SUNRISE POLICE |
SCROLL
TO RIGHT------> |
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Small Cap |
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LOCK |
BUCKHEAD TOTAL EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD TOTAL UNIVERSE HERE |
LOCK |
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BUCKHEAD TOTAL RISK HERE |
LOCK |
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DHJ LG.GR. EXECUTIVE HERE |
LOCK |
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DHJ EQ. UNIVERSE HERE |
LOCK |
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DHJ EQ RISK HERE |
LOCK |
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BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
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BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
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BUCKHEAD EQUITY RISK HERE |
LOCK |
BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
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BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
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BUCKHEAD EQUITY RISK HERE |
LOCK |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
DHJ Large Cap Growth Equity |
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DHJ Large Cap Growth Equity |
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DHJ Large Cap Growth Equity |
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Buckhead (Large Cap Value Equity +
Cash) |
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Buckhead (Large Cap Value Equity +
Cash) |
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Buckhead (Large Cap Value Equity +
Cash) |
Buckhead (Small Cap Equity + Cash) |
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Buckhead (Small Cap Equity + Cash) |
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Buckhead (Small Cap Equity + Cash) |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Inception date is March 31, 2004 |
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70% Broad LC V Core. 30% Broad SCV
Core |
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1 Yr |
|
48 |
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Broad Large Cap Growth Equity |
|
53 |
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56 |
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Broad Large Cap Value Equity |
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60 |
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63 |
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Broad Small Cap Value Core |
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67 |
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All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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Inception date is December 31, 1997 |
|
50 |
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3 Yr |
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Inception date is December 31, 2002 |
|
58 |
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3 Yr |
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Inception date is March 31, 2004 |
|
65 |
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Incept |
1 Yr |
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
All dollar values are shown in thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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Returns are net of fees. |
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Incept is March 31, 2004 to March
31, 2008 |
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Batting Average |
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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 |
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Returns for periods exceeding one
year are annualized. |
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Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Account Reconciliation |
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Trailing Returns through March 31,
2008 |
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Worst Qtr |
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Returns are gross of fees. |
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Incept is December 31, 1997 to March
31, 2008 |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 2002 to March
31, 2008 |
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Batting Average |
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Returns are net of fees. |
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Incept is March 31, 2004 to March
31, 2008 |
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Batting Average |
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Beginning Value |
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Fund |
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Best Qtr |
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Account Reconciliation |
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Trailing Returns through March 31, 2008 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through March 31, 2008 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through March 31, 2008 |
|
Worst Qtr |
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Net Flows |
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Return |
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Range |
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Beginning Value |
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Fund |
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Best Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Beginning Value |
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Fund |
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Best Qtr |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Net Flows |
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Return |
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Range |
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Net Flows |
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Return |
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Range |
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Net Flows |
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Return |
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Range |
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Ending Value |
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Policy |
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Standard Deviation |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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3/31/2008 |
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Return |
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Beta |
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Ending Value |
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R1000G |
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Standard Deviation |
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Ending Value |
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S&P500 |
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Standard Deviation |
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Ending Value |
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R2000V |
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Standard Deviation |
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Qtr |
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%-tile |
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Annualized Alpha |
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3/31/2008 |
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Return |
|
Beta |
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3/31/2008 |
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Return |
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Beta |
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3/31/2008 |
|
Return |
|
Beta |
|
|
18,911 |
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Universe |
|
R-Squared |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
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Qtr |
|
%-tile |
|
Annualized Alpha |
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-2,501 |
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5th %-tile |
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Sharpe Ratio |
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6,375 |
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Universe |
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R-Squared |
|
14,498 |
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Universe |
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R-Squared |
|
4,413 |
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Universe |
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R-Squared |
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|
-1,305 |
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25th %-tile |
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Treynor Ratio |
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-1,693 |
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5th %-tile |
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Sharpe Ratio |
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-2,500 |
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5th %-tile |
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Sharpe Ratio |
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-1 |
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5th %-tile |
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Sharpe Ratio |
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15,105 |
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50th %-tile |
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Tracking Error |
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-541 |
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25th %-tile |
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Treynor Ratio |
|
-988 |
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25th %-tile |
|
Treynor Ratio |
|
-318 |
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25th %-tile |
|
Treynor Ratio |
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2,008 |
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75th %-tile |
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Information Ratio |
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4,141 |
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50th %-tile |
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Tracking Error |
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11,010 |
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50th %-tile |
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Tracking Error |
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4,095 |
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50th %-tile |
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Tracking Error |
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YTD |
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95th %-tile |
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Fund |
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2008 |
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75th %-tile |
|
Information Ratio |
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2008 |
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75th %-tile |
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Information Ratio |
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2008 |
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75th %-tile |
|
Information Ratio |
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20,893 |
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2 Qtrs |
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3 |
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YTD |
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95th %-tile |
|
Fund |
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YTD |
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95th %-tile |
|
Fund |
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YTD |
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95th %-tile |
|
Fund |
|
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-2,504 |
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-15.81 |
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1 |
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6,597 |
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1 Yr |
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2 |
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15,784 |
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2 Qtrs |
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4 |
|
5,109 |
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2 Qtrs |
|
3 |
|
|
-3,284 |
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|
98 |
|
50 |
|
-1,918 |
|
3.16 |
0.0316 |
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10 |
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-2,502 |
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-14.54 |
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8 |
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-1 |
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-19.83 |
-0.1983 |
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1 |
|
|
15,105 |
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|
-12.7 |
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-9.47 |
|
-538 |
|
17 |
|
50 |
|
-2,271 |
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|
73 |
|
|
41.67 |
|
-1,013 |
|
100 |
|
Batting Average |
25 |
|
|
38,077 |
|
54 |
|
5.97 |
|
4,141 |
|
-0.75 |
-0.0075 |
|
-8.37 |
|
11,010 |
|
-12.46 |
|
-8.13 |
|
4,095 |
|
-13.33 |
-0.1333 |
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-13.6 |
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Incept |
|
-9.88 |
|
15.44 |
|
12/31/1997 |
|
37 |
|
6.11 |
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12/31/2002 |
|
40 |
|
6.95 |
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3/31/2004 |
|
60 |
|
|
6.75 |
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|
13,788 |
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-11.53 |
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-12.71 |
|
Incept |
|
6.67 |
|
14.48 |
|
Incept |
|
-8.82 |
|
15.08 |
|
Incept |
|
-6.85 |
|
|
20.35 |
|
|
-1,464 |
|
-12.52 |
|
11.32 |
|
10,999 |
|
0.85 |
|
3.16 |
|
|
6,658 |
|
-11.1 |
|
-10.17 |
|
2,986 |
|
-10.75 |
|
-20.24 |
|
|
2,781 |
|
-13.62 |
|
0.92 |
|
-14,170 |
|
-2.04 |
|
9.54 |
|
-771 |
|
-12.77 |
|
8.4 |
|
661 |
|
-12.89 |
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Standard Deviation |
14.72 |
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|
15,105 |
15,105,000 |
|
-15.19 |
|
-4.94 |
|
7,311 |
|
|
-6.19 |
|
0.96 |
|
5,124 |
|
|
-14.68 |
|
0.88 |
|
447 |
|
-14.4 |
|
Beta |
1.02 |
|
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Investment Policy |
|
3 Qtrs |
|
0.83 |
|
4,141 |
4,141,000 |
|
-12.47 |
|
0.15 |
|
11,010 |
11,010,000 |
|
-18.43 |
|
-1.82 |
-0.0182 |
4,095 |
4,095,000 |
|
-17.56 |
|
Annualized Alpha |
-3.34 |
-0.0334 |
|
Index |
|
-17.62 |
|
-1.49 |
|
Investment Policy |
|
2 Yr |
|
0.93 |
|
Investment Policy |
|
3 Qtrs |
|
0.81 |
|
Investment Policy |
|
3 Qtrs |
|
R-Squared |
0.79 |
|
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S&P 500 |
|
98 |
|
-18.37 |
|
Index |
|
3.7 |
0.037 |
|
0.21 |
|
Index |
|
-15.01 |
|
-0.12 |
|
Index |
|
-25.28 |
-0.2528 |
|
-1.66 |
|
|
Russell 2000 Value |
|
-13.13 |
|
4.69 |
|
Russell 1000 Growth |
|
23 |
|
2.08 |
|
S&P 500 |
|
74 |
|
-1.14 |
|
Russell 2000 Value |
|
100 |
|
-23.95 |
|
|
Total |
|
49 |
|
-0.85 |
|
Total |
|
3.08 |
0.0308 |
|
2.49 |
|
Total |
|
-10.68 |
|
3.83 |
|
Total |
|
-18.75 |
-0.1875 |
|
6.75 |
|
|
Weight |
|
-9.5 |
|
Policy |
|
Weight |
|
29 |
|
-0.05 |
|
Weight |
|
25 |
|
-0.69 |
|
Weight |
|
75 |
|
-0.5 |
|
|
70 |
|
-12 |
|
3 |
|
100 |
|
6.01 |
|
R1000G |
|
100 |
|
-6.36 |
|
S&P500 |
|
100 |
|
-10.46 |
|
Policy |
R2000V |
|
|
30 |
|
-13.17 |
|
1 |
|
100 |
|
3.48 |
|
3 |
|
100 |
|
-10.71 |
|
3 |
|
100 |
|
-14.17 |
|
3 |
|
|
100 |
|
-14.57 |
|
50 |
|
Trailing Returns through March 31, 2008 |
|
1.85 |
|
9 |
|
Trailing Returns through March 31,
2008 |
|
-11.79 |
|
9 |
|
Trailing Returns through March 31, 2008 |
|
-16.11 |
|
1 |
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Trailing Returns through March 31, 2008 |
|
-16.82 |
|
-8.57 |
|
Fund |
|
-0.28 |
|
50 |
|
Fund |
|
-15.15 |
|
58.33 |
|
Fund |
|
-18.82 |
|
75 |
|
|
Fund |
|
1 Yr |
|
5.08 |
|
R1000G |
|
-3.79 |
|
-10.18 |
|
S&P500 |
|
-19.31 |
|
-9.45 |
|
R2000V |
|
-21.16 |
|
-7.27 |
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Policy |
|
|
-12.71 |
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|
13.65 |
|
Diff |
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3 Yr |
|
|
6.86 |
|
Diff |
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1 Yr |
|
|
6.7 |
|
Diff |
|
1 Yr |
|
2.3 |
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Diff |
|
1 Yr FUND |
96 |
0.96 |
|
-8.71 |
|
1 Yr |
|
1 Yr FUND |
6.21 |
0.0621 |
|
17.04 |
|
1 Yr |
|
1 Yr FUND |
-10.17 |
-0.1017 |
|
16.15 |
|
1 Yr |
|
-20.24 |
-0.2024 |
|
9.57 |
|
|
1 Yr |
|
UNIVERSE |
-8.71 |
|
11.19 |
|
1/3/1900 |
|
UNIVERSE |
42 |
|
-0.75 |
|
################################ |
|
UNIVERSE |
78 |
|
-5.08 |
|
################################### |
|
100 |
|
-16.88 |
|
|
-12.71 |
|
POLICY |
65 |
0.65 |
|
1 |
|
-0.75 |
|
POLICY |
6.33 |
0.0633 |
|
9.6 |
|
-5.08 |
|
POLICY |
-5.08 |
-0.0508 |
|
8.55 |
|
-16.88 |
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-16.88 |
-0.1688 |
|
12.81 |
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-8.71 |
|
-3.01 |
|
0 |
|
3.91 |
|
40 |
|
1 |
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-5.09 |
|
29 |
|
1 |
|
-3.36 |
|
100 |
|
1 |
|
|
-4 |
|
-6.65 |
|
1 |
|
2 Yr |
|
8.96 |
|
0 |
|
2 Yr |
|
0.6 |
|
0 |
|
2 Yr |
|
-3.52 |
|
0 |
|
|
2 Yr |
|
-8.04 |
|
-1.15 |
|
1/3/1900 |
|
7.23 |
|
1 |
|
1/0/1900 |
|
-5.01 |
|
1 |
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################################### |
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-9.67 |
|
1 |
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|
################################# |
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-9.6 |
|
-12.9 |
|
3.08 |
|
5.71 |
|
0.22 |
|
3.03 |
|
-6.23 |
|
0.19 |
|
-4.22 |
|
-12.63 |
|
-1.64 |
|
|
0.85 |
|
-12.53 |
|
0 |
|
0.62 |
|
4.36 |
|
2.12 |
|
-2.35 |
|
-9.88 |
|
1.64 |
|
-3.31 |
|
-14.84 |
|
-21.07 |
|
|
-2.2 |
|
2 Yr |
|
Diff |
|
3 Yr |
|
1.76 |
|
0 |
|
3 Yr |
|
-14.85 |
|
0 |
|
3 Yr |
|
-16.07 |
|
0 |
|
|
3 Yr |
|
-1.35 |
|
0 |
|
6.21 |
|
4 Yr |
|
Diff |
|
1/3/1900 |
|
2 Yr |
|
Diff |
|
1/0/1900 |
|
2 Yr |
|
Diff |
|
|
1/2/1900 |
|
97 |
|
|
0 |
|
|
1/6/1900 |
|
5.6 |
0.056 |
|
-1 |
|
|
1/5/1900 |
|
2 Yr FUND |
0.68 |
0.0068 |
|
1 |
|
1/4/1900 |
|
-7.53 |
-0.0753 |
|
0 |
|
|
1/5/1900 |
|
0.85 |
|
0 |
|
|
################################## |
|
34 |
|
1 |
|
|
-2.64 |
|
UNIVERSE |
82 |
|
-1 |
|
-3.83 |
|
100 |
|
0 |
|
|
-2.98 |
|
60 |
|
|
-0.9 |
|
|
4 Yr |
|
5.01 |
0.0501 |
|
0 |
|
|
4 Yr |
|
POLICY |
3.03 |
0.0303 |
|
-16.66 |
|
4 Yr |
|
-4.22 |
-0.0422 |
|
-50 |
|
|
4 Yr |
|
4.05 |
|
0.89 |
|
5.6 |
|
49 |
|
1.81 |
|
1/4/1900 |
|
41 |
|
1.32 |
|
1/3/1900 |
|
77 |
|
-6.33 |
|
|
1/4/1900 |
|
2.02 |
|
1.79 |
|
1/5/1900 |
|
8 |
|
-0.75 |
|
1/6/1900 |
|
7.05 |
|
0.25 |
|
1/5/1900 |
|
2.18 |
|
4.45 |
|
|
1/6/1900 |
|
1.06 |
|
-4 |
|
0.59 |
|
5.9 |
|
-2.56 |
|
-1.87 |
|
|
3.96 |
|
-1.07 |
|
-1.85 |
|
-1.3 |
|
10.78 |
|
|
-1.99 |
|
0.12 |
|
0.13 |
|
5 Yr |
|
4.96 |
|
3.91 |
|
5 Yr |
|
2.87 |
|
-5.09 |
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-3.29 |
|
-3.36 |
|
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-1.17 |
|
-0.08 |
|
9.21 |
|
3.76 |
|
-0.06 |
|
1/11/1900 |
|
1.31 |
|
-0.15 |
|
3/31/2004 |
|
-3.87 |
|
1.91 |
|
|
3/31/2004 |
|
3 Yr |
|
-4.94 |
|
9.96 |
|
1.75 |
|
-0.04 |
|
1/11/1900 |
|
-1.99 |
|
-0.12 |
|
Incept |
|
-6.39 |
|
0.02 |
|
|
Incept |
|
2.48 |
|
-0.17 |
|
-0.75 |
|
5 Yr |
|
0.15 |
|
0.09 |
|
3 Yr |
|
-1.82 |
|
3.82 |
|
3 Yr |
|
-3.34 |
|
|
1/4/1900 |
|
3 YR FUND |
99 |
0.99 |
|
-0.34 |
|
6 Yr |
|
3 YR FUND |
9.21 |
0.0921 |
|
-0.07 |
|
6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
|
3.21 |
0.0321 |
|
-0.19 |
|
5.67 |
|
0.5 |
0.005 |
|
-0.21 |
|
|
1/6/1900 |
|
UNIVERSE |
5.46 |
|
-5.47 |
|
1/2/1900 |
|
UNIVERSE |
63 |
|
-0.01 |
|
37621.00 |
|
|
90 |
|
-0.31 |
|
################################### |
|
99 |
|
-0.02 |
|
|
-1.99 |
|
POLICY |
54 |
0.54 |
|
4.69 |
|
2.76 |
|
POLICY |
9.96 |
0.0996 |
|
-0.04 |
|
Incept |
|
|
5.85 |
0.0585 |
|
-2.78 |
|
Fiscal Year Returns Ending September |
|
4.33 |
0.0433 |
|
-2.88 |
|
|
Fiscal Year Returns Ending September |
|
9.29 |
|
2 Yr |
|
0.1 |
|
51 |
|
2.49 |
|
9.99 |
|
|
48 |
|
3.83 |
|
Fund |
|
67 |
|
6.75 |
|
|
Fund |
|
6.48 |
|
5 Yr |
# of Negative Qtrs |
|
7 Yr |
|
12.54 |
|
5 Yr |
5 Yr |
|
1/10/1900 |
|
9.72 |
|
4 Yr |
|
R2000V |
|
11.83 |
|
2 Yr |
|
|
Policy |
|
5.57 |
|
# of Positive Qtrs |
|
1/2/1900 |
|
10.85 |
|
# of Negative Qtrs |
|
################################ |
|
6.74 |
|
# of Negative Qtrs |
|
Diff |
|
6.47 |
|
# of Negative Qtrs |
|
|
Diff |
|
4.79 |
|
Batting Average |
|
2.06 |
|
9.99 |
|
# of Positive Qtrs |
|
Fiscal Year Returns Ending September |
|
5.77 |
|
# of Positive Qtrs |
|
3/31/2008 |
|
4.93 |
|
# of Positive Qtrs |
|
|
3/31/2008 |
|
3.37 |
|
Worst Qtr |
|
1/0/1900 |
|
8.67 |
|
Batting Average |
|
Fund |
|
4.7 |
|
Batting Average |
|
Qtr |
|
3.73 |
|
Batting Average |
|
|
Qtr |
|
4 Yr |
|
Best Qtr |
|
8 Yr |
|
6.28 |
|
Worst Qtr |
|
S&P500 |
|
2.12 |
|
Worst Qtr |
|
-7.2 |
|
1.53 |
|
Worst Qtr |
|
|
################################# |
|
4.02 |
|
Range |
|
################################## |
|
6 Yr |
|
Best Qtr |
|
Diff |
|
4 Yr |
|
Best Qtr |
|
################################### |
|
4 Yr |
|
Best Qtr |
|
|
################################# |
|
99 |
|
Worst 4 Qtrs |
|
################################## |
|
2.86 |
0.0286 |
|
Range |
|
3/31/2008 |
|
4.19 |
0.0419 |
|
Range |
|
################################### |
|
3.82 |
0.0382 |
|
Range |
|
|
1.57 |
|
6.01 |
|
Standard Deviation |
|
1/3/1900 |
|
46 |
|
Worst 4 Qtrs |
|
Qtr |
|
91 |
|
Worst 4 Qtrs |
|
2008 |
|
93 |
|
Worst 4 Qtrs |
|
|
2008 |
|
64 |
|
Beta |
|
9 Yr |
|
2.76 |
0.0276 |
|
Standard Deviation |
|
-6.98 |
|
6.06 |
0.0606 |
|
Standard Deviation |
|
YTD |
|
5.67 |
0.0567 |
|
Standard Deviation |
|
|
YTD |
|
9.49 |
|
Annualized Alpha |
|
1/1/1900 |
|
51 |
|
Beta |
|
-9.45 |
|
58 |
|
Beta |
|
################################### |
|
66 |
|
Beta |
|
|
################################# |
|
7.35 |
|
R-Squared |
|
################################## |
|
5.38 |
|
Annualized Alpha |
|
1/2/1900 |
|
10.32 |
|
Annualized Alpha |
|
-13.33 |
|
10.34 |
|
Annualized Alpha |
|
|
-12.7 |
|
6.39 |
|
Sharpe Ratio |
|
2.82 |
|
3.63 |
|
R-Squared |
|
2008 |
|
7.82 |
|
R-Squared |
|
-6.5 |
|
8.45 |
|
R-Squared |
|
|
-3.11 |
|
5.72 |
|
Treynor Ratio |
|
10 Yr |
|
2.77 |
|
Sharpe Ratio |
|
YTD |
|
6.28 |
|
Sharpe Ratio |
|
2007 |
|
6.27 |
|
Sharpe Ratio |
|
|
2007 |
|
4.77 |
|
Tracking Error |
|
1/3/1900 |
|
1.78 |
|
Treynor Ratio |
|
################################ |
|
5.64 |
|
Treynor Ratio |
|
1/12/1900 |
|
5.17 |
|
Treynor Ratio |
|
|
1/13/1900 |
|
5 Yr |
|
Information Ratio |
|
1/1/1900 |
|
-0.92 |
|
Tracking Error |
|
################################ |
|
3.01 |
|
Tracking Error |
|
1/6/1900 |
|
3.38 |
|
Tracking Error |
|
|
13.3 |
|
16.12 |
|
Fund |
|
2.71 |
|
7 Yr |
|
Information Ratio |
|
-2.08 |
|
5 Yr |
|
Information Ratio |
|
6.29 |
|
5 Yr |
|
Information Ratio |
|
|
-0.13 |
|
5 YR FUND |
14.16 |
0.1416 |
|
4 |
|
12/31/1997 |
|
5 YR FUND |
2.87 |
0.0287 |
Fund |
Fund |
|
2007 |
|
11.41 |
0.1141 |
|
Fund |
|
2006 |
|
20.69 |
|
Fund |
|
|
2006 |
|
UNIVERSE |
13.2 |
|
4 |
|
Incept |
|
UNIVERSE |
29 |
|
5 |
|
1/13/1900 |
|
|
64 |
|
6 |
|
1/9/1900 |
|
17.41 |
|
4 |
|
|
11.07 |
|
POLICY |
12.39 |
0.1239 |
|
62.5 |
|
1/5/1900 |
|
POLICY |
2.06 |
0.0206 |
|
15 |
|
16.44 |
|
|
11.32 |
0.1132 |
|
10 |
|
14 |
|
15.14 |
|
4 |
|
|
1/11/1900 |
|
11.7 |
|
Batting Average |
-9.47 |
|
1/2/1900 |
|
42 |
|
Batting Average |
45 |
|
################################ |
|
|
67 |
|
43.75 |
|
-4.79 |
|
14.2 |
|
37.5 |
|
|
-0.74 |
|
6 Yr |
|
|
7.59 |
|
2.58 |
|
4.37 |
|
|
-8.37 |
|
2006 |
|
16.06 |
|
-8.13 |
|
2005 |
|
12.18 |
|
-13.6 |
|
|
6/27/1905 |
|
8.92 |
|
|
17.06 |
|
Fiscal Year Returns Ending September |
|
3.07 |
|
|
11.55 |
|
1/11/1900 |
|
13.47 |
|
8.88 |
|
1/12/1900 |
|
6 Yr |
|
9.61 |
|
|
1/11/1900 |
|
6.86 |
|
|
-12.71 |
|
Fund |
|
1.86 |
|
|
19.92 |
|
10.79 |
|
12.09 |
|
17.01 |
|
1/17/1900 |
|
13.98 |
|
23.21 |
|
|
13.96 |
|
5.93 |
|
|
9.84 |
|
R1000G |
|
1.05 |
|
|
3.16 |
|
1/1/1900 |
|
11.16 |
|
-10.17 |
|
-4.82 |
|
9.09 |
|
-20.24 |
|
|
-2.79 |
|
5.15 |
|
Standard Deviation |
0.96 |
|
Diff |
|
-1.12 |
|
Standard Deviation |
9.84 |
|
2005 |
|
9.48 |
|
8.12 |
|
2004 2003 2002 2001 2000 1999 |
|
7.88 |
|
13.53 |
|
|
2004 2003 2002 2001 2000 1999 |
|
4.14 |
|
Beta |
-2.1 |
|
|
3/31/2008 |
|
8 Yr |
|
Beta |
0.87 |
|
1/10/1900 |
|
6 Yr |
|
0.87 |
|
Returns in Up Markets |
|
6.68 |
|
1.04 |
|
|
Returns in Up Markets |
|
7 Yr |
|
Annualized Alpha |
0.87 |
0.0087 |
|
Qtr |
|
-1.64 |
|
Annualized Alpha |
0.54 |
0.0054 |
|
1/12/1900 |
|
8.3 |
|
-1.02 |
-0.0102 |
Fund |
|
4.68 |
|
-3.02 |
-0.0302 |
|
Fund |
|
8.61 |
|
R-Squared |
-0.6 |
|
-8.37 |
|
39 |
|
R-Squared |
0.94 |
|
################################ |
|
6.22 |
|
0.81 |
|
R2000V |
|
7 Yr |
|
0.77 |
|
|
Policy |
|
7.29 |
|
-6.19 |
|
-10.18 |
|
-5.05 |
|
0.63 |
|
6/26/1905 |
|
5.17 |
|
0.08 |
|
Ratio |
|
15.24 |
|
-0.9 |
|
|
Ratio |
|
6.41 |
|
3.62 |
|
1.81 |
|
80 |
|
7.1 |
|
1/16/1900 |
|
4.17 |
|
0.74 |
|
1 Yr |
|
11.4 |
|
-11.65 |
|
|
1 Yr |
|
5.65 |
|
-0.61 |
|
2008 |
|
1.91 |
|
2.77 |
|
1/13/1900 |
|
2.21 |
|
3.69 |
|
6.8 |
|
9.66 |
|
6.58 |
|
|
1/6/1900 |
|
4.87 |
|
Policy |
|
YTD |
|
-0.46 |
|
-0.27 |
|
1/2/1900 |
|
7 Yr |
|
-0.51 |
|
2.3 |
|
8.81 |
|
-0.5 |
|
|
5.1 |
|
8 Yr |
|
Policy |
4 |
|
-8.29 |
|
-2.56 |
|
Policy |
R1000G |
|
2003 2002 2001 2000 1999 |
|
7.98 |
|
S&P500 |
|
293.5 |
|
6.97 |
|
R2000V |
|
|
117.5 |
|
8.67 |
|
4 |
|
-10.87 |
|
-4.69 |
|
5 |
|
Returns in Up Markets |
|
6.03 |
|
5 |
|
2 Yr |
|
8 Yr |
|
4 |
|
|
2 Yr |
|
7.07 |
|
37.5 |
|
2.58 |
|
-6.84 |
|
15 |
|
Fund |
|
4.91 |
|
11 |
|
20.7 |
|
14.1 |
|
4 |
|
|
20 |
|
5.68 |
|
-8.57 |
|
2007 |
|
9 Yr |
|
55 |
|
S&P500 |
|
3.8 |
|
56.25 |
|
16.1 |
|
12.33 |
|
62.5 |
|
|
19.2 |
|
3.75 |
|
7.4 |
|
19.32 |
|
1.49 |
|
-10.18 |
|
Ratio |
|
2.23 |
|
-9.45 |
|
128.9 |
|
9.74 |
|
-7.27 |
|
|
104.2 |
|
2.26 |
|
15.97 |
|
19.35 |
|
35 |
|
14.31 |
|
3 Yr |
|
8 Yr |
|
|
9.23 |
|
3 Yr |
|
7.8 |
|
9.03 |
|
|
3 Yr |
|
Fiscal Year Returns Ending September |
|
-8.71 |
|
-0.03 |
|
-1.33 |
|
24.49 |
|
1/12/1900 |
|
8.59 |
|
18.68 |
|
1/19/1900 |
|
5.47 |
|
16.3 |
|
|
1/15/1900 |
|
Fund |
|
9.52 |
|
2006 |
|
85 |
|
-0.75 |
|
15.2 |
|
6.51 |
|
|
-5.08 |
|
19.9 |
|
Fiscal Year Returns Ending September |
|
-16.88 |
|
|
17.3 |
|
Return |
|
Standard Deviation |
1 |
|
1/4/1900 |
|
5.52 |
|
Standard Deviation |
11.02 |
|
79.4 |
|
4.57 |
|
8.37 |
|
99.3 |
|
Fund |
|
11.36 |
|
|
88.2 |
|
%-tile |
|
0 |
|
6.03 |
|
2.01 |
|
1 |
|
4 Yr |
|
2.27 |
|
1 |
|
3/31/2004 |
|
QU. FUND |
Return |
#VALUE! |
|
1 |
|
|
3/31/2004 |
|
Policy |
|
1 |
|
-1.61 |
|
0.67 |
|
0 |
|
1/12/1900 |
|
-0.06 |
|
0 |
|
Incept |
|
UNIVERSE |
%-tile |
|
0 |
|
|
Incept |
|
Return |
|
-0.39 |
|
2005 |
|
-0.49 |
|
1 |
|
16.7 |
|
Fiscal Year Returns Ending September |
|
1 |
|
21.1 |
|
POLICY |
R2000V |
#VALUE! |
|
1 |
|
|
1/16/1900 |
|
%-tile |
|
-3.74 |
|
12.97 |
|
-2.79 |
|
0.63 |
|
3/17/1900 |
|
Fund |
|
0.3 |
|
19.8 |
|
Return |
|
-0.78 |
|
|
18.9 |
|
Universe |
|
0 |
|
11.6 |
|
10 Yr |
|
6.93 |
|
5 Yr |
|
QU. FUND |
Return |
|
2.51 |
|
106.7 |
|
%-tile |
#VALUE! |
|
-8.81 |
|
|
89 |
|
5th %-tile |
|
Diff |
|
1.37 |
|
3.99 |
|
0 |
|
1/20/1900 |
|
UNIVERSE |
%-tile |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
|
Returns in Down Markets |
|
25th %-tile |
|
0 |
|
2004 |
|
18 |
|
Diff |
|
21.3 |
|
POLICY |
S&P500 |
|
Diff |
|
Fund |
|
5th %-tile |
#VALUE! |
|
Diff |
|
|
Fund |
|
50th %-tile |
|
0 |
|
4.45 |
|
1.28 |
|
0 |
|
97.7 |
|
Return |
|
1 |
|
R2000V |
|
25th %-tile |
|
0 |
|
|
Policy |
|
75th %-tile |
|
|
25 |
|
7.51 |
|
77 |
|
|
0 |
|
12/31/2002 |
|
%-tile |
####### |
|
-1 |
|
Ratio |
|
50th %-tile |
#VALUE! |
|
0 |
|
|
Ratio |
|
95th %-tile |
|
-0.9 |
|
-3.06 |
|
6.74 |
|
-10 |
|
Incept |
|
Universe |
|
-12.5 |
|
1 Yr |
|
75th %-tile |
|
-25 |
|
|
1 Yr |
|
Qtr |
|
|
0.19 |
|
2003 |
|
3.52 |
|
|
1.81 |
|
20.8 |
|
5th %-tile |
####### |
|
1.32 |
|
-25.3 |
|
95th %-tile |
#VALUE! |
|
-6.33 |
|
|
-17.6 |
|
-7 |
|
1.09 |
|
20.02 |
|
2.71 |
|
-2.76 |
|
21.3 |
|
25th %-tile |
|
-0.35 |
|
-18.8 |
|
Qtr |
|
0.58 |
|
|
################################# |
|
7 |
|
-4 |
|
1/25/1900 |
|
1.5 |
|
-4.57 |
|
4/6/1900 |
|
50th %-tile |
####### |
|
-1.67 |
|
134.8 |
|
-7.2 |
-0.072 |
|
6.91 |
|
|
134.2 |
|
-8.57 |
|
0.32 |
|
-5.89 |
|
-0.65 |
|
3.91 |
|
Returns in Down Markets |
|
75th %-tile |
|
-5.09 |
|
2 Yr |
|
39 |
|
-3.36 |
|
|
2 Yr |
|
46 |
|
-0.04 |
|
2002 |
|
Fiscal Year Returns Ending September |
|
-1.18 |
|
Fund |
|
95th %-tile |
####### |
|
-0.25 |
|
-29.2 |
|
-6.53 |
-0.0653 |
|
2.17 |
|
|
-18.9 |
|
-6.78 |
|
-2.1 |
|
################################## |
|
Fund |
|
-0.13 |
|
S&P500 |
|
Qtr |
|
-0.13 |
|
-20.9 |
|
34 |
|
0.04 |
|
|
################################# |
|
-7.9 |
|
|
-0.13 |
|
################################## |
|
Return |
|
|
0.54 |
|
Ratio |
|
-6.98 |
-0.0698 |
|
-1.02 |
|
139.2 |
|
-3.43 |
|
-3.02 |
|
|
128.7 |
|
-8.75 |
|
-0.21 |
|
4.82 |
|
%-tile |
|
-0.06 |
|
3 Yr |
|
5 |
|
-0.19 |
|
3 Yr |
|
-5.39 |
|
-0.23 |
|
|
3 Yr |
|
-9.5 |
|
|
-2.45 |
|
2001 |
|
R1000G |
|
|
0 |
|
-14.9 |
|
-9.45 |
-0.0945 |
|
-0.22 |
|
-29.2 |
|
-7.79 |
|
-0.12 |
|
|
-18.9 |
|
-10.48 |
|
3.62 |
|
################################## |
|
Return |
|
0.17 |
|
-13.7 |
|
59 |
|
-1.77 |
|
-20.9 |
|
-10.61 |
|
-2.84 |
|
|
################################# |
|
QU. FUND |
YTD |
####### |
|
3 Yr |
|
################################## |
|
%-tile |
|
2.77 |
|
108.7 |
|
-7.01 |
|
3.69 |
|
139.2 |
|
-12.29 |
|
6.58 |
|
|
128.7 |
|
UNIVERSE |
-15.81 |
|
# of Negative Qtrs |
|
12.51 |
|
Universe |
|
10 Yr |
|
4 Yr |
|
-8.06 |
|
Incept |
5 Yr |
|
3/31/2004 |
|
YTD |
|
3 Yr |
|
|
3/31/2004 |
|
POLICY |
98 |
0.98 |
|
# of Positive Qtrs |
|
2000 |
|
5th %-tile |
|
# of Negative Qtrs |
|
-12.6 |
|
-9.28 |
|
# of Negative Qtrs |
|
Incept |
|
-19.83 |
|
# of Negative Qtrs |
|
|
Incept |
|
-12.7 |
|
Batting Average |
|
26.61 |
|
25th %-tile |
|
# of Positive Qtrs |
|
-14 |
|
-9.94 |
|
# of Positive Qtrs |
|
-26 |
|
100 |
|
# of Positive Qtrs |
|
|
################################# |
|
54 |
|
Worst Qtr |
|
1/23/1900 |
|
QU. FUND |
50th %-tile |
|
Batting Average |
|
3/30/1900 |
|
2004 FUND |
-12.48 |
-0.1248 |
|
Batting Average |
|
-19.8 |
|
-13.33 |
|
Batting Average |
|
|
-12.4 |
|
-9.88 |
|
Best Qtr |
|
3.18 |
|
UNIVERSE |
75th %-tile |
|
Worst Qtr |
|
5 Yr |
|
UNIVERSE |
YTD |
|
Worst Qtr |
|
131.4 |
|
60 |
|
Worst Qtr |
|
|
114.6 |
|
-11.53 |
|
Range |
|
1999 |
|
POLICY |
95th %-tile |
|
Best Qtr |
|
-12.6 |
|
POLICY |
-14.54 |
-0.1454 |
|
Best Qtr |
|
-6.85 |
|
Best Qtr |
|
|
S&P500 |
|
-12.52 |
|
Worst 4 Qtrs |
|
29.82 |
|
Qtr |
|
Range |
|
-14 |
|
73 |
|
Range |
|
-10.75 |
|
Range |
|
|
Ratio |
|
-13.62 |
|
|
Standard Deviation |
|
2/3/1900 |
|
-8.37 |
-0.0837 |
|
Worst 4 Qtrs |
|
90.4 |
|
-12.46 |
|
Worst 4 Qtrs |
|
-12.89 |
|
Worst 4 Qtrs |
|
|
3 Yr |
|
-15.19 |
|
Beta |
|
-5.03 |
|
6 |
|
Standard Deviation |
|
12/31/2002 |
|
40 |
|
Standard Deviation |
|
-14.4 |
|
Standard Deviation |
|
|
-40.5 |
|
2007 |
|
|
Annualized Alpha |
|
Returns in Up Markets |
|
-10.18 |
-0.1018 |
|
Beta |
|
Incept |
|
-8.82 |
|
Beta |
|
-17.56 |
|
Beta |
|
|
-40.8 |
|
13.17 |
|
R-Squared |
|
Fund |
|
24 |
|
Annualized Alpha |
|
-13 |
|
-11.1 |
|
Annualized Alpha |
|
2007 |
|
Annualized Alpha |
|
|
99.2 |
|
83 |
|
Sharpe Ratio |
|
R1000G |
|
-8.37 |
|
R-Squared |
|
-13.7 |
|
-12.77 |
|
|
R-Squared |
|
12.37 |
|
R-Squared |
|
|
5 Yr |
|
13.3 |
|
Treynor Ratio |
|
Ratio |
|
-10.24 |
|
Sharpe Ratio |
|
4/4/1900 |
|
-14.68 |
|
Sharpe Ratio |
|
55 |
|
Sharpe Ratio |
|
|
-31 |
|
82 |
|
Tracking Error |
|
3 Yr |
|
-11.3 |
|
Treynor Ratio |
|
2003 FUND |
-18.43 |
-0.1843 |
|
Treynor Ratio |
|
6.08 |
|
Treynor Ratio |
|
|
-30.9 |
|
20.14 |
|
Information Ratio |
|
14.6 |
|
-12.47 |
|
Tracking Error |
|
UNIVERSE |
2007 |
|
Tracking Error |
|
100 |
|
Tracking Error |
|
|
100.2 |
|
16.71 |
|
|
Fund |
|
1/16/1900 |
|
-14.88 |
|
|
Information Ratio |
|
POLICY |
13.45 |
0.1345 |
|
Information Ratio |
|
23.98 |
|
Information Ratio |
|
|
6 Yr |
|
15.09 |
|
4 |
|
3/29/1900 |
|
YTD |
|
Fund |
|
79 |
|
Fund |
|
15.39 |
|
Fund |
|
|
-30.8 |
|
13.63 |
|
|
8 |
|
5 Yr |
|
-8.29 |
|
|
14 |
|
16.44 |
|
6 |
|
12.62 |
|
4 |
|
|
-31.3 |
|
11.48 |
|
50 |
|
1/18/1900 |
|
7 |
|
26 |
|
30 |
|
|
14 |
|
9.91 |
|
8 |
|
|
98.5 |
|
2003 FUND |
2006 |
20.06 |
|
-9.47 |
|
1/21/1900 |
|
-10.87 |
|
50 |
|
22.23 |
|
Batting Average |
55 |
|
7.04 |
|
41.67 |
|
|
12/31/1997 |
|
UNIVERSE |
11.07 |
|
7.59 |
|
3/28/1900 |
|
29 |
|
-16.95 |
|
16.72 |
|
|
-8.13 |
|
2006 |
|
-13.6 |
|
|
Incept |
|
POLICY |
44 |
0.44 |
|
17.06 |
|
10 Yr |
|
-7.98 |
|
21.83 |
|
15.68 |
|
|
17.8 |
|
9.21 |
|
13.53 |
|
|
-30.8 |
|
11.81 |
|
-12.71 |
|
28.5 |
|
-10.64 |
|
38.78 |
|
14.01 |
|
|
25.93 |
|
55 |
|
27.13 |
|
|
-31.3 |
|
28 |
|
9.18 |
|
32.5 |
|
2004 FUND |
-12.66 |
-0.1266 |
|
-33.13 |
|
2002 FUND |
10.53 |
|
|
-10.17 |
|
14 |
|
-20.24 |
|
|
4/7/1900 |
|
13.63 |
|
0.91 |
|
3/27/1900 |
|
UNIVERSE |
-14.04 |
|
16.96 |
|
|
|
UNIVERSE |
2006 |
|
Standard Deviation |
9.46 |
|
1 |
|
14.38 |
|
|
11.93 |
|
|
-2.35 |
|
12/31/1997 |
|
POLICY |
-16.91 |
-0.1691 |
|
0.78 |
|
|
NA |
11.92 |
|
Beta |
0.95 |
|
13.25 |
|
1.03 |
|
|
10.71 |
|
0.87 |
0.0087 |
|
Incept |
|
2007 |
|
2.63 |
0.0263 |
|
46 |
|
Annualized Alpha |
0.7 |
0.007 |
|
11.5 |
|
-3.62 |
-0.0362 |
|
8.99 |
|
|
-0.19 |
|
29.9 |
|
19.32 |
|
0.96 |
|
10.79 |
|
R-Squared |
0.83 |
|
9.78 |
|
0.84 |
|
|
|
|
6.6 |
|
-1.9 |
|
2/3/1900 |
|
46 |
|
0.03 |
|
|
|
67 |
|
0.89 |
|
6.28 |
|
-0.26 |
|
|
2002 FUND |
2005 |
20.05 |
|
3.47 |
|
87.9 |
|
19.35 |
|
|
0.55 |
|
15.12 |
|
8.82 |
|
-2.91 |
|
-3.6 |
|
|
UNIVERSE |
11.17 |
|
-0.86 |
|
Returns in Down Markets |
|
46 |
|
5.89 |
|
13.04 |
|
3.92 |
|
2005 |
|
5.76 |
|
|
POLICY |
95 |
0.95 |
|
Policy |
|
Fund |
|
27.74 |
|
|
0.46 |
|
11.69 |
|
0.02 |
|
12.93 |
|
-0.66 |
|
|
13.96 |
|
4 |
|
R1000G |
|
21.53 |
|
R1000G |
|
10.49 |
|
Policy |
S&P500 |
|
91 |
|
R2000V |
|
|
66 |
|
8 |
|
Ratio |
|
2003 FUND |
18.79 |
0.1879 |
|
16 |
|
|
6.77 |
|
|
5 |
|
17.75 |
|
4 |
|
|
22.41 |
|
50 |
|
3 Yr |
|
UNIVERSE |
15.69 |
|
24 |
|
|
2005 |
|
15 |
|
71 |
|
8 |
|
|
17.21 |
|
|
-8.57 |
|
-11.8 |
|
POLICY |
10.15 |
0.1015 |
|
50 |
|
|
10.7 |
|
|
45 |
|
24.63 |
|
58.33 |
|
|
14.97 |
|
7.4 |
|
-14.3 |
|
2006 |
|
-21.35 |
|
78 |
|
-9.45 |
|
21.81 |
|
-7.27 |
|
|
13.26 |
|
|
15.97 |
|
82.3 |
|
4.42 |
|
26.74 |
|
12.25 |
|
15.39 |
|
20.3 |
|
13.5 |
|
|
11.01 |
|
-8.71 |
|
5 Yr |
|
65 |
|
48.09 |
|
57 |
|
24.84 |
|
16.98 |
|
20.77 |
|
|
2001 FUND |
2004 |
20.04 |
|
9.37 |
|
################################## |
|
6.03 |
|
|
-45.64 |
|
|
24.12 |
|
-5.08 |
|
11.37 |
|
-16.88 |
|
|
UNIVERSE |
23.62 |
|
1 |
|
################################## |
|
49 |
|
21.25 |
|
|
16.47 |
|
Standard Deviation |
9.1 |
|
2004 |
|
12.78 |
|
|
POLICY |
19.76 |
0.1976 |
|
0 |
|
3/23/1900 |
|
11.56 |
|
|
1 |
|
|
12.65 |
|
1 |
|
33.25 |
|
1 |
|
|
17.24 |
|
1 |
|
10 Yr |
|
8.5 |
|
0 |
|
10.97 |
|
0 |
|
24.88 |
|
0 |
|
|
15.21 |
|
0.13 |
|
-24.3 |
|
2002 FUND |
5.96 |
0.0596 |
|
1 |
|
7.03 |
|
|
1 |
|
22.79 |
|
1 |
|
|
12.19 |
|
1.25 |
|
-32.3 |
|
UNIVERSE |
3.16 |
|
-0.11 |
|
2004 |
|
0.91 |
|
19.56 |
|
0.01 |
|
|
2003 |
|
|
0 |
|
75.1 |
|
POLICY |
-3.37 |
-0.0337 |
|
-2.28 |
|
16.73 |
|
|
8.29 |
|
13.41 |
|
0.12 |
|
|
27.84 |
|
Diff |
|
12/31/1997 |
|
2005 |
|
0 |
|
34 |
|
0 |
|
2003 |
|
0 |
|
|
25.03 |
|
|
0 |
|
Incept |
|
12.97 |
|
Diff |
|
13.87 |
|
Diff |
|
36.11 |
|
Diff |
|
|
23.22 |
|
0 |
|
-24.3 |
|
63 |
|
-2 |
|
53 |
|
1 |
|
29.71 |
|
0 |
|
|
|
|
2000 FUND |
20.96 |
0.2096 |
|
0 |
|
-32.3 |
|
11.6 |
|
|
2 |
|
|
|
23.31 |
|
-1 |
|
26.15 |
|
0 |
|
|
UNIVERSE |
18.02 |
|
-0.9 |
|
75.1 |
|
74 |
|
0 |
|
17.96 |
|
10 |
|
22.71 |
|
-16.66 |
|
|
POLICY |
2002 |
20.02 |
|
0.19 |
|
26.56 |
|
|
4.4 |
|
14.04 |
|
1.32 |
|
14.77 |
|
-6.33 |
|
|
-5.31 |
|
1.09 |
|
18.97 |
|
-4.91 |
|
12.15 |
|
2.41 |
|
2002 |
|
0.03 |
|
|
-10.93 |
|
-4 |
|
2001 FUND |
14.4 |
0.144 |
|
-9.31 |
|
7.18 |
|
1.09 |
|
9.49 |
|
6.36 |
|
|
-13.63 |
|
-0.19 |
|
UNIVERSE |
11.48 |
|
12.51 |
|
2003 |
|
-5.09 |
|
2.65 |
|
-3.36 |
|
|
-15.7 |
|
|
-0.09 |
|
POLICY |
7.67 |
0.0767 |
|
-4.29 |
|
29.51 |
|
0.36 |
|
-2.41 |
|
1.6 |
|
|
-18.62 |
|
-2.35 |
|
2004 |
|
-0.22 |
|
24.17 |
|
-0.05 |
|
-6.84 |
|
0.03 |
|
|
2001 |
|
|
-0.13 |
|
4.45 |
|
2.63 |
|
21.99 |
|
0.7 |
|
-14.06 |
|
-3.62 |
|
|
4.41 |
|
-0.32 |
|
88 |
|
-0.04 |
|
18.08 |
|
-0.17 |
|
2001 |
|
-0.16 |
|
|
1999 FUND |
-3.06 |
-0.0306 |
|
-3.15 |
|
7.51 |
|
|
0.14 |
|
13.29 |
|
-0.02 |
|
14.31 |
|
-0.27 |
|
|
UNIVERSE |
-8.63 |
|
3.47 |
|
63 |
|
2.83 |
|
2002 |
|
0.53 |
|
8.77 |
|
-3.72 |
|
|
POLICY |
-15.13 |
-0.1513 |
|
Incept |
|
17.89 |
|
|
5.89 |
|
-3.47 |
|
3.92 |
|
3.66 |
|
5.76 |
|
|
-20.75 |
|
# of Negative Qtrs |
|
11.72 |
|
Incept |
|
-12.76 |
|
Incept |
|
-5.01 |
|
Incept |
|
|
2000 |
|
# of Positive Qtrs |
|
2000 FUND |
8.74 |
0.0874 |
|
# of Negative Qtrs |
|
-17.98 |
|
# of Negative Qtrs |
|
-19.22 |
|
# of Negative Qtrs |
|
|
22.04 |
|
Batting Average |
|
UNIVERSE |
6.26 |
|
# of Positive Qtrs |
|
-20.72 |
|
# of Positive Qtrs |
|
2000 |
|
# of Positive Qtrs |
|
|
15.71 |
|
Worst Qtr |
|
POLICY |
2.04 |
0.0204 |
|
Batting Average |
|
-25.6 |
|
Batting Average |
|
37.32 |
|
Batting Average |
|
|
11.94 |
|
Best Qtr |
|
2003 |
|
Worst Qtr |
|
2001 |
|
Worst Qtr |
|
26.91 |
|
Worst Qtr |
|
|
7.53 |
|
Range |
|
20.02 |
|
Best Qtr |
|
5.47 |
|
Best Qtr |
|
19.81 |
|
Best Qtr |
|
|
2.05 |
|
Worst 4 Qtrs |
|
63 |
|
Range |
|
-5.2 |
|
Range |
|
14.46 |
|
Range |
|
|
1998 FUND |
30.71 |
|
Standard Deviation |
|
25.91 |
|
Worst 4 Qtrs |
|
-13.29 |
|
Worst 4 Qtrs |
|
-0.83 |
|
Worst 4 Qtrs |
|
|
UNIVERSE |
16 |
|
Beta |
|
19 |
|
Standard Deviation |
|
-21.78 |
|
Standard Deviation |
|
Standard Deviation |
|
|
POLICY |
28.58 |
|
Annualized Alpha |
|
34.24 |
|
Beta |
|
-27.02 |
|
Beta |
|
Beta |
|
|
25 |
|
R-Squared |
|
24.4 |
|
Annualized Alpha |
|
2000 |
|
Annualized Alpha |
|
Annualized Alpha |
|
|
35.85 |
|
Sharpe Ratio |
|
21.58 |
|
R-Squared |
|
23.08 |
|
R-Squared |
|
R-Squared |
|
|
28.5 |
|
Treynor Ratio |
|
18.63 |
|
Sharpe Ratio |
|
13.26 |
|
Sharpe Ratio |
|
Sharpe Ratio |
|
|
25.14 |
|
Tracking Error |
|
13.1 |
|
Treynor Ratio |
|
9.14 |
|
Treynor Ratio |
|
Treynor Ratio |
|
|
17.48 |
|
Information Ratio |
|
2002 |
|
Tracking Error |
|
4.26 |
|
Tracking Error |
|
Tracking Error |
|
|
7.55 |
|
Fund |
|
-17.69 |
|
Information Ratio |
|
-1.81 |
|
Information Ratio |
|
Information Ratio |
|
|
1997 |
|
6 |
|
19 |
|
Fund |
|
Fund |
|
Fund |
|
|
36.26 |
|
10 |
|
-22.51 |
|
14 |
|
7 |
|
6 |
|
|
32.81 |
|
43.75 |
|
60 |
|
27 |
|
14 |
|
10 |
|
|
30.27 |
|
-9.47 |
|
-12.54 |
|
48.78 |
|
52.38 |
|
43.75 |
|
|
25.81 |
|
9.74 |
|
-18.67 |
|
-16.95 |
|
-8.13 |
|
-13.6 |
|
|
15.95 |
|
19.21 |
|
-21.5 |
|
21.83 |
|
17.8 |
|
13.53 |
|
|
1996 |
|
-12.71 |
|
-24.59 |
|
38.78 |
|
25.93 |
|
27.13 |
|
|
28.82 |
|
8.97 |
|
-30.7 |
|
-33.13 |
|
-10.17 |
|
-20.24 |
|
|
23.34 |
|
0.89 |
|
2001 |
|
17.2 |
|
9.4 |
|
14.41 |
|
|
21.69 |
|
-1.22 |
|
-33.13 |
|
0.78 |
|
0.95 |
|
0.98 |
|
|
18.67 |
|
0.86 |
|
24 |
|
2.76 |
|
0.49 |
0.0049 |
|
-1.42 |
-0.0142 |
|
13.52 |
|
0.05 |
|
-45.64 |
|
0.96 |
|
0.83 |
|
0.78 |
|
|
0.53 |
|
74 |
|
0.09 |
|
0.75 |
|
0.02 |
|
|
3.51 |
|
-27.62 |
|
2.09 |
|
7.41 |
|
0.28 |
|
|
-0.57 |
|
-33.35 |
|
5.84 |
|
3.88 |
|
6.7 |
|
|
Policy |
|
-38.5 |
|
0.44 |
|
-0.02 |
|
-0.28 |
|
|
6 |
|
-46.64 |
|
R1000G |
|
S&P500 |
|
R2000V |
|
|
10 |
|
-56.07 |
|
16 |
|
6 |
|
5 |
|
|
56.25 |
|
2000 |
|
25 |
|
15 |
|
11 |
|
|
-8.57 |
|
26.61 |
|
51.22 |
|
47.62 |
|
56.25 |
|
|
10.43 |
|
29 |
|
-21.35 |
|
-9.45 |
|
-7.27 |
|
|
19 |
|
23.43 |
|
26.74 |
|
15.39 |
|
13.5 |
|
|
-8.71 |
|
40 |
|
48.09 |
|
24.84 |
|
20.77 |
|
|
9.37 |
|
47.93 |
|
-45.64 |
|
-5.08 |
|
-16.88 |
|
|
1 |
|
27.65 |
|
21.44 |
|
9.07 |
|
13.08 |
|
|
0 |
|
19.97 |
|
1 |
|
1 |
|
1 |
|
|
1 |
|
13.09 |
|
0 |
|
0 |
|
0 |
|
|
0.26 |
|
7.83 |
|
1 |
|
1 |
|
1 |
|
|
2.46 |
|
-0.04 |
|
0.79 |
|
0.16 |
|
|
0 |
|
-0.95 |
|
7.13 |
|
2.12 |
|
|
Diff |
|
0 |
|
0 |
|
0 |
|
|
0 |
|
Diff |
|
Diff |
|
Diff |
|
|
0 |
|
-2 |
|
1 |
|
1 |
|
|
-12.5 |
|
2 |
|
-1 |
|
-1 |
|
|
-0.9 |
|
-2.44 |
|
4.76 |
|
-12.5 |
|
|
-0.69 |
|
4.4 |
|
1.32 |
|
-6.33 |
|
|
0.21 |
|
-4.91 |
|
2.41 |
|
0.03 |
|
|
-4 |
|
-9.31 |
|
1.09 |
|
6.36 |
|
|
-0.4 |
|
12.51 |
|
-5.09 |
|
-3.36 |
|
|
-0.11 |
|
-4.24 |
|
0.33 |
|
1.33 |
|
|
-1.22 |
|
-0.22 |
|
-0.05 |
|
-0.02 |
|
|
-0.14 |
|
2.76 |
|
0.49 |
|
-1.42 |
|
|
-0.21 |
|
-0.04 |
|
-0.17 |
|
-0.22 |
|
|
-1.93 |
|
0.13 |
|
-0.04 |
|
-0.14 |
|
|
3.51 |
|
3.04 |
|
0.28 |
|
-1.84 |
|
|
3.51 |
|
5.84 |
|
3.88 |
|
6.7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|