|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Sunrise
Police |
|
Alpha & Beta:
5-Years Trailing (or Inception if Less) |
|
|
|
|
June 30, 2004 |
|
|
|
|
|
|
BETA |
|
|
|
|
|
|
Current |
|
|
|
|
Policy |
Jun-04 |
Mar-04 |
Dec-03 |
Sep-03 |
Jun-03 |
Mar-03 |
Dec-02 |
Sep-02 |
|
|
|
|
|
|
|
|
|
Total Fund |
|
50%S&P500, 40%LBAB & 10%R2000V |
0.84 |
0.84 |
0.84 |
0.87 |
0.88 |
0.89 |
0.92 |
0.92 |
|
|
|
|
|
|
|
|
Managers, Total Fund |
|
|
|
|
|
|
DHJ |
|
55%S&P500, 45%LBIGC |
1.02 |
1.02 |
1.02 |
1.18 |
1.18 |
1.35 |
1.39 |
1.45 |
|
|
|
|
|
|
|
|
|
|
|
Managers, Equities |
|
|
|
|
|
|
DHJ |
|
S&P500 |
1.00 |
1.00 |
1.00 |
1.02 |
1.00 |
1.04 |
1.04 |
1.05 |
|
|
|
Buckhead |
|
S&P500 |
1.03 |
1.02 |
1.03 |
1.08 |
1.03 |
|
|
|
|
|
Buckhead Sm. Cap |
|
R2000V |
0.00 |
0.96 |
0.96 |
0.98 |
0.99 |
1.00 |
1.00 |
0.99 |
|
|
|
|
|
|
|
|
|
|
Managers, Fixed Income |
|
|
|
|
|
DHJ |
|
LBIGC |
0.86 |
0.85 |
0.83 |
0.83 |
0.84 |
0.83 |
0.83 |
0.83 |
|
|
|
Invesco |
|
LBAB |
1.08 |
1.11 |
1.12 |
1.02 |
1.18 |
1.20 |
1.19 |
1.16 |
|
|
|
|
|
|
|
ALPHA |
|
|
|
|
|
|
|
|
|
Total Fund |
|
50%S&P500, 40%LBAB &
10%R2000V |
0.07% |
0.27% |
0.13% |
0.37% |
0.27% |
0.56% |
0.78% |
0.96% |
|
|
|
|
|
|
|
|
|
Managers, Total Fund |
|
|
|
|
|
|
DHJ |
|
55%S&P500, 45%LBIGC |
-1.08% |
-0.70% |
0.17% |
1.63% |
1.01% |
2.06% |
2.35% |
3.03% |
|
|
|
|
|
|
|
|
|
|
|
Managers, Equities |
|
|
|
|
|
|
|
DHJ |
|
S&P500 |
-0.08% |
-0.33% |
0.19% |
0.83% |
1.55% |
3.29% |
2.96% |
3.61% |
|
|
|
Buckhead |
|
S&P500 |
2.66% |
5.41% |
4.39% |
2.04% |
1.93% |
|
|
|
|
|
Buckhead Sm. Cap |
|
R2000V |
0.00% |
-1.15% |
-0.20% |
0.82% |
1.08% |
2.07% |
2.60% |
2.14% |
|
|
|
|
|
|
|
|
|
|
Managers, Fixed Income |
|
|
|
|
|
DHJ |
|
LBIGC |
0.93% |
1.01% |
1.14% |
1.15% |
1.34% |
1.25% |
1.25% |
1.21% |
|
|
|
Invesco |
|
LBAB |
-1.29% |
-1.57% |
-1.72% |
-0.55% |
-2.13% |
-2.11% |
-2.15% |
-1.57% |
|
|
|
|
|
|
|
|
|
ASSET CONSULTING GROUP |
|
|
|
|
|
a division of Gabriel,
Roeder, Smith, & Co. |
|
Page 18 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|