SUNRISE POLICE |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LOCK |
DHJ FIXED EXECUTIVE HERE |
LOCK |
LOCK |
DHJ FIXED UNIVERSE HERE |
LOCK |
LOCK |
DHJ FIXED RISK HERE |
LOCK |
LOCK |
INVESCO FIXED EXECUTIVE 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 |
|
Invesco (Fixed Income + Cash) (DHJ
inception 1/1/2007) |
Invesco (Fixed Income + Cash) (DHJ
inception 1/1/2007) |
Invesco (Fixed Income + Cash) (DHJ
inception 1/1/2007) |
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 |
|
|
44 |
|
Intermediate Fixed Income |
|
48 |
|
30 |
|
Broad Fixed Income |
|
34 |
|
31 |
|
Broad Large Cap Core |
|
37 |
|
|
Inception date is December 31, 1997 |
|
46 |
|
3 Yr |
|
Inception date is March 31, 1998 |
|
32 |
|
3 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
December 31, 2006 |
Batting Average |
|
Returns are net of fees. |
|
Incept is March 31, 1998 to December
31, 2006 |
|
Batting Average |
|
Returns are gross of fees. |
|
Incept is September 30, 1995 to June
30, 2003 |
Batting Average |
|
|
Account Reconciliation |
|
Trailing Returns through December
31, 2006 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through December
31, 2006 |
|
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 |
|
LBIGC |
|
Standard Deviation |
|
Ending Value |
|
LBAB A+ |
|
Standard Deviation |
|
Ending Value |
|
Policy |
|
Standard Deviation |
|
|
12/31/2006 |
|
Return |
|
Beta |
|
12/31/2006 |
|
Return |
|
Beta |
|
6/30/2003 |
|
Return |
|
Beta |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
9,479 |
|
Universe |
|
R-Squared |
|
7,557 |
|
Universe |
|
R-Squared |
|
5,552 |
|
Universe |
|
R-Squared |
|
|
627 |
|
5th %-tile |
|
Sharpe Ratio |
|
-121 |
|
5th %-tile |
|
Sharpe Ratio |
|
-154 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
111 |
|
25th %-tile |
|
Treynor Ratio |
|
57 |
|
25th %-tile |
|
Treynor Ratio |
|
876 |
|
25th %-tile |
|
Treynor Ratio |
|
|
10,218 |
|
50th %-tile |
|
Tracking Error |
|
7,492 |
|
50th %-tile |
|
Tracking Error |
|
6,274 |
|
50th %-tile |
|
Tracking Error |
|
|
2007 |
|
75th %-tile |
|
Information Ratio |
|
2007 |
|
75th %-tile |
|
Information Ratio |
|
2003 |
|
75th %-tile |
|
Information Ratio |
|
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
9,479 |
|
3 Qtrs |
|
4 |
|
7,557 |
|
2 Qtrs |
|
5 |
|
5,774 |
|
2 Qtrs |
|
7 |
|
|
627 |
|
4.62 |
|
|
8 |
|
-121 |
|
4.05 |
|
7 |
|
-222 |
|
12.85 |
|
5 |
|
|
111 |
|
42 |
|
83.33 |
|
57 |
|
64 |
|
25 |
|
722 |
|
19 |
|
83.33 |
|
|
10,218 |
|
4.47 |
|
|
-2.17 |
|
7,492 |
|
4.99 |
|
-2.37 |
|
6,274 |
|
11.76 |
|
-16.39 |
|
|
12/31/1997 |
|
54 |
|
3.42 |
|
3/31/1998 |
|
30 |
|
3.26 |
|
9/30/1995 |
|
34 |
|
15.95 |
|
|
Incept |
|
6.46 |
|
5.59 |
|
Incept |
|
7.85 |
|
5.63 |
|
Incept |
|
15.38 |
|
32.34 |
|
|
4,811 |
|
4.96 |
|
-0.12 |
|
5,933 |
|
5.24 |
|
-0.85 |
|
4,516 |
|
12.15 |
|
-22.68 |
|
|
1,218 |
|
4.52 |
|
2.72 |
|
-2,108 |
|
4.4 |
|
2.97 |
|
-2,249 |
|
11.4 |
|
16.97 |
|
|
4,189 |
|
4.12 |
|
0.98 |
|
3,667 |
|
3.7 |
|
0.95 |
0.0095 |
|
4,007 |
|
9.77 |
|
0.91 |
|
|
10,218 |
10,218,000 |
|
3.69 |
|
0.73 |
|
7,492 |
7,492,000 |
|
2.55 |
|
-0.33 |
|
6,274 |
6,274,000 |
|
7.8 |
|
2.63 |
|
|
Investment Policy |
|
1 Yr |
|
0.98 |
|
Investment Policy |
|
3 Qtrs |
|
0.99 |
|
Investment Policy |
|
3 Qtrs |
|
0.98 |
|
|
Index |
|
4.27 |
0.0427 |
|
0.22 |
|
Index |
|
3.75 |
|
0.05 |
|
Index |
|
19.73 |
|
-0.63 |
|
|
Lehman Gov/Credit-Intermediate |
|
35 |
|
0.61 |
|
LBAB A+ |
|
77 |
|
0.16 |
|
S&P 500 |
|
52 |
|
-11.77 |
|
|
Total |
|
4.07 |
0.0407 |
|
0.35 |
|
Total |
|
4.96 |
|
0.33 |
|
Total |
|
21.19 |
|
3.13 |
|
|
Weight |
|
43 |
|
2 |
|
Weight |
|
28 |
|
-1.58 |
|
Weight |
|
26 |
|
1.16 |
|
|
100 |
|
6.45 |
|
LBIGC |
|
100 |
|
7.85 |
|
LBAB A+ |
|
100 |
|
25.69 |
|
Policy |
|
|
100 |
|
4.48 |
|
4 |
|
100 |
|
5.06 |
|
5 |
|
100 |
|
21.21 |
|
7 |
|
|
Trailing Returns through December
31, 2006 |
|
3.91 |
|
8 |
|
Trailing Returns through December
31, 2006 |
|
4.3 |
|
7 |
|
Trailing Returns through June 30,
2003 |
|
19.88 |
|
5 |
|
|
Fund |
|
3.41 |
|
16.67 |
|
Fund |
|
3.79 |
|
75 |
|
Fund |
|
17.01 |
|
16.67 |
|
|
LBIGC |
|
2.81 |
|
-2.52 |
|
LBAB A+ |
|
2.94 |
|
-2.3 |
|
Policy |
|
11.68 |
|
-17.28 |
|
|
Diff |
|
2 Yr |
|
3.19 |
|
Diff |
|
1 Yr |
|
3.72 |
|
Diff |
|
1 Yr |
|
15.39 |
|
|
1 Yr |
|
1 Yr FUND |
3.4 |
0.034 |
|
5.71 |
|
1 Yr |
|
1 Yr FUND |
3.15 |
0.0315 |
|
6.02 |
|
1 Yr |
|
1 Yr FUND |
0.1 |
0.001 |
32.67 |
|
|
4.27 |
|
UNIVERSE |
24 |
|
-0.34 |
|
3.15 |
|
UNIVERSE |
91 |
|
-0.68 |
|
1/0/1900 |
|
UNIVERSE |
36 |
|
-26.62 |
|
|
4.07 |
|
POLICY |
2.81 |
0.0281 |
|
2.75 |
|
4.33 |
|
POLICY |
4.33 |
0.0433 |
|
3.1 |
|
0.25 |
|
POLICY |
0.25 |
0.0025 |
18.42 |
|
|
0.2 |
|
60 |
|
1 |
|
-1.18 |
|
49 |
|
1 |
|
-0.15 |
|
31 |
|
1 |
|
|
2 Yr |
|
4.21 |
|
0 |
|
2 Yr |
|
10.81 |
|
0 |
|
2 Yr |
|
5.38 |
|
0 |
|
|
3.4 |
|
3.38 |
|
1 |
|
2.78 |
|
5.61 |
|
1 |
|
############################### |
|
0.69 |
|
1 |
|
|
2.81 |
|
2.95 |
|
-0.04 |
|
3.43 |
|
4.3 |
|
0.22 |
|
-9.32 |
|
-0.47 |
|
-0.78 |
|
|
0.59 |
|
2.49 |
|
-0.1 |
|
-0.65 |
|
3.74 |
|
0.67 |
|
1.47 |
|
-3.23 |
|
-14.35 |
|
|
3 Yr |
|
1.85 |
|
0 |
|
3 Yr |
|
2.83 |
|
0 |
|
3 Yr |
|
-6.37 |
|
0 |
|
|
1/3/1900 |
|
3 Yr |
|
Diff |
|
1/3/1900 |
|
2 Yr |
|
Diff |
|
-7.56 |
|
2 Yr |
|
Diff |
|
|
2.89 |
|
3.59 |
0.0359 |
|
0 |
|
|
3.66 |
|
2.78 |
|
|
0 |
|
############################### |
|
-7.85 |
|
0 |
|
|
0.7 |
|
34 |
|
0 |
|
|
-0.52 |
|
76 |
|
0 |
|
3.64 |
|
27 |
|
0 |
|
|
4 Yr |
|
2.89 |
0.0289 |
|
66.66 |
|
|
4 Yr |
|
3.43 |
|
|
-50 |
|
4 Yr |
|
-9.32 |
|
66.66 |
|
|
1/3/1900 |
|
71 |
|
0.35 |
|
1/3/1900 |
|
50 |
|
-0.07 |
|
-5.14 |
|
47 |
|
0.89 |
|
|
3.26 |
|
4.81 |
|
0.23 |
|
3.58 |
|
7.37 |
|
-0.46 |
|
############################### |
|
-4.45 |
|
0.56 |
|
|
0.49 |
|
3.76 |
|
-0.12 |
|
-0.32 |
|
4.47 |
|
-0.39 |
|
1.77 |
|
-7.76 |
|
-0.33 |
|
|
5 Yr |
|
3.27 |
|
0.22 |
|
5 Yr |
|
3.4 |
|
-0.17 |
|
5 Yr |
|
|
-9.53 |
|
3.94 |
|
|
5.03 |
|
2.83 |
|
-0.03 |
|
4.35 |
|
2.79 |
|
-0.13 |
|
0.11 |
|
-10.74 |
|
-1.45 |
|
|
1/4/1900 |
|
2.17 |
|
-0.02 |
|
1/4/1900 |
|
2.01 |
|
-0.05 |
|
-1.61 |
|
-13.99 |
|
-0.09 |
|
|
0.28 |
|
4 Yr |
|
0.73 |
|
-0.57 |
|
3 Yr |
|
-0.33 |
|
1.72 |
|
3 Yr |
|
2.63 |
|
|
6 Yr |
|
3 Yr FUND |
3.75 |
0.0375 |
|
-0.02 |
|
6 Yr |
|
3 Yr FUND |
3.14 |
0.0314 |
|
-0.01 |
|
6 Yr |
|
3 Yr FUND |
-7.56 |
-0.0756 |
-0.02 |
|
|
1/5/1900 |
|
UNIVERSE |
45 |
|
0.26 |
|
1/4/1900 |
|
UNIVERSE |
65 |
|
-0.17 |
|
1/4/1900 |
|
UNIVERSE |
27 |
|
0.15 |
|
|
1/5/1900 |
|
POLICY |
3.26 |
0.0326 |
|
0.71 |
|
1/5/1900 |
|
POLICY |
3.66 |
0.0366 |
|
-0.51 |
|
3.09 |
|
POLICY |
-11.2 |
-0.112 |
2.58 |
|
|
0.3 |
|
69 |
|
0.35 |
|
-0.58 |
|
49 |
|
0.33 |
|
1.08 |
|
54 |
|
3.13 |
|
|
7 Yr |
|
5.82 |
|
5 Yr |
5 Yr |
|
7 Yr |
|
8.17 |
|
5 Yr |
|
7 Yr |
|
-0.31 |
|
5 Yr |
|
|
1/6/1900 |
|
4.41 |
|
# of Negative Qtrs |
|
1/5/1900 |
|
4.66 |
|
# of Negative Qtrs |
|
7.92 |
|
-7.22 |
|
# of Negative Qtrs |
|
|
6.27 |
|
3.67 |
|
# of Positive Qtrs |
|
6.37 |
|
3.61 |
|
# of Positive Qtrs |
|
7.1 |
|
-11.07 |
|
# of Positive Qtrs |
|
|
0.05 |
|
3.1 |
|
Batting Average |
|
-0.45 |
|
2.84 |
|
Batting Average |
|
1/0/1900 |
|
-12.32 |
|
Batting Average |
|
|
8 Yr |
|
2.35 |
|
Worst Qtr |
|
8 Yr |
|
1.96 |
|
Worst Qtr |
|
8 Yr 9 Yr 10 Yr |
|
-16.52 |
|
Worst Qtr |
|
|
1/5/1900 |
|
5 Yr |
|
Best Qtr |
|
1/4/1900 |
|
4 Yr |
|
Best Qtr |
|
9/30/1995 |
|
4 Yr |
|
Best Qtr |
|
|
1/5/1900 |
|
5.03 |
0.0503 |
|
Range |
|
1/5/1900 |
|
3.26 |
|
Range |
|
Incept |
|
-5.14 |
|
Range |
|
|
0.31 |
|
21 |
|
Worst 4 Qtrs |
|
-0.8 |
|
68 |
|
Worst 4 Qtrs |
|
9.43 |
|
35 |
|
Worst 4 Qtrs |
|
|
9 Yr |
|
4.75 |
0.0475 |
|
Standard Deviation |
|
9 Yr 10 Yr |
|
3.58 |
|
Standard Deviation |
|
8.54 |
|
-6.91 |
|
Standard Deviation |
|
|
1/5/1900 |
|
32 |
|
Beta |
|
3/31/1998 |
|
59 |
|
Beta |
|
1/0/1900 |
|
56 |
|
Beta |
|
|
1/5/1900 |
|
6.11 |
|
Annualized Alpha |
|
Incept |
|
12.35 |
|
Annualized Alpha |
|
Calendar Year Returns |
|
1.34 |
|
Annualized Alpha |
|
|
0.21 |
|
4.91 |
|
R-Squared |
|
5.16 |
|
5.19 |
|
R-Squared |
|
Fund |
|
-3.59 |
|
R-Squared |
|
|
10 Yr |
|
4.29 |
|
Sharpe Ratio |
|
5.8 |
|
3.88 |
|
Sharpe Ratio |
|
Policy |
|
-6.65 |
|
Sharpe Ratio |
|
|
12/31/1997 |
|
3.66 |
|
Treynor Ratio |
|
-0.64 |
|
2.95 |
|
Treynor Ratio |
|
Diff |
|
-7.6 |
|
Treynor Ratio |
|
|
Incept |
|
2.57 |
|
Tracking Error |
|
Fiscal Year Returns Ending September |
|
1.9 |
|
Tracking Error |
|
6/30/2003 |
|
-10.33 |
|
Tracking Error |
|
|
5.88 |
|
6 Yr |
|
Information Ratio |
|
Fund |
|
5 Yr |
|
Information Ratio |
|
Qtr |
|
5 Yr |
|
Information Ratio |
|
|
1/5/1900 |
|
5 Yr FUND |
5.65 |
0.0565 |
Fund |
Fund |
|
LBAB A+ |
|
5 Yr FUND |
4.35 |
0.0435 |
Fund |
Fund |
|
15.95 |
|
5 Yr FUND |
0.11 |
0.0011 |
Fund |
|
|
0.21 |
|
UNIVERSE |
15 |
|
6 |
|
Diff |
|
UNIVERSE |
66 |
|
8 |
|
15.39 |
|
UNIVERSE |
28 |
|
10 |
|
|
Fiscal Year Returns
Ending September |
POLICY |
5.35 |
0.0535 |
|
14 |
|
12/31/2006 |
|
POLICY |
4.92 |
0.0492 |
|
12 |
|
0.56 |
|
POLICY |
-1.61 |
-0.0161 |
10 |
|
|
Fund |
|
23 |
|
Batting Average |
75 |
|
Qtr |
|
45 |
|
Batting Average |
35 |
|
2003 |
|
47 |
Batting Average |
75 |
|
|
LBIGC |
|
6.38 |
|
|
-2.17 |
|
0.76 |
|
9.47 |
|
|
-2.37 |
|
YTD |
|
5.06 |
|
-16.39 |
|
|
Diff |
|
5.23 |
|
|
4.6 |
|
1/1/1900 |
|
5.63 |
|
|
5.08 |
|
12.85 |
|
0.55 |
|
22.02 |
|
|
12/31/2006 |
|
4.6 |
|
|
6.77 |
|
-0.46 |
|
4.77 |
|
|
7.45 |
|
1/11/1900 |
|
-1.76 |
|
38.41 |
|
|
Qtr |
|
4.08 |
|
|
-0.12 |
|
2007 |
|
4.02 |
|
|
-0.85 |
|
1.09 |
|
-2.74 |
|
-22.68 |
|
|
1.1 |
|
2.6 |
|
Standard Deviation |
3.45 |
|
YTD |
|
2.6 |
|
Standard Deviation |
3.95 |
|
2002 |
|
-4.94 |
Standard Deviation |
17.74 |
|
|
1/1/1900 |
|
7 Yr |
|
Beta |
0.89 |
|
1/0/1900 |
|
6 Yr |
|
Beta |
1.04 |
|
-20.28 |
|
6 Yr |
Beta |
0.93 |
|
|
0.07 |
|
6.32 |
|
Annualized Alpha |
0.77 |
0.0077 |
|
1.22 |
|
4.89 |
|
Annualized Alpha |
-0.75 |
-0.0075 |
|
-22.1 |
|
4.17 |
Annualized Alpha |
1.6 |
0.016 |
|
2007 |
|
13 |
|
R-Squared |
0.97 |
|
-0.46 |
|
50 |
|
R-Squared |
0.95 |
0.0095 |
|
1.82 |
|
25 |
R-Squared |
0.96 |
|
|
YTD |
|
6.27 |
|
0.78 |
|
2006 |
|
5.47 |
|
0.51 |
|
2001 |
|
3.09 |
|
-0.21 |
|
|
1/1/1900 |
|
14 |
|
3.01 |
|
1/3/1900 |
|
29 |
|
1.92 |
|
-7.51 |
|
39 |
|
-4.06 |
|
|
1.03 |
|
6.89 |
|
0.72 |
|
3.7 |
|
8.77 |
|
0.89 |
|
-11.88 |
|
7.91 |
|
3.8 |
|
|
0.07 |
|
5.85 |
|
0.39 |
|
-0.64 |
|
5.64 |
|
-0.64 |
|
4.37 |
|
4.13 |
|
0.45 |
|
|
2006 |
|
5.24 |
|
Policy |
LBIGC |
|
2005 |
|
4.88 |
|
Policy |
LBAB A+ |
|
2000 |
|
2.75 |
Policy |
Policy |
|
|
3.55 |
|
4.42 |
|
6 |
|
2.65 |
|
4.25 |
|
6 |
|
-5.45 |
|
1.56 |
|
10 |
|
|
3.54 |
|
1.08 |
|
14 |
|
2.8 |
|
3.14 |
|
14 |
|
-9.11 |
|
-0.83 |
|
10 |
|
|
0.01 |
|
8 Yr |
|
25 |
|
-0.15 |
|
7 Yr |
|
65 |
|
3.66 |
|
7 Yr |
|
25 |
|
|
2005 |
|
5.5 |
|
-2.52 |
|
2004 |
|
5.92 |
|
-2.3 |
|
1999 |
|
7.92 |
|
-17.28 |
|
|
2.84 |
|
10 |
|
5.88 |
|
3.11 |
|
36 |
0.36 |
|
4.78 |
|
14.58 |
|
21 |
|
21.3 |
|
|
1/1/1900 |
|
5.19 |
|
8.4 |
|
1/3/1900 |
|
6.37 |
|
7.08 |
|
21.04 |
|
7.1 |
|
38.58 |
|
|
1.36 |
|
17 |
|
-0.34 |
|
-0.33 |
|
20 |
0.2 |
|
-0.68 |
|
-6.46 |
|
30 |
|
-26.62 |
|
|
2004 |
|
5.7 |
|
Standard Deviation |
3.8 |
|
2003 |
|
7.72 |
|
3.69 |
|
1998 |
|
10.73 |
Standard Deviation |
18.79 |
|
|
3.28 |
|
4.95 |
|
1 |
|
3.07 |
|
6.19 |
|
1 |
|
27.24 |
|
7.45 |
|
1 |
|
|
1/2/1900 |
|
4.32 |
|
0 |
|
1/4/1900 |
|
5.59 |
|
0 |
|
28.58 |
|
6.43 |
|
0 |
|
|
0.62 |
|
3.8 |
|
1 |
|
-1.36 |
|
4.9 |
|
1 |
|
-1.34 |
|
4.95 |
|
1 |
|
|
2003 |
|
2.05 |
|
0.63 |
|
2002 |
|
3.61 |
|
0.7 |
|
1997 |
|
2.39 |
|
-0.29 |
|
|
6.11 |
|
9 Yr |
|
|
2.4 |
|
8.48 |
|
8 Yr |
|
|
2.57 |
|
32.62 |
|
8 Yr |
|
-5.5 |
|
|
1/5/1900 |
|
5.88 |
|
0 |
|
1/8/1900 |
|
4.65 |
|
0 |
|
33.36 |
|
12.02 |
|
0 |
|
|
0.12 |
|
6 |
|
|
Diff |
|
-0.51 |
|
46 |
|
|
Diff |
|
-0.74 |
|
9.37 |
|
Diff |
|
|
2002 |
|
5.67 |
|
0 |
|
2001 |
|
5.45 |
|
2 |
|
1996 |
|
8.35 |
|
0 |
|
|
8.26 |
|
10 |
|
|
0 |
|
13.21 |
|
19 |
|
|
-2 |
|
22.92 |
|
7.02 |
|
0 |
|
|
9.11 |
|
5.94 |
|
50 |
|
13.08 |
|
7.02 |
|
-30 |
|
22.96 |
|
4.23 |
|
50 |
|
|
-0.85 |
|
5.15 |
|
|
0.35 |
|
0.13 |
|
5.12 |
|
|
-0.07 |
|
-0.04 |
|
Calendar Year Returns |
|
0.89 |
|
|
2001 |
|
4.52 |
|
-1.28 |
|
2000 |
|
4.56 |
|
0.3 |
|
1995 1994 |
|
Fund |
|
0.72 |
|
|
1/13/1900 |
|
4 |
|
-1.63 |
|
1/4/1900 |
|
4.08 |
|
0.37 |
|
Returns in Up Markets |
|
Return |
|
-0.17 |
|
|
13.41 |
|
1.77 |
|
0.22 |
|
7.12 |
|
3.33 |
|
-0.17 |
|
Fund |
|
%-tile |
|
3.94 |
|
|
-0.03 |
|
Fiscal Year Returns Ending September |
|
|
-0.35 |
|
-2.26 |
|
Fiscal Year Returns Ending September |
|
|
0.26 |
|
Policy |
|
Policy |
|
-1.05 |
|
|
2000 |
|
Fund |
|
-0.11 |
|
1999 |
|
Fund |
|
0.04 |
|
Ratio |
|
Return |
|
-0.07 |
|
|
1/6/1900 |
|
Return |
|
|
0.77 |
|
################################ |
|
Return |
|
|
-0.75 |
|
3 Yr |
|
%-tile |
|
1.6 |
|
|
6.72 |
|
%-tile |
|
-0.03 |
|
-0.33 |
|
%-tile |
|
-0.05 |
|
34.7 |
|
Universe |
|
-0.04 |
|
|
-0.36 |
|
LBIGC |
|
|
0.15 |
|
-1.18 |
|
LBAB A+ |
|
|
-0.19 |
|
36.1 |
|
5th %-tile |
|
0.08 |
|
|
1999 |
|
Return |
|
0.61 |
|
1998 |
|
Return |
|
-0.65 |
|
96 |
|
25th %-tile |
|
1.44 |
|
|
############################### |
|
QU. FUND |
%-tile |
|
0.72 |
|
Returns in Up Markets |
|
QU. FUND |
%-tile |
|
0.89 |
|
5 Yr |
|
50th %-tile |
|
3.8 |
|
|
-1.48 |
|
UNIVERSE |
Universe |
|
8 Yr |
|
Fund |
|
UNIVERSE |
Universe |
|
8 Yr |
|
36.3 |
|
75th %-tile |
|
7 Yr |
|
|
1.34 |
|
POLICY |
5th %-tile |
|
# of Negative Qtrs |
|
LBAB A+ |
|
POLICY |
5th %-tile |
|
# of Negative Qtrs |
|
40.9 |
|
95th %-tile |
|
# of Negative Qtrs |
|
|
1998 |
|
25th %-tile |
|
# of Positive Qtrs |
|
Ratio |
|
25th %-tile |
|
# of Positive Qtrs |
|
88.8 |
|
Qtr |
|
# of Positive Qtrs |
|
|
Returns in Up Markets |
|
50th %-tile |
|
Batting Average |
|
3 Yr |
|
50th %-tile |
#VALUE! |
|
Batting Average |
|
7 Yr |
|
QU. FUND |
15.95 |
0.1595 |
Batting Average |
|
|
Fund |
|
75th %-tile |
|
Worst Qtr |
|
8.1 |
|
75th %-tile |
|
Worst Qtr |
|
33.6 |
|
UNIVERSE |
29 |
|
Worst Qtr |
|
|
LBIGC |
|
95th %-tile |
|
Best Qtr |
|
8.8 |
|
95th %-tile |
#VALUE! |
|
Best Qtr |
|
37 |
|
POLICY |
15.39 |
0.1539 |
Best Qtr |
|
|
Ratio |
|
Qtr |
|
Range |
|
91.9 |
|
Qtr |
|
Range |
|
90.6 |
|
39 |
|
Range |
|
|
3 Yr |
|
1.1 |
0.011 |
|
Worst 4 Qtrs |
|
5 Yr |
|
0.76 |
0.0076 |
|
Worst 4 Qtrs |
|
9/30/1995 |
|
20.16 |
|
Worst 4 Qtrs |
|
|
7.1 |
|
59 |
|
Standard Deviation |
|
7.7 |
|
85 |
|
Standard Deviation |
|
Incept |
|
16.36 |
|
Standard Deviation |
|
|
6.7 |
|
1.03 |
0.0103 |
|
Beta |
|
8.4 |
|
1.22 |
0.0122 |
|
Beta |
|
32.2 |
|
15.16 |
|
Beta |
|
|
106.6 |
|
67 |
|
Annualized Alpha |
|
91.9 |
|
42 |
|
Annualized Alpha |
|
34.9 |
|
13.52 |
|
Annualized Alpha |
|
|
5 Yr |
|
2.33 |
|
|
R-Squared |
|
8 Yr |
|
4.18 |
|
R-Squared |
|
92.3 |
|
10.81 |
|
R-Squared |
|
|
1/8/1900 |
|
1.43 |
|
Sharpe Ratio |
|
1/8/1900 |
|
1.56 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
YTD |
|
Sharpe Ratio |
|
|
8.4 |
|
1.15 |
|
|
Treynor Ratio |
|
9.2 |
|
1.11 |
|
Treynor Ratio |
|
Fund |
|
12.85 |
|
Treynor Ratio |
|
|
100.1 |
|
0.97 |
|
Tracking Error |
|
96.7 |
|
0.88 |
|
Tracking Error |
|
Policy |
|
19 |
|
Tracking Error |
|
|
8 Yr |
|
0.7 |
|
|
Information Ratio |
|
3/31/1998 |
|
0.58 |
|
|
Information Ratio |
|
Ratio |
|
11.76 |
|
Information Ratio |
|
|
1/9/1900 |
|
YTD |
|
Fund |
|
Incept |
|
YTD |
|
Fund |
|
3 Yr |
|
34 |
|
Fund |
|
|
9.2 |
|
1.1 |
|
9 |
|
9.1 |
|
0.76 |
|
|
12 |
|
-29.4 |
|
15.38 |
|
10 |
|
|
98.5 |
|
59 |
|
23 |
|
9.2 |
|
85 |
|
20 |
|
-34.5 |
|
12.15 |
|
18 |
|
|
12/31/1997 |
|
2003 FUND |
1.03 |
|
75 |
|
98.6 |
|
2003 FUND |
1.22 |
|
Standard Deviation |
37.5 |
|
85 |
|
11.4 |
|
64.29 |
|
|
Incept |
|
UNIVERSE |
67 |
|
-2.17 |
|
Returns in Down Markets |
|
UNIVERSE |
42 |
|
-2.46 |
|
5 Yr |
|
9.77 |
|
-16.39 |
|
|
9 |
|
POLICY |
2.33 |
|
|
4.89 |
|
Fund |
|
POLICY |
4.18 |
|
5.08 |
|
-26.5 |
|
7.8 |
|
22.02 |
|
|
9.2 |
|
1.43 |
|
7.06 |
|
LBAB A+ |
|
1.56 |
|
7.54 |
|
-31.3 |
|
2002 |
|
38.41 |
|
|
97.9 |
|
1.15 |
0.0115 |
|
-0.12 |
|
Ratio |
|
1.11 |
0.0111 |
|
-3.85 |
|
84.6 |
|
2002 FUND |
-20.28 |
-0.2028 |
-22.68 |
|
|
Returns in Down Markets |
|
0.97 |
|
3.5 |
|
3 Yr |
|
0.88 |
|
4.01 |
|
7 Yr |
|
UNIVERSE |
27 |
|
17.12 |
|
|
Fund |
|
0.7 |
0.007 |
|
0.87 |
|
################################ |
|
0.58 |
0.0058 |
|
1.08 |
|
-26.5 |
|
POLICY |
-22.1 |
-0.221 |
0.94 |
|
|
LBIGC |
|
2006 |
|
0.96 |
0.0096 |
|
-3.1 |
|
2006 |
|
-1.18 |
-0.0118 |
|
-31.3 |
|
46 |
|
1.27 |
|
|
Ratio |
|
3.55 |
|
|
0.95 |
|
108.6 |
|
3.06 |
|
0.92 |
|
84.6 |
|
-14.75 |
|
0.96 |
|
|
3 Yr |
|
26 |
|
0.63 |
|
5 Yr |
|
81 |
|
0.33 |
|
9/30/1995 |
|
-20.18 |
|
0.21 |
|
|
-3.1 |
|
2002 FUND |
3.54 |
|
|
2.52 |
|
-3.1 |
|
2002 FUND |
3.7 |
|
|
1.24 |
|
Incept |
|
-22.25 |
|
3.87 |
|
|
-4.3 |
|
UNIVERSE |
26 |
|
0.94 |
|
-2.7 |
|
UNIVERSE |
53 |
|
1.18 |
|
-26.5 |
|
-23.65 |
|
3.42 |
|
|
72.5 |
|
POLICY |
4.48 |
|
|
0.33 |
|
112.1 |
|
POLICY |
7.62 |
|
|
-0.68 |
|
-31.3 |
|
-26.76 |
|
0.24 |
|
|
5 Yr |
|
3.56 |
|
LBIGC |
|
8 Yr |
|
4.69 |
|
LBAB A+ |
|
84.6 |
|
2001 |
|
Policy |
|
|
-2.4 |
|
3.14 |
0.0314 |
|
10 |
|
-4.1 |
|
3.76 |
0.0376 |
|
10 |
|
2001 FUND |
-7.51 |
-0.0751 |
10 |
|
|
-3.3 |
|
2.72 |
|
22 |
|
-2.3 |
|
3.21 |
|
22 |
|
UNIVERSE |
20 |
|
18 |
|
|
73.6 |
|
2.07 |
0.0207 |
|
25 |
|
178.4 |
|
2.3 |
0.023 |
|
62.5 |
|
POLICY |
-11.88 |
-0.1188 |
35.71 |
|
|
8 Yr |
|
2005 |
|
-2.52 |
|
3/31/1998 |
|
2005 |
|
-2.3 |
|
49 |
|
-17.28 |
|
|
-1.9 |
|
2.84 |
|
|
5.88 |
|
Incept |
|
2.65 |
|
4.78 |
|
0.14 |
|
21.3 |
|
|
-3 |
|
35 |
|
8.4 |
|
-4.1 |
|
46 |
|
7.08 |
|
-9.12 |
|
38.58 |
|
|
61.3 |
|
2001 FUND |
1.48 |
|
|
-2.05 |
|
-2.3 |
|
2001 FUND |
2.8 |
|
|
-0.8 |
|
-12.04 |
|
-26.62 |
|
|
12/31/1997 |
|
UNIVERSE |
88 |
|
3.92 |
|
178.4 |
|
UNIVERSE |
40 |
|
3.56 |
|
-13.76 |
|
17.96 |
|
|
Incept |
|
POLICY |
4.37 |
|
|
1 |
|
POLICY |
7.26 |
|
|
1 |
|
-19.01 |
|
1 |
|
|
-1.9 |
|
3.16 |
|
0 |
|
3.57 |
|
0 |
|
2000 |
|
0 |
|
|
-3 |
|
2.51 |
0.0251 |
|
1 |
|
2.54 |
0.0254 |
|
1 |
|
2000 FUND |
-5.45 |
-0.0545 |
1 |
|
|
61.3 |
|
1.94 |
|
0.48 |
|
1.72 |
|
0.6 |
|
UNIVERSE |
42 |
|
0.16 |
|
|
1 |
0.01 |
|
1.88 |
|
0.86 |
0.0086 |
|
2.14 |
|
POLICY |
-9.11 |
-0.0911 |
2.82 |
|
|
|
|
2004 |
|
0 |
|
|
|
2004 |
|
0 |
|
63 |
|
0 |
|
|
3.28 |
|
Diff |
|
3.11 |
|
Diff |
|
8.88 |
|
Diff |
|
|
55 |
|
-1 |
|
51 |
|
2 |
|
-1.49 |
|
0 |
|
|
2000 FUND |
2.66 |
|
|
1 |
|
2000 FUND |
3.44 |
|
|
-2 |
|
-7.17 |
|
0 |
|
|
UNIVERSE |
72 |
|
50 |
|
UNIVERSE |
43 |
|
-25 |
|
-9.71 |
|
28.58 |
|
|
POLICY |
6.04 |
|
|
0.35 |
|
POLICY |
12.2 |
|
|
-0.16 |
|
-15.31 |
|
0.89 |
|
|
4.18 |
|
-0.99 |
|
4.61 |
|
0.3 |
|
1999 |
|
0.72 |
|
|
3.39 |
0.0339 |
|
-1.34 |
|
3.13 |
0.0313 |
|
0.46 |
|
1999 FUND |
14.58 |
0.1458 |
-0.17 |
|
|
2.55 |
|
1.93 |
|
1.77 |
|
-3.05 |
|
UNIVERSE |
61 |
|
3.94 |
|
|
1.52 |
0.0152 |
|
-0.42 |
|
0.72 |
0.0072 |
|
0.45 |
|
POLICY |
21.04 |
0.2104 |
-0.84 |
|
|
2003 |
|
-0.13 |
|
2003 |
|
0.08 |
|
23 |
|
-0.06 |
|
|
6.11 |
|
0.96 |
|
3.07 |
|
-1.18 |
|
29.06 |
|
1.27 |
|
|
36 |
|
-0.05 |
|
70 |
|
-0.08 |
|
20.79 |
|
-0.04 |
|
|
1999 FUND |
5.99 |
|
|
0.15 |
|
1999 FUND |
4.43 |
|
|
-0.27 |
|
17.27 |
|
0.05 |
|
|
UNIVERSE |
37 |
|
0.64 |
|
UNIVERSE |
54 |
|
-0.9 |
|
10.05 |
|
1.05 |
|
|
POLICY |
17.33 |
|
|
0.94 |
|
POLICY |
26.81 |
|
|
1.18 |
|
1.04 |
|
3.42 |
|
|
7.75 |
|
Incept |
|
7.58 |
|
Incept |
|
1998 |
|
Incept |
|
|
4.85 |
0.0485 |
|
# of Negative Qtrs |
|
4.69 |
0.0469 |
|
# of Negative Qtrs |
|
1998 FUND |
27.24 |
0.2724 |
# of Negative Qtrs |
|
|
3.48 |
|
# of Positive Qtrs |
|
2.87 |
|
# of Positive Qtrs |
|
UNIVERSE |
33 |
|
# of Positive Qtrs |
|
|
2.04 |
0.0204 |
|
Batting Average |
|
1.6 |
0.016 |
|
Batting Average |
|
POLICY |
28.58 |
0.2858 |
Batting Average |
|
|
2002 |
|
Worst Qtr |
|
2002 |
|
Worst Qtr |
|
19 |
|
Worst Qtr |
|
|
8.26 |
|
Best Qtr |
|
8.48 |
|
Best Qtr |
|
35.39 |
|
Best Qtr |
|
|
21 |
|
Range |
|
16 |
|
Range |
|
28.17 |
|
Range |
|
|
9.11 |
|
Worst 4 Qtrs |
|
8.99 |
|
Worst 4 Qtrs |
|
23.31 |
|
Worst 4 Qtrs |
|
|
8 |
|
Standard Deviation |
|
10 |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
9.62 |
|
|
Beta |
|
10.2 |
|
|
Beta |
|
6.14 |
|
Beta |
|
|
8.05 |
|
Annualized Alpha |
|
7.74 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
6.89 |
|
|
R-Squared |
|
6.13 |
|
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
4.94 |
|
Sharpe Ratio |
|
4.06 |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
-3.94 |
|
Treynor Ratio |
|
-4.43 |
|
Treynor Ratio |
|
33.36 |
|
Treynor Ratio |
|
|
2001 |
|
Tracking Error |
|
2001 |
|
Tracking Error |
|
14 |
|
Tracking Error |
|
|
13.38 |
|
Information Ratio |
|
13.21 |
|
Information Ratio |
|
35.83 |
|
Information Ratio |
|
|
6 |
|
Fund |
|
12 |
|
Fund |
|
32.4 |
|
Fund |
|
|
13.41 |
|
9 |
|
13.08 |
|
13 |
|
29.2 |
|
10 |
|
|
6 |
|
27 |
|
14 |
|
22 |
|
26.22 |
|
21 |
|
|
13.42 |
|
69.44 |
|
13.98 |
|
40 |
|
19.15 |
|
64.52 |
|
|
11.28 |
|
-2.17 |
|
12.52 |
|
-2.46 |
|
1996 |
|
-16.39 |
|
|
9.61 |
|
4.89 |
|
11.24 |
|
5.29 |
|
22.92 |
|
22.02 |
|
|
7.57 |
|
7.06 |
|
9.07 |
|
7.75 |
|
27 |
|
38.41 |
|
|
-8.63 |
|
-0.14 |
|
-11.92 |
|
-3.85 |
|
22.96 |
|
-22.68 |
|
|
2000 |
|
3.52 |
|
2000 |
|
4 |
|
26 |
|
16.39 |
|
|
6.36 |
|
0.88 |
|
4.86 |
|
1.1 |
|
27.28 |
|
0.94 |
|
|
24 |
|
0.89 |
|
81 |
|
-1.13 |
|
23.01 |
|
1.44 |
|
|
6.72 |
|
0.95 |
|
7.12 |
|
0.92 |
|
21.51 |
|
0.96 |
|
|
16 |
|
0.68 |
|
11 |
|
0.43 |
|
18.9 |
|
0.31 |
|
|
7.99 |
|
2.7 |
|
7.97 |
|
1.55 |
|
15.28 |
|
5.37 |
|
|
6.31 |
|
0.91 |
|
6.53 |
|
1.17 |
|
1995 |
|
3.34 |
|
|
5.37 |
|
0.23 |
|
5.96 |
|
-0.55 |
|
38.57 |
|
0.27 |
|
|
4.37 |
|
LBIGC |
|
5.16 |
|
LBAB A+ |
|
36.55 |
|
Policy |
|
|
-0.34 |
|
10 |
|
-0.46 |
|
10 |
|
33.47 |
|
10 |
|
|
1999 |
|
26 |
|
1999 |
|
25 |
|
30.16 |
|
21 |
|
|
-0.14 |
|
30.56 |
|
-1.51 |
|
60 |
|
24.43 |
|
35.48 |
|
|
40 |
|
-2.52 |
|
72 |
|
-2.3 |
|
-17.28 |
|
|
-1.48 |
|
5.88 |
|
-0.33 |
|
4.78 |
|
21.3 |
|
|
60 |
|
8.4 |
|
60 |
|
7.08 |
|
38.58 |
|
|
9.28 |
|
-2.05 |
|
7.11 |
|
-0.8 |
|
-26.62 |
|
|
1.49 |
|
3.91 |
|
2.41 |
|
3.51 |
|
17.17 |
|
|
-0.95 |
|
1 |
|
0.41 |
|
1 |
|
1 |
|
|
-2.3 |
|
0 |
|
-1.8 |
|
0 |
|
0 |
|
|
-4.11 |
|
1 |
|
-4.55 |
|
1 |
|
1 |
|
|
0.55 |
|
0.67 |
|
0.24 |
|
|
2.17 |
|
2.35 |
|
4.16 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-1 |
|
3 |
|
0 |
|
|
1 |
|
-3 |
|
0 |
|
|
38.88 |
|
-20 |
|
29.04 |
|
|
0.35 |
|
-0.16 |
|
0.89 |
|
|
-0.99 |
|
0.51 |
|
0.72 |
|
|
-1.34 |
|
0.67 |
|
-0.17 |
|
|
1.91 |
|
-3.05 |
|
3.94 |
|
|
-0.39 |
|
0.49 |
|
-0.78 |
|
|
-0.12 |
|
0.1 |
|
-0.06 |
|
|
0.89 |
|
-1.13 |
|
1.44 |
|
|
-0.05 |
|
-0.08 |
|
-0.04 |
|
|
0.13 |
|
-0.24 |
|
0.07 |
|
|
0.53 |
|
-0.8 |
|
1.21 |
|
|
0.91 |
|
1.17 |
|
3.34 |
|
|
|
-0.61 |
|
|
1.2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|