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Sunrise
Police |
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Alpha & Beta:
5-Years Trailing (or Inception if Less) |
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September 30, 2006 |
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BETA |
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Current |
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Policy |
Sep-06 |
Jun-06 |
Mar-06 |
Dec-05 |
Sep-05 |
Jun-05 |
Mar-05 |
Dec-04 |
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Total Fund |
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50%S&P500, 40%LBAB & 10%R2000V |
0.85 |
0.84 |
0.84 |
0.85 |
0.85 |
0.85 |
0.85 |
0.85 |
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Managers, Total Fund |
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DHJ |
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55%S&P500, 45%LBIGC |
0.87 |
0.90 |
0.89 |
0.95 |
0.96 |
0.96 |
0.96 |
1.02 |
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Managers, Equities |
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DHJ |
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S&P500 |
0.90 |
0.92 |
0.92 |
0.97 |
0.98 |
0.98 |
0.98 |
0.99 |
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Buckhead Lg.Cap |
S&P500 |
0.95 |
0.95 |
0.95 |
0.96 |
0.97 |
0.96 |
0.98 |
1.02 |
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Buckhead Sm.Cap |
R2000V |
0.94 |
0.91 |
0.92 |
0.88 |
0.89 |
0.85 |
0.83 |
0.81 |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
0.90 |
0.90 |
0.89 |
0.89 |
0.88 |
0.88 |
0.88 |
0.87 |
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Invesco |
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LBAB(A+) |
1.06 |
1.07 |
1.07 |
1.05 |
1.06 |
1.06 |
1.07 |
1.08 |
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ALPHA |
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Total Fund |
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50%S&P500, 40%LBAB &
10%R2000V |
-0.22% |
0.36% |
0.62% |
0.45% |
0.20% |
0.40% |
0.47% |
0.69% |
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Managers, Total Fund |
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DHJ |
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55%S&P500, 45%LBIGC |
-1.34% |
-1.06% |
-0.53% |
-1.34% |
-2.17% |
-2.13% |
-2.05% |
-1.62% |
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Managers, Equities |
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DHJ |
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S&P500 |
-2.18% |
-2.02% |
-1.13% |
-2.21% |
-3.35% |
-3.08% |
-2.97% |
-1.62% |
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Buckhead Lg.Cap |
S&P500 |
1.94% |
2.63% |
2.51% |
2.48% |
2.15% |
3.77% |
3.99% |
2.40% |
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Buckhead Sm. Cap |
R2000V |
-1.13% |
1.02% |
2.21% |
2.26% |
1.89% |
2.58% |
6.96% |
8.55% |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
0.71% |
0.68% |
0.83% |
0.91% |
0.99% |
1.02% |
1.08% |
0.81% |
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Invesco |
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LBAB(A+) |
-0.84% |
-0.58% |
-0.61% |
-0.57% |
-0.65% |
-0.78% |
-0.78% |
-0.82% |
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ASSET CONSULTING GROUP,
INC. |
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Formerly a division of
Gabriel, Roeder, Smith, & Co. |
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Page 31 |
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