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Sunrise Police |
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Alpha & Beta:
5-Years Trailing (or Inception if Less) |
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March 31, 2008 |
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BETA |
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Current |
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Policy |
Mar-08 |
Dec-07 |
Sep-07 |
Jun-07 |
Mar-07 |
Dec-06 |
Sep-06 |
Jun-06 |
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Total Fund |
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40%S&P500, 16%LBAB A+, 24% LBGCI &
10%R2000V |
0.89 |
0.89 |
0.85 |
0.84 |
0.85 |
0.85 |
0.85 |
0.84 |
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Managers, Total Fund |
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DHJ |
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55% R1000G, 45%LBIGC |
0.75 |
0.76 |
0.81 |
0.83 |
0.86 |
0.85 |
0.87 |
0.90 |
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Managers, Equities |
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DHJ |
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R1000G |
0.87 |
0.89 |
0.90 |
0.93 |
0.86 |
0.85 |
0.90 |
0.92 |
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Buckhead Lg.Cap |
S&P500 |
0.95 |
0.97 |
0.96 |
0.94 |
0.95 |
0.95 |
0.95 |
0.95 |
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Buckhead Sm.Cap |
R2000V |
0.98 |
0.96 |
0.90 |
0.94 |
0.94 |
0.95 |
0.94 |
0.91 |
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Aletheia Lg. Growth |
R1000G |
0.99 |
1.12 |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
1.02 |
1.03 |
1.02 |
0.89 |
0.90 |
0.89 |
0.90 |
0.90 |
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DHJ A+ |
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LBAB(A+) |
1.14 |
1.14 |
1.14 |
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ALPHA |
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Total Fund |
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40%S&P500, 16%LBAB A+, 24% LBGCI &
10%R2000V |
-0.37% |
-0.33% |
0.22% |
0.22% |
-0.14% |
-0.18% |
-0.22% |
0.36% |
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Managers, Total Fund |
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DHJ |
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55% R1000G, 45%LBIGC |
1.35% |
0.41% |
-0.51% |
-1.24% |
-1.56% |
-1.57% |
-1.34% |
-1.06% |
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Managers, Equities |
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DHJ |
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R1000G |
0.54% |
-0.06% |
-0.31% |
-1.43% |
-0.46% |
0.22% |
-2.18% |
-2.02% |
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Buckhead Lg.Cap |
S&P500 |
0.70% |
-0.26% |
0.95% |
1.88% |
1.90% |
1.97% |
1.94% |
2.63% |
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Buckhead Sm. Cap |
R2000V |
-1.42% |
-1.20% |
1.36% |
1.43% |
-0.04% |
-0.77% |
-1.13% |
1.02% |
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Aletheia Lg. Growth |
R1000G |
8.01% |
4.42% |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
0.51% |
0.51% |
0.51% |
0.67% |
0.75% |
0.77% |
0.71% |
0.68% |
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DHJ A+ |
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LBAB(A+) |
0.14% |
0.15% |
0.31% |
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Page 23 |
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