
|
120 |
|
5th %-tile |
|
Sharpe Ratio |
|
-154 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
368 |
|
25th %-tile |
|
Treynor Ratio |
|
282 |
|
25th %-tile |
|
Treynor Ratio |
|
876 |
|
25th %-tile |
|
Treynor Ratio |
|
|
11,870 |
|
50th %-tile |
|
Tracking Error |
|
9,156 |
|
50th %-tile |
|
Tracking Error |
|
6,274 |
|
50th %-tile |
|
Tracking Error |
|
|
2009 |
|
75th %-tile |
|
Information Ratio |
|
2009 |
|
75th %-tile |
|
Information Ratio |
|
2003 |
|
75th %-tile |
|
Information Ratio |
|
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
12,294 |
|
1 Yr |
|
4 |
|
8,313 |
|
2 Qtrs |
|
1 |
|
5,774 |
|
2 Qtrs |
|
7 |
|
|
-1,341 |
|
6.74 |
0.0674 |
|
8 |
|
114 |
|
3.45 |
0.0345 |
|
3 |
|
-222 |
|
12.85 |
|
5 |
|
|
917 |
|
16 |
|
66.67 |
|
729 |
|
77 |
|
50 |
|
722 |
|
19 |
|
83.33 |
|
|
11,870 |
|
5.27 |
0.0527 |
|
-1.65 |
|
9,156 |
|
1.01 |
0.0101 |
|
-1.18 |
|
6,274 |
|
11.76 |
|
-16.39 |
|
|
12/31/1997 |
|
29 |
|
5.2 |
|
12/31/2006 |
|
92 |
|
5.13 |
|
9/30/1995 |
|
34 |
|
15.95 |
|
|
Incept |
|
8.99 |
|
6.85 |
|
Incept |
|
24.66 |
|
6.31 |
|
Incept |
|
15.38 |
|
32.34 |
|
|
4,811 |
|
5.76 |
|
2.39 |
|
7,492 |
|
11.73 |
|
7.48 |
|
4,516 |
|
12.15 |
|
-22.68 |
|
|
985 |
|
2.82 |
|
3.77 |
|
243 |
|
6.72 |
|
5.47 |
|
-2,249 |
|
11.4 |
|
16.97 |
|
|
6,074 |
|
-0.96 |
|
1 |
|
1,421 |
|
3.72 |
|
0.93 |
0.0093 |
|
4,007 |
|
9.77 |
|
0.91 |
|
|
11,870 |
11,870,000 |
|
-12.42 |
|
1.17 |
|
9,156 |
9,156,000 |
|
-0.02 |
|
1.75 |
0.0175 |
|
6,274 |
6,274,000 |
|
7.8 |
|
2.63 |
|
|
Investment Policy |
|
2 Yr |
|
0.93 |
|
Investment Policy |
|
3 Qtrs |
|
0.85 |
|
Investment Policy |
|
3 Qtrs |
|
0.98 |
|
|
Index |
|
7.94 |
0.0794 |
|
1.15 |
|
Index |
|
8.76 |
0.0876 |
|
1.22 |
|
Index |
|
19.73 |
|
-0.63 |
|
|
Barclays Capital
Gov/Credit-Intermediate |
|
7 |
|
4.32 |
|
BCAB A+ |
|
6 |
|
7.2 |
|
S&P 500 |
|
52 |
|
-11.77 |
|
|
Total |
|
6.33 |
0.0633 |
|
0.97 |
|
Total |
|
6.25 |
0.0625 |
|
2.16 |
|
Total |
|
21.19 |
|
3.13 |
|
|
Weight |
|
25 |
|
1.26 |
|
Weight |
|
26 |
|
0.63 |
|
Weight |
|
26 |
|
1.16 |
|
|
100 |
|
8.57 |
|
BCIGC |
|
100 |
|
8.95 |
|
BCAB A+ |
|
100 |
|
25.69 |
|
Policy |
|
|
100 |
|
6.14 |
|
4 |
|
100 |
|
6.27 |
|
1 |
|
100 |
|
21.21 |
|
7 |
|
|
Trailing Returns through June 30,
2009 |
|
3.92 |
|
8 |
|
Trailing Returns through June 30, 2009 |
|
4.63 |
|
3 |
|
Trailing Returns through June 30,
2003 |
|
19.88 |
|
5 |
|
|
Fund |
|
0.97 |
|
33.33 |
|
Fund |
|
1.93 |
|
50 |
|
Fund |
|
17.01 |
|
16.67 |
|
|
BCIGC |
|
-6.21 |
|
-1.52 |
|
BCAB A+ |
|
-6.57 |
|
-0.13 |
|
Policy |
|
11.68 |
|
-17.28 |
|
|
Diff |
|
3 Yr |
|
4.84 |
|
Diff |
|
1 Yr |
|
5.19 |
|
Diff |
|
1 Yr |
|
15.39 |
|
|
1 Yr |
|
1 Yr FUND |
7.36 |
0.0736 |
|
6.36 |
|
1 Yr |
|
1 Yr FUND |
7.48 |
0.0748 |
|
5.32 |
|
1 Yr |
|
1 Yr FUND |
0.1 |
0.001 |
32.67 |
|
|
6.74 |
|
UNIVERSE |
5 |
|
1.97 |
|
1/7/1900 |
|
UNIVERSE |
6 |
|
6.11 |
|
1/0/1900 |
|
UNIVERSE |
36 |
|
-26.62 |
|
|
5.27 |
|
POLICY |
6.14 |
0.0614 |
|
3.66 |
|
6.11 |
|
POLICY |
6.11 |
0.0611 |
|
5.43 |
|
0.25 |
|
POLICY |
0.25 |
0.0025 |
18.42 |
|
|
1.47 |
|
15 |
|
1 |
|
1.37 |
|
14 |
|
1 |
|
-0.15 |
|
31 |
|
1 |
|
|
2 Yr |
|
7.27 |
|
0 |
|
2 Yr |
|
7.65 |
|
0 |
|
2 Yr |
|
5.38 |
|
0 |
|
|
7.94 |
|
5.5 |
|
1 |
|
1/8/1900 |
|
4.37 |
|
1 |
|
############################### |
|
0.69 |
|
1 |
|
|
6.33 |
|
4.02 |
|
0.85 |
|
6.79 |
|
1.52 |
|
0.98 |
|
-9.32 |
|
-0.47 |
|
-0.78 |
|
|
1.61 |
|
2.41 |
|
3.1 |
|
1.53 |
|
-3.26 |
|
5.33 |
|
1.47 |
|
-3.23 |
|
-14.35 |
|
|
3 Yr |
|
-2.75 |
|
0 |
|
3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-14.87 |
|
0 |
|
3 Yr |
|
-6.37 |
|
0 |
|
|
1/7/1900 |
|
4 Yr |
|
Diff |
|
12/31/2006 |
|
2 Yr |
|
Diff |
|
-7.56 |
|
2 Yr |
|
Diff |
|
|
6.14 |
|
5.44 |
0.0544 |
|
0 |
|
|
Incept |
|
8.32 |
0.0832 |
|
0 |
|
############################### |
|
-7.85 |
|
0 |
|
|
1.22 |
|
4 |
|
0 |
|
|
7.06 |
|
3 |
|
0 |
|
3.64 |
|
27 |
|
0 |
|
|
4 Yr |
|
4.52 |
0.0452 |
|
33.34 |
|
|
5.8 |
|
6.79 |
0.0679 |
|
0 |
|
4 Yr |
|
-9.32 |
|
66.66 |
|
|
1/5/1900 |
|
15 |
|
-0.13 |
|
1/1/1900 |
|
11 |
|
-1.05 |
|
-5.14 |
|
47 |
|
0.89 |
|
|
4.52 |
|
5.26 |
|
0.36 |
|
Fiscal Year Returns Ending September |
|
7.89 |
|
-0.06 |
|
############################### |
|
-4.45 |
|
0.56 |
|
|
0.92 |
|
3.97 |
|
0.49 |
|
Fund |
|
4.47 |
|
0.99 |
|
1.77 |
|
-7.76 |
|
-0.33 |
|
|
5 Yr |
|
2.67 |
|
0.42 |
|
BCAB A+ |
|
2.2 |
|
1.37 |
|
5 Yr |
|
|
-9.53 |
|
3.94 |
|
|
5.57 |
|
1.59 |
|
0.11 |
|
Diff |
|
-1.82 |
|
0.04 |
|
0.11 |
|
-10.74 |
|
-1.45 |
|
|
1/4/1900 |
|
-2.14 |
|
0 |
|
6/30/2009 |
|
-10.49 |
|
-0.07 |
|
-1.61 |
|
-13.99 |
|
-0.09 |
|
|
1 |
|
5 Yr |
|
1.17 |
|
Qtr |
|
3 Yr |
|
1.75 |
|
1.72 |
|
3 Yr |
|
2.63 |
|
|
6 Yr |
|
3 Yr FUND |
5.57 |
0.0557 |
|
-0.07 |
|
3.2 |
|
3 Yr FUND |
7.05 |
0.0705 |
|
-0.15 |
|
6 Yr |
|
3 Yr FUND |
-7.56 |
-0.0756 |
-0.02 |
|
|
1/4/1900 |
|
UNIVERSE |
4 |
|
0.3 |
|
1/0/1900 |
|
UNIVERSE |
4.53 |
|
0.24 |
|
1/4/1900 |
|
UNIVERSE |
27 |
|
0.15 |
|
|
1/3/1900 |
|
POLICY |
4.57 |
0.0457 |
|
1.22 |
|
1/2/1900 |
|
POLICY |
3.05 |
0.0305 |
|
1.87 |
|
3.09 |
|
POLICY |
-11.2 |
-0.112 |
2.58 |
|
|
0.85 |
|
21 |
|
0.97 |
|
2009 |
|
1.11 |
|
2.16 |
|
1.08 |
|
54 |
|
3.13 |
|
|
7 Yr |
|
5.45 |
|
5 Yr |
5 Yr |
|
YTD |
|
-3.82 |
|
2 Yr |
|
7 Yr |
|
-0.31 |
|
5 Yr |
|
|
1/5/1900 |
|
4.37 |
|
# of Negative Qtrs |
|
1/8/1900 |
|
4 Yr |
|
# of Negative Qtrs |
|
7.92 |
|
-7.22 |
|
# of Negative Qtrs |
|
|
4.95 |
|
3.53 |
|
# of Positive Qtrs |
|
6.25 |
|
5.03 |
|
# of Positive Qtrs |
|
7.1 |
|
-11.07 |
|
# of Positive Qtrs |
|
|
0.61 |
|
2.52 |
|
Batting Average |
|
2.51 |
|
3.54 |
|
Batting Average |
|
1/0/1900 |
|
-12.32 |
|
Batting Average |
|
|
8 Yr |
|
0.08 |
|
Worst Qtr |
|
2008 |
|
2.49 |
|
Worst Qtr |
|
8 Yr 9 Yr 10 Yr |
|
-16.52 |
|
Worst Qtr |
|
|
1/5/1900 |
|
6 Yr |
|
Best Qtr |
|
1/4/1900 |
|
1.3 |
|
Best Qtr |
|
9/30/1995 |
|
4 Yr |
|
Best Qtr |
|
|
1/5/1900 |
|
4.63 |
0.0463 |
|
Range |
|
1/4/1900 |
|
-2.13 |
-0.0213 |
|
Range |
|
Incept |
|
-5.14 |
|
Range |
|
|
0.57 |
|
9 |
|
Worst 4 Qtrs |
|
-0.13 |
|
5 Yr |
|
Worst 4 Qtrs |
|
9.43 |
|
35 |
|
Worst 4 Qtrs |
|
|
9 Yr |
|
3.78 |
0.0378 |
|
Standard Deviation |
|
2007 2006 2005 2004 2003 2002 2001
2000 |
|
5.4 |
0.054 |
|
Standard Deviation |
|
8.54 |
|
-6.91 |
|
Standard Deviation |
|
|
1/6/1900 |
|
30 |
|
Beta |
|
Returns in Up Markets |
|
3.98 |
|
Beta |
|
1/0/1900 |
|
56 |
|
Beta |
|
|
1/5/1900 |
|
4.89 |
|
Annualized Alpha |
|
Fund |
|
3.3 |
|
Annualized Alpha |
|
Calendar Year Returns |
|
1.34 |
|
Annualized Alpha |
|
|
0.54 |
|
3.93 |
|
R-Squared |
|
BCAB A+ |
|
2.46 |
|
R-Squared |
|
Fund |
|
-3.59 |
|
R-Squared |
|
|
10 Yr |
|
3.08 |
|
Sharpe Ratio |
|
Ratio |
|
-0.13 |
|
Sharpe Ratio |
|
Policy |
|
-6.65 |
|
Sharpe Ratio |
|
|
1/6/1900 |
|
2.13 |
|
Treynor Ratio |
|
1 Yr |
|
6 Yr |
|
Treynor Ratio |
|
Diff |
|
-7.6 |
|
Treynor Ratio |
|
|
1/5/1900 |
|
-0.24 |
|
Tracking Error |
|
1/8/1900 |
|
4.97 |
|
Tracking Error |
|
6/30/2003 |
|
-10.33 |
|
Tracking Error |
|
|
0.47 |
|
7 Yr |
|
Information Ratio |
|
6.2 |
|
3.64 |
|
Information Ratio |
|
Qtr |
|
5 Yr |
|
Information Ratio |
|
|
12/31/1997 |
|
5 Yr FUND |
5.56 |
0.0556 |
Fund |
Fund |
|
5/19/1900 |
|
5 Yr FUND |
2.96 |
0.0296 |
Fund |
Fund |
|
15.95 |
|
5 Yr FUND |
0.11 |
0.0011 |
Fund |
|
|
Incept |
|
UNIVERSE |
8 |
|
7 |
|
2 Yr |
|
UNIVERSE |
2.35 |
|
2 |
|
15.39 |
|
UNIVERSE |
28 |
|
10 |
|
|
1/6/1900 |
|
POLICY |
4.95 |
0.0495 |
|
13 |
|
1/12/1900 |
|
POLICY |
0.33 |
0.0033 |
|
6 |
|
0.56 |
|
POLICY |
-1.61 |
-0.0161 |
10 |
|
|
5.66 |
|
17 |
|
Batting Average |
70 |
|
10.1 |
|
7 Yr |
|
Batting Average |
75 |
|
2003 |
|
47 |
Batting Average |
75 |
|
|
0.46 |
|
5.82 |
|
|
-1.65 |
|
127.1 |
|
6.68 |
|
|
-1.18 |
|
YTD |
|
5.06 |
|
-16.39 |
|
|
Fiscal Year Returns
Ending September |
|
4.66 |
|
|
5.2 |
|
12/31/2006 |
|
4.54 |
|
|
5.13 |
|
12.85 |
|
0.55 |
|
22.02 |
|
|
Fund |
|
3.8 |
|
|
6.85 |
|
Incept |
|
3.65 |
|
|
6.31 |
|
1/11/1900 |
|
-1.76 |
|
38.41 |
|
|
BCIGC |
|
2.91 |
|
|
-0.12 |
|
12 |
|
3.05 |
|
|
3.22 |
|
1.09 |
|
-2.74 |
|
-22.68 |
|
|
Diff |
|
1.04 |
|
Standard Deviation |
3.34 |
|
9.5 |
|
1.37 |
|
Standard Deviation |
4.44 |
|
2002 |
|
-4.94 |
Standard Deviation |
17.74 |
|
|
6/30/2009 |
|
8 Yr |
|
Beta |
1 |
|
5/5/1900 |
|
8 Yr |
|
Beta |
0.97 |
|
-20.28 |
|
6 Yr |
Beta |
0.93 |
|
|
Qtr |
|
5.93 |
|
Annualized Alpha |
0.97 |
0.0097 |
|
Returns in Down Markets |
|
6.22 |
|
Annualized Alpha |
1.67 |
0.0167 |
|
-22.1 |
|
4.17 |
Annualized Alpha |
1.6 |
0.016 |
|
3.38 |
|
4 |
|
R-Squared |
0.94 |
|
Fund |
|
4.6 |
|
R-Squared |
0.87 |
0.0087 |
|
1.82 |
|
25 |
R-Squared |
0.96 |
|
|
1.67 |
|
5.36 |
|
0.76 |
|
BCAB A+ |
|
3.9 |
|
1.41 |
|
2001 |
|
3.09 |
|
-0.21 |
|
|
1/1/1900 |
|
10 |
|
2.55 |
|
Ratio |
|
3.29 |
|
6.47 |
|
-7.51 |
|
39 |
|
-4.06 |
|
|
2009 |
|
5.75 |
|
0.79 |
|
1 Yr |
|
1.59 |
|
1.62 |
|
-11.88 |
|
7.91 |
|
3.8 |
|
|
YTD |
|
4.78 |
|
1.27 |
|
-1.2 |
|
Fiscal Year Returns Ending September |
|
0.94 |
|
4.37 |
|
4.13 |
|
0.45 |
|
|
8.53 |
|
4.13 |
|
Policy |
BCIGC |
|
-0.1 |
|
Fund |
|
Policy |
BCAB A+ |
|
2000 |
|
2.75 |
Policy |
Policy |
|
|
6.54 |
|
3.31 |
|
7 |
|
907.7 |
|
Return |
|
2 |
|
-5.45 |
|
1.56 |
|
10 |
|
|
1.99 |
|
1.72 |
|
13 |
|
2 Yr |
|
%-tile |
|
6 |
|
-9.11 |
|
-0.83 |
|
10 |
|
|
2008 |
|
9 Yr |
|
30 |
|
-2.1 |
|
BCAB A+ |
|
25 |
|
3.66 |
|
7 Yr |
|
25 |
|
|
3.66 |
|
6.52 |
|
-1.52 |
|
-1.2 |
|
Return |
|
-1.11 |
|
1999 |
|
7.92 |
|
-17.28 |
|
|
3.15 |
|
4 |
|
4.84 |
|
165.3 |
|
%-tile |
#VALUE! |
|
5.19 |
|
14.58 |
|
21 |
|
21.3 |
|
|
1/0/1900 |
|
5.98 |
|
6.36 |
|
12/31/2006 |
|
Universe |
|
6.3 |
|
21.04 |
|
7.1 |
|
38.58 |
|
|
2007 |
|
9 |
|
-0.19 |
|
Incept |
|
5th %-tile |
#VALUE! |
|
3.93 |
|
-6.46 |
|
30 |
|
-26.62 |
|
|
6.34 |
|
6.34 |
|
Standard Deviation |
3.25 |
|
-2.7 |
|
25th %-tile |
|
4.28 |
|
1998 |
|
10.73 |
Standard Deviation |
18.79 |
|
|
5.44 |
|
5.28 |
|
1 |
|
-1.7 |
|
50th %-tile |
#VALUE! |
|
1 |
|
27.24 |
|
7.45 |
|
1 |
|
|
1/0/1900 |
|
4.57 |
|
0 |
|
6/2/1900 |
|
75th %-tile |
|
0 |
|
28.58 |
|
6.43 |
|
0 |
|
|
2006 |
|
3.61 |
|
1 |
|
-0.33 |
|
95th %-tile |
#VALUE! |
|
1 |
|
-1.34 |
|
4.95 |
|
1 |
|
|
3.55 |
|
1.35 |
|
0.48 |
|
2003 |
|
Qtr |
|
1.11 |
|
1997 |
|
2.39 |
|
-0.29 |
|
|
3.54 |
|
10 Yr |
|
|
1.55 |
|
3.07 |
|
3.2 |
0.032 |
|
4.75 |
|
32.62 |
|
8 Yr |
|
-5.5 |
|
|
1/0/1900 |
|
6.28 |
|
0 |
|
1/4/1900 |
|
53 |
|
0 |
|
33.36 |
|
12.02 |
|
0 |
|
|
2005 |
|
3 |
|
|
Diff |
|
-1.36 |
|
0.96 |
0.0096 |
|
Diff |
|
-0.74 |
|
9.37 |
|
Diff |
|
|
2.84 |
|
5.81 |
|
0 |
|
2002 |
|
83 |
|
0 |
|
1996 |
|
8.35 |
|
0 |
|
|
1.48 |
|
7 |
|
|
0 |
|
8.48 |
|
19.53 |
|
|
0 |
|
22.92 |
|
7.02 |
|
0 |
|
|
1.36 |
|
5.95 |
|
40 |
|
8.99 |
|
7.78 |
|
50 |
|
22.96 |
|
4.23 |
|
50 |
|
|
2004 |
|
5.01 |
|
|
-0.13 |
|
-0.51 |
|
3.37 |
|
|
-0.07 |
|
-0.04 |
|
Calendar Year Returns |
|
0.89 |
|
|
3.28 |
|
4.37 |
|
0.36 |
|
2001 |
|
1.56 |
|
-0.06 |
|
1995 1994 |
|
Fund |
|
0.72 |
|
|
1/2/1900 |
|
3.44 |
|
0.49 |
|
1/13/1900 |
|
-0.55 |
|
0.01 |
|
Returns in Up Markets |
|
Return |
|
-0.17 |
|
|
0.62 |
|
1.24 |
|
0.07 |
|
13.08 |
|
YTD |
|
-0.71 |
|
Fund |
|
%-tile |
|
3.94 |
|
|
2003 |
|
Fiscal Year Returns Ending September |
|
|
0.09 |
|
0.13 |
|
8.76 |
|
|
0.16 |
|
Policy |
|
Policy |
|
-1.05 |
|
|
6.11 |
|
Fund |
|
0 |
|
2000 |
|
6 |
|
-0.03 |
|
Ratio |
|
Return |
|
-0.07 |
|
|
1/5/1900 |
|
Return |
|
|
0.97 |
|
1/4/1900 |
|
6.25 |
|
|
1.67 |
|
3 Yr |
|
%-tile |
|
1.6 |
|
|
0.12 |
|
%-tile |
|
-0.06 |
|
7.12 |
|
26 |
|
-0.13 |
|
34.7 |
|
Universe |
|
-0.04 |
|
|
2002 |
|
BCIGC |
|
|
0.28 |
|
-2.26 |
|
8.95 |
|
|
0.3 |
|
36.1 |
|
5th %-tile |
|
0.08 |
|
|
8.26 |
|
Return |
|
1 |
|
1999 |
|
6.27 |
|
1.72 |
|
96 |
|
25th %-tile |
|
1.44 |
|
|
1/9/1900 |
|
QU. FUND |
%-tile |
|
0.79 |
|
################################ |
|
QU. FUND |
4.63 |
|
1.62 |
|
5 Yr |
|
50th %-tile |
|
3.8 |
|
|
-0.85 |
|
UNIVERSE |
Universe |
|
10 Yr |
|
-0.33 |
|
UNIVERSE |
1.93 |
|
Incept |
|
36.3 |
|
75th %-tile |
|
7 Yr |
|
|
2001 |
|
POLICY |
5th %-tile |
|
# of Negative Qtrs |
|
-1.18 |
|
POLICY |
-6.57 |
|
# of Negative Qtrs |
|
40.9 |
|
95th %-tile |
|
# of Negative Qtrs |
|
|
13.38 |
|
25th %-tile |
|
# of Positive Qtrs |
|
1998 |
|
2008 |
|
# of Positive Qtrs |
|
88.8 |
|
Qtr |
|
# of Positive Qtrs |
|
|
1/13/1900 |
|
50th %-tile |
|
Batting Average |
|
Returns in Up Markets |
|
4.14 |
0.0414 |
|
Batting Average |
|
7 Yr |
|
QU. FUND |
15.95 |
0.1595 |
Batting Average |
|
|
-0.03 |
|
75th %-tile |
|
Worst Qtr |
|
Fund |
|
11 |
|
Worst Qtr |
|
33.6 |
|
UNIVERSE |
29 |
|
Worst Qtr |
|
|
2000 |
|
95th %-tile |
|
Best Qtr |
|
LBAB A+ |
|
4.27 |
0.0427 |
|
Best Qtr |
|
37 |
|
POLICY |
15.39 |
0.1539 |
Best Qtr |
|
|
6.36 |
|
Qtr |
|
Range |
|
Ratio |
|
11 |
|
Range |
|
90.6 |
|
39 |
|
Range |
|
|
1/6/1900 |
|
3.38 |
0.0338 |
|
Worst 4 Qtrs |
|
3 Yr |
|
5.8 |
0.058 |
|
Worst 4 Qtrs |
|
9/30/1995 |
|
20.16 |
|
Worst 4 Qtrs |
|
|
-0.36 |
|
63 |
|
Standard Deviation |
|
8.1 |
|
1.15 |
|
Standard Deviation |
|
Incept |
|
16.36 |
|
Standard Deviation |
|
|
Returns in Up Markets |
|
1.67 |
0.0167 |
|
Beta |
|
8.1 |
|
-2.91 |
-0.0291 |
|
Beta |
|
32.2 |
|
15.16 |
|
Beta |
|
|
Fund |
|
90 |
|
Annualized Alpha |
|
99.6 |
|
-7.55 |
|
Annualized Alpha |
|
34.9 |
|
13.52 |
|
Annualized Alpha |
|
|
BCIGC |
|
11.76 |
|
|
R-Squared |
|
5 Yr |
|
-15.69 |
|
R-Squared |
|
92.3 |
|
10.81 |
|
R-Squared |
|
|
Ratio |
|
7.02 |
|
Sharpe Ratio |
|
1/7/1900 |
|
2007 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
YTD |
|
Sharpe Ratio |
|
|
3 Yr |
|
4.81 |
|
|
Treynor Ratio |
|
7.6 |
|
8.12 |
|
Treynor Ratio |
|
Fund |
|
12.85 |
|
Treynor Ratio |
|
|
12.9 |
|
2.6 |
|
Tracking Error |
|
93.7 |
|
5.05 |
|
Tracking Error |
|
Policy |
|
19 |
|
Tracking Error |
|
|
1/11/1900 |
|
1.15 |
|
|
Information Ratio |
|
9 Yr |
|
3.71 |
|
|
Information Ratio |
|
Ratio |
|
11.76 |
|
Information Ratio |
|
|
4/26/1900 |
|
YTD |
|
Fund |
|
1/8/1900 |
|
2.5 |
|
Fund |
|
3 Yr |
|
34 |
|
Fund |
|
|
5 Yr |
|
8.53 |
|
11 |
|
8.8 |
|
1.17 |
|
|
3 |
|
-29.4 |
|
15.38 |
|
10 |
|
|
10 |
|
18 |
|
29 |
|
98 |
|
2006 |
|
7 |
|
-34.5 |
|
12.15 |
|
18 |
|
|
1/8/1900 |
|
2003 FUND |
6.54 |
|
70 |
|
3/31/1998 |
|
2003 FUND |
7.62 |
|
Standard Deviation |
70 |
|
85 |
|
11.4 |
|
64.29 |
|
|
4/24/1900 |
|
UNIVERSE |
42 |
|
-2.17 |
|
Incept |
|
UNIVERSE |
4.69 |
|
-1.18 |
|
5 Yr |
|
9.77 |
|
-16.39 |
|
|
10 Yr |
|
POLICY |
11.58 |
|
|
5.2 |
|
9.2 |
|
POLICY |
3.76 |
|
5.13 |
|
-26.5 |
|
7.8 |
|
22.02 |
|
|
10.1 |
|
7.79 |
|
7.37 |
|
9.2 |
|
3.21 |
|
6.31 |
|
-31.3 |
|
2002 |
|
38.41 |
|
|
9.7 |
|
5.82 |
0.0582 |
|
-0.12 |
|
100.3 |
|
2.3 |
0.023 |
|
3.22 |
|
84.6 |
|
2002 FUND |
-20.28 |
-0.2028 |
-22.68 |
|
|
4/12/1900 |
|
3.37 |
|
3.71 |
|
Returns in Down Markets |
|
2005 |
|
4.2 |
|
7 Yr |
|
UNIVERSE |
27 |
|
17.12 |
|
|
12/31/1997 |
|
-3.95 |
-0.0395 |
|
0.93 |
|
Fund |
|
7.26 |
0.0726 |
|
0.98 |
|
-26.5 |
|
POLICY |
-22.1 |
-0.221 |
0.94 |
|
|
Incept |
|
2008 |
|
0.88 |
0.0088 |
|
LBAB A+ |
|
3.57 |
|
1.33 |
0.0133 |
|
-31.3 |
|
46 |
|
1.27 |
|
|
9.9 |
|
3.66 |
|
|
0.93 |
|
Ratio |
|
2.54 |
|
0.88 |
|
84.6 |
|
-14.75 |
|
0.96 |
|
|
1/9/1900 |
|
10 |
|
0.86 |
|
3 Yr |
|
1.72 |
|
1.05 |
|
9/30/1995 |
|
-20.18 |
|
0.21 |
|
|
102.8 |
|
2002 FUND |
3.15 |
|
|
3.44 |
|
-2 |
|
2002 FUND |
0.86 |
|
|
4.51 |
|
Incept |
|
-22.25 |
|
3.87 |
|
|
Returns in Down Markets |
|
UNIVERSE |
14 |
|
1.02 |
|
-1.7 |
|
UNIVERSE |
2004 |
|
1.46 |
|
-26.5 |
|
-23.65 |
|
3.42 |
|
|
Fund |
|
POLICY |
4.27 |
|
|
0.46 |
|
118.7 |
|
POLICY |
12.2 |
|
|
0.86 |
|
-31.3 |
|
-26.76 |
|
0.24 |
|
|
BCIGC |
|
1.45 |
|
BCIGC |
|
5 Yr |
|
4.61 |
|
BCAB A+ |
|
84.6 |
|
2001 |
|
Policy |
|
|
Ratio |
|
-1.95 |
-0.0195 |
|
12 |
|
-3 |
|
3.13 |
0.0313 |
|
3 |
|
2001 FUND |
-7.51 |
-0.0751 |
10 |
|
|
3 Yr |
|
-5.12 |
|
28 |
|
-2.6 |
|
1.77 |
|
7 |
|
UNIVERSE |
20 |
|
18 |
|
|
-2.9 |
|
-9.76 |
-0.0976 |
|
30 |
|
113.3 |
|
0.72 |
0.0072 |
|
30 |
|
POLICY |
-11.88 |
-0.1188 |
35.71 |
|
|
############################### |
|
2007 |
|
-2.52 |
|
9 Yr |
|
2003 |
|
-1.11 |
|
49 |
|
-17.28 |
|
|
99.3 |
|
6.34 |
|
|
5.88 |
|
-3.9 |
|
26.81 |
|
5.19 |
|
0.14 |
|
21.3 |
|
|
5 Yr |
|
5 |
|
8.4 |
|
-2.2 |
|
7.58 |
|
6.3 |
|
-9.12 |
|
38.58 |
|
|
-2.2 |
|
2001 FUND |
5.44 |
|
|
-0.34 |
|
174.2 |
|
2001 FUND |
4.69 |
|
|
3.93 |
|
-12.04 |
|
-26.62 |
|
|
############################### |
|
UNIVERSE |
11 |
|
3.86 |
|
3/31/1998 |
|
UNIVERSE |
2.87 |
|
4.02 |
|
-13.76 |
|
17.96 |
|
|
81.2 |
|
POLICY |
6.33 |
|
|
1 |
|
Incept |
|
POLICY |
1.6 |
|
|
1 |
|
-19.01 |
|
1 |
|
|
10 Yr |
|
5.03 |
|
0 |
|
-3.9 |
|
2002 |
|
0 |
|
2000 |
|
0 |
|
|
-2.1 |
|
4.4 |
0.044 |
|
1 |
|
-2.2 |
|
10.2 |
0.102 |
|
1 |
|
2000 FUND |
-5.45 |
-0.0545 |
1 |
|
|
-2.7 |
|
3.73 |
|
0.71 |
|
174.2 |
|
7.74 |
|
0.79 |
|
UNIVERSE |
42 |
|
0.16 |
|
|
76.3 |
|
2.54 |
0.0254 |
|
2.73 |
|
6.13 |
0.0613 |
|
3.16 |
|
POLICY |
-9.11 |
-0.0911 |
2.82 |
|
|
12/31/1997 |
|
2006 |
|
0 |
|
|
|
4.06 |
|
0 |
|
63 |
|
0 |
|
|
Incept |
|
3.55 |
|
Diff |
|
-4.43 |
|
Diff |
|
8.88 |
|
Diff |
|
|
-2.1 |
|
29 |
|
-1 |
|
2001 |
|
0 |
|
-1.49 |
|
0 |
|
|
-3 |
|
2000 FUND |
3.54 |
|
|
1 |
|
2000 FUND |
13.98 |
|
|
0 |
|
-7.17 |
|
0 |
|
|
71.8 |
|
UNIVERSE |
30 |
|
40 |
|
UNIVERSE |
12.52 |
|
40 |
|
-9.71 |
|
28.58 |
|
|
POLICY |
4.44 |
|
|
0.35 |
|
POLICY |
11.24 |
|
|
-0.07 |
|
-15.31 |
|
0.89 |
|
|
3.62 |
|
-0.68 |
|
9.07 |
|
-0.06 |
|
1999 |
|
0.72 |
|
|
3.31 |
0.0331 |
|
-1.03 |
|
-11.92 |
-0.1192 |
|
0.01 |
|
1999 FUND |
14.58 |
0.1458 |
-0.17 |
|
|
2.82 |
|
0.22 |
|
1.77 |
|
-0.71 |
|
UNIVERSE |
61 |
|
3.94 |
|
|
2.11 |
0.0211 |
|
-0.15 |
|
0.72 |
0.0072 |
|
0.18 |
|
POLICY |
21.04 |
0.2104 |
-0.84 |
|
|
2005 |
|
-0.07 |
|
2003 |
|
-0.02 |
|
23 |
|
-0.06 |
|
|
2.84 |
|
0.88 |
|
3.07 |
|
1.33 |
|
29.06 |
|
1.27 |
|
|
33 |
|
-0.07 |
|
70 |
|
-0.12 |
|
20.79 |
|
-0.04 |
|
|
1999 FUND |
1.48 |
|
|
0.15 |
|
1999 FUND |
4.43 |
|
|
0.26 |
|
17.27 |
|
0.05 |
|
|
UNIVERSE |
92 |
|
0.71 |
|
UNIVERSE |
54 |
|
1.35 |
|
10.05 |
|
1.05 |
|
|
POLICY |
4.12 |
|
|
1.02 |
|
POLICY |
26.81 |
|
|
1.46 |
|
1.04 |
|
3.42 |
|
|
3.06 |
|
Incept |
|
7.58 |
|
Incept |
|
1998 |
|
Incept |
|
|
2.51 |
0.0251 |
|
# of Negative Qtrs |
|
4.69 |
0.0469 |
|
# of Negative Qtrs |
|
1998 FUND |
27.24 |
0.2724 |
# of Negative Qtrs |
|
|
1.96 |
|
# of Positive Qtrs |
|
2.87 |
|
# of Positive Qtrs |
|
UNIVERSE |
33 |
|
# of Positive Qtrs |
|
|
1.21 |
0.0121 |
|
Batting Average |
|
1.6 |
0.016 |
|
Batting Average |
|
POLICY |
28.58 |
0.2858 |
Batting Average |
|
|
2004 |
|
Worst Qtr |
|
2002 |
|
Worst Qtr |
|
19 |
|
Worst Qtr |
|
|
3.28 |
|
Best Qtr |
|
8.48 |
|
Best Qtr |
|
35.39 |
|
Best Qtr |
|
|
61 |
|
Range |
|
16 |
|
Range |
|
28.17 |
|
Range |
|
|
2.66 |
|
Worst 4 Qtrs |
|
8.99 |
|
Worst 4 Qtrs |
|
23.31 |
|
Worst 4 Qtrs |
|
|
76 |
|
Standard Deviation |
|
10 |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
6.31 |
|
|
Beta |
|
10.2 |
|
|
Beta |
|
6.14 |
|
Beta |
|
|
4.49 |
|
Annualized Alpha |
|
7.74 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
3.48 |
|
|
R-Squared |
|
6.13 |
|
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
2.72 |
|
Sharpe Ratio |
|
4.06 |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
1.67 |
|
Treynor Ratio |
|
-4.43 |
|
Treynor Ratio |
|
33.36 |
|
Treynor Ratio |
|
|
2003 |
|
Tracking Error |
|
2001 |
|
Tracking Error |
|
14 |
|
Tracking Error |
|
|
6.11 |
|
Information Ratio |
|
13.21 |
|
Information Ratio |
|
35.83 |
|
Information Ratio |
|
|
38 |
|
Fund |
|
12 |
|
Fund |
|
32.4 |
|
Fund |
|
|
5.99 |
|
13 |
|
13.08 |
|
14 |
|
29.2 |
|
10 |
|
|
39 |
|
33 |
|
14 |
|
24 |
|
26.22 |
|
21 |
|
|
19.43 |
|
67.39 |
|
13.98 |
|
42.11 |
|
19.15 |
|
64.52 |
|
|
8 |
|
-2.17 |
|
12.52 |
|
-2.46 |
|
1996 |
|
-16.39 |
|
|
4.81 |
|
5.2 |
|
11.24 |
|
5.29 |
|
22.92 |
|
22.02 |
|
|
3.53 |
|
7.37 |
|
9.07 |
|
7.75 |
|
27 |
|
38.41 |
|
|
1.88 |
|
-0.14 |
|
-11.92 |
|
-3.85 |
|
22.96 |
|
-22.68 |
|
|
2002 |
|
3.72 |
|
2000 |
|
3.92 |
|
26 |
|
16.39 |
|
|
8.26 |
|
0.92 |
|
4.86 |
|
1.1 |
|
27.28 |
|
0.94 |
|
|
24 |
|
0.89 |
|
81 |
|
-1.01 |
|
23.01 |
|
1.44 |
|
|
9.11 |
|
0.94 |
|
7.12 |
|
0.92 |
|
21.51 |
|
0.96 |
|
|
10 |
|
0.76 |
|
11 |
|
0.43 |
|
18.9 |
|
0.31 |
|
|
9.57 |
|
3.05 |
|
7.97 |
|
1.53 |
|
15.28 |
|
5.37 |
|
|
8.18 |
|
1 |
|
6.53 |
|
1.14 |
|
1995 |
|
3.34 |
|
|
6.93 |
|
0.46 |
|
5.96 |
|
-0.45 |
|
38.57 |
|
0.27 |
|
|
4.91 |
|
BCIGC |
|
5.16 |
|
LBAB A+ |
|
36.55 |
|
Policy |
|
|
-2.96 |
|
14 |
|
-0.46 |
|
11 |
|
33.47 |
|
10 |
|
|
2001 |
|
32 |
|
1999 |
|
27 |
|
30.16 |
|
21 |
|
|
13.38 |
|
32.61 |
|
-1.51 |
|
57.89 |
|
24.43 |
|
35.48 |
|
|
6 |
|
-2.52 |
|
72 |
|
-2.3 |
|
-17.28 |
|
|
13.41 |
|
5.88 |
|
-0.33 |
|
4.78 |
|
21.3 |
|
|
6 |
|
8.4 |
|
60 |
|
7.08 |
|
38.58 |
|
|
13.45 |
|
-2.05 |
|
7.11 |
|
-0.8 |
|
-26.62 |
|
|
11.23 |
|
3.92 |
|
2.41 |
|
3.43 |
|
17.17 |
|
|
9.73 |
|
1 |
|
0.41 |
|
1 |
|
1 |
|
|
7.09 |
|
0 |
|
-1.8 |
|
0 |
|
0 |
|
|
-10.81 |
|
1 |
|
-4.55 |
|
1 |
|
1 |
|
|
0.6 |
|
0.64 |
|
0.24 |
|
|
2.35 |
|
2.19 |
|
4.16 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-1 |
|
3 |
|
0 |
|
|
1 |
|
-3 |
|
0 |
|
|
34.78 |
|
-15.78 |
|
29.04 |
|
|
0.35 |
|
-0.16 |
|
0.89 |
|
|
-0.68 |
|
0.51 |
|
0.72 |
|
|
-1.03 |
|
0.67 |
|
-0.17 |
|
|
1.91 |
|
-3.05 |
|
3.94 |
|
|
-0.2 |
|
0.49 |
|
-0.78 |
|
|
-0.08 |
|
0.1 |
|
-0.06 |
|
|
0.89 |
|
-1.01 |
|
1.44 |
|
|
-0.06 |
|
-0.08 |
|
-0.04 |
|
|
0.16 |
|
-0.21 |
|
0.07 |
|
|
0.7 |
|
-0.66 |
|
1.21 |
|
|
1 |
|
1.14 |
|
3.34 |
|
|
|
-0.61 |
|
|
1.2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|