SUNRISE POLICE |
SCROLL
TO RIGHT------> |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Small Cap |
|
|
|
|
|
|
|
LOCK |
N/A |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
DHJ LG.GR. EXECUTIVE HERE |
LOCK |
LOCK |
DHJ EQ. UNIVERSE HERE |
LOCK |
LOCK |
DHJ EQ RISK HERE |
LOCK |
LOCK |
COHEN & STEERS |
LOCK |
LOCK |
COHEN & STEERS |
LOCK |
LOCK |
COHEN & STEERS |
LOCK |
BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY RISK HERE |
LOCK |
|
|
|
% |
|
|
Sunrise Police |
|
|
Sunrise Police |
|
Sunrise Police |
% |
|
Sunrise Police |
|
Sunrise Police |
% |
|
Sunrise Police |
|
Sunrise Police |
|
Sunrise Police |
|
Sunrise Police |
|
|
DHJ Large Cap Growth Equity (R1000G) |
|
DHJ Large Cap Growth Equity (R1000G) |
|
DHJ Large Cap Growth Equity (R1000G) |
|
Cohen & Steers (Large Cap Value
Equity + Cash) |
|
Cohen & Steers (Large Cap Value
Equity + Cash) |
|
Cohen & Steers (Large Cap Value
Equity + Cash) |
Buckhead (Small Cap Equity + Cash) |
|
Buckhead (Small Cap Equity + Cash) |
|
Buckhead (Small Cap Equity + Cash) |
|
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
|
49 |
|
Broad Large Cap Growth Equity |
|
54 |
|
57 |
|
Broad Large Cap Value Core Equity |
|
61 |
|
64 |
|
Broad Small Cap Value Core |
|
68 |
|
|
Inception date is December 31, 1997 |
|
51 |
|
3 Yr |
|
Inception date is June 30, 2008 |
|
59 |
|
Incept |
|
Inception date is March 31, 2004 |
|
66 |
|
Incept |
2 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 March
31, 2009 |
|
Batting Average |
|
Returns are net of fees. |
|
Incept is June 30, 2008 to March 31,
2009 |
|
Batting Average |
|
Returns are net of fees. |
|
Incept is March 31, 2004 to March
31, 2009 |
|
Batting Average |
|
|
Account Reconciliation |
|
Trailing Returns through March 31, 2009 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through March 31, 2009 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through March 31, 2009 |
|
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 |
|
R1000G |
|
Standard Deviation |
|
Ending Value |
|
R1000V |
|
Standard Deviation |
|
Ending Value |
|
R2000V |
|
Standard Deviation |
|
|
|
|
3/31/2009 |
|
Return |
|
Beta |
|
3/31/2009 |
|
Return |
|
Beta |
|
3/31/2009 |
|
Return |
|
Beta |
|
|
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
|
|
4,168 |
|
Universe |
|
R-Squared |
|
7,660 |
|
Universe |
|
R-Squared |
|
3,134 |
|
Universe |
|
R-Squared |
|
|
|
|
5,331 |
|
5th %-tile |
|
Sharpe Ratio |
|
-10 |
|
5th %-tile |
|
Sharpe Ratio |
|
7 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
|
|
112 |
|
25th %-tile |
|
Treynor Ratio |
|
-1,071 |
|
25th %-tile |
|
Treynor Ratio |
|
-396 |
|
25th %-tile |
|
Treynor Ratio |
|
|
|
|
9,612 |
|
50th %-tile |
|
Tracking Error |
|
6,579 |
|
50th %-tile |
|
Tracking Error |
|
2,745 |
|
50th %-tile |
|
Tracking Error |
|
|
2009 |
|
75th %-tile |
|
Information Ratio |
|
2009 |
|
75th %-tile |
|
Information Ratio |
|
2009 |
|
75th %-tile |
|
Information Ratio |
|
|
|
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
|
|
|
|
|
|
4,106 |
|
1 Yr |
|
5 |
|
9,814 |
|
|
2 Qtrs |
|
|
3 |
|
4,300 |
|
2 Qtrs |
|
5 |
|
|
|
|
|
|
6,357 |
|
-31.27 |
-0.3127 |
|
7 |
|
-11 |
|
|
-32.86 |
-0.3286 |
|
0 |
|
7 |
|
-36.33 |
-0.3633 |
|
3 |
|
|
|
|
|
|
|
|
-852 |
|
13 |
|
58.33 |
|
-3,223 |
|
|
86 |
|
|
66.67 |
|
-1,562 |
|
63 |
|
Batting Average |
37.5 |
|
|
|
|
9,612 |
|
-34.28 |
-0.3428 |
|
-23.11 |
|
6,579 |
|
-35 |
-0.3522 |
|
-21.93 |
|
2,745 |
|
-39.64 |
-0.3964 |
|
-27.11 |
|
|
|
|
12/31/1997 |
|
37 |
|
6.11 |
|
6/30/2008 |
|
4/9/1900 |
|
-6.46 |
|
3/31/2004 |
|
97 |
|
|
6.75 |
|
|
|
|
Incept |
|
-29.11 |
|
29.22 |
|
Incept |
|
-29 |
|
15.47 |
|
Incept |
|
-30.34 |
|
|
33.86 |
|
|
|
|
10,999 |
|
-33.71 |
|
-36.45 |
|
|
10,493 |
|
-31 |
|
24.95 |
|
2,986 |
|
-34.36 |
|
-33.11 |
|
|
|
|
-7,413 |
|
-35.42 |
|
16.78 |
|
-13 |
|
-30.66 |
|
0.9 |
|
667 |
|
-36.09 |
|
Standard Deviation |
24.57 |
|
|
|
- |
|
6,025 |
|
|
-37.92 |
|
0.93 |
|
-3,901 |
|
|
-32 |
|
-2.46 |
-0.0246 |
-908 |
|
-36.89 |
|
Beta |
0.93 |
|
|
|
|
9,612 |
9,612,000 |
|
-42.05 |
|
0.99 |
|
6,579 |
6,579,000 |
|
-34 |
|
0.99 |
0.0099 |
2,745 |
2,745,000 |
|
-39.04 |
|
Annualized Alpha |
0.16 |
0.0016 |
|
Investment Policy |
|
2 Yr |
|
0.97 |
|
Investment Policy |
|
3 Qtrs |
|
-1.52 |
|
Investment Policy |
|
3 Qtrs |
|
R-Squared |
0.91 |
|
|
Index |
|
-15.8 |
-0.158 |
|
-0.77 |
|
Index |
|
-37.19 |
-0.3719 |
|
-42.13 |
|
Index |
|
-34.8 |
-0.348 |
|
-1.21 |
|
|
Russell 1000 Growth |
|
9 |
|
-13.98 |
|
Russell 1000 Value |
|
77 |
|
4.01 |
|
Russell 2000 Value |
|
54 |
|
-31.84 |
|
|
Total |
|
-19.24 |
-0.1924 |
|
2.93 |
|
Total |
|
-39.18 |
-0.3918 |
|
0.5 |
|
Total |
|
-36.65 |
-0.3665 |
|
7.43 |
|
|
Weight |
|
36 |
|
0.58 |
|
Weight |
|
90 |
|
R1000V |
|
Weight |
|
71 |
|
0.24 |
|
|
70 |
|
100 |
|
-14.97 |
|
R1000G |
|
100 |
|
-33.38 |
|
3 |
|
100 |
|
-27.02 |
|
Policy |
R2000V |
|
|
30 |
|
100 |
|
-18.28 |
|
6 |
|
100 |
|
-35.83 |
|
0 |
|
100 |
|
-32.06 |
|
6 |
|
|
100 |
|
50 |
|
Trailing Returns through March 31, 2009 |
|
-20.5 |
|
6 |
|
Trailing Returns through March 31,
2009 |
|
-36.4 |
|
33.33 |
|
Trailing Returns through March 31, 2009 |
|
-34.08 |
|
2 |
|
|
Trailing Returns through March 31, 2008 |
|
-8.57 |
|
Fund |
|
-22.22 |
|
41.67 |
|
Fund |
|
-37.1 |
|
-22.18 |
|
Fund |
|
-38.12 |
|
62.5 |
|
|
Fund |
|
5.08 |
|
R1000G |
|
-24.01 |
|
-22.79 |
|
R1000V |
|
-40.4 |
|
-6.11 |
|
R2000V |
|
-38.24 |
|
-24.89 |
|
|
Policy |
|
|
|
|
|
13.65 |
|
Diff |
|
|
3 Yr |
|
|
6.86 |
|
Diff |
|
|
1 Yr |
|
|
16.07 |
|
Diff |
|
1 Yr |
#VALUE! |
|
4.96 |
|
|
Diff |
|
1 Yr FUND |
|
0 |
|
-8.71 |
|
1 Yr |
|
1 Yr FUND |
-9.58 |
-0.0958 |
|
29.65 |
|
1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8
Yr 9 Yr 10 Yr |
1 Yr FUND |
-36.29 |
-0.3629 |
|
27.44 |
|
1 Yr |
|
-33.11 |
-0.3311 |
|
29.85 |
|
|
1 Yr |
|
UNIVERSE |
|
11.19 |
|
################################## |
|
UNIVERSE |
11 |
|
-38.44 |
|
6/30/2008 |
|
UNIVERSE |
################################# |
|
1 |
|
################################### |
|
10 |
0.1 |
|
-38.89 |
|
|
-12.71 |
|
POLICY |
|
0 |
|
1 |
|
-34.28 |
|
POLICY |
-11.28 |
-0.1128 |
|
17.8 |
|
Incept |
|
POLICY |
-38.32 |
-0.3832 |
|
0 |
|
-38.89 |
|
-38.89 |
-0.3889 |
|
25.21 |
|
|
-8.71 |
|
0 |
|
3.01 |
|
31 |
|
1 |
|
-37.19 |
|
-39.35 |
|
1 |
|
5.78 |
|
74 |
|
1 |
|
|
-4 |
|
1 |
|
2 Yr |
|
-8.86 |
|
0 |
|
-39.18 |
|
-42.02 |
|
-1.45 |
|
2 Yr |
|
-29.61 |
|
0 |
|
|
2 Yr |
|
-1.15 |
|
################################## |
|
-11.07 |
|
1 |
|
1/1/1900 |
|
2 Yr |
|
-39.91 |
|
################################### |
|
-34.3 |
|
1 |
|
|
################################# |
|
-12.9 |
|
-19.24 |
|
-12.14 |
|
-0.83 |
|
Fiscal Year Returns Ending September |
|
-22.06 |
|
0 |
|
-28.73 |
|
-36.14 |
|
-1.24 |
|
|
0.85 |
|
0 |
|
3.44 |
|
-13.54 |
|
-14.7 |
|
Fund |
|
-23.42 |
|
Diff |
|
1.77 |
|
-39.23 |
|
-31.38 |
|
|
-2.2 |
|
Diff |
|
3 Yr |
|
-15.47 |
|
0 |
|
R1000V |
|
-24.12 |
|
0 |
|
3 Yr |
|
-40.42 |
|
0 |
|
|
3 Yr |
|
0 |
|
-9.58 |
|
4 Yr |
|
Diff |
|
Diff |
|
-25.74 |
|
0 |
|
################################### |
|
2 Yr |
= |
|
Diff |
|
|
1/2/1900 |
|
|
|
0 |
|
|
################################## |
|
-4.74 |
-0.0474 |
|
-1 |
|
|
3/31/2009 |
|
2 Yr FUND |
################################# |
-0.2825 |
|
33.34 |
|
################################### |
|
-26.96 |
-0.2696 |
|
-1 |
|
|
1/5/1900 |
|
0 |
|
|
1/1/1900 |
|
21 |
|
1 |
|
|
Qtr |
|
UNIVERSE |
3 Yr |
|
0.25 |
|
0.55 |
|
66 |
|
1 |
|
|
-2.98 |
|
|
|
-0.9 |
|
|
4 Yr |
|
-5.72 |
-0.0572 |
|
16.66 |
|
|
-13.99 |
|
POLICY |
-11.1 |
-0.111 |
|
-0.35 |
|
4 Yr |
|
-28.73 |
-0.2873 |
|
-25 |
|
|
4 Yr |
|
0.89 |
|
-4.74 |
|
38 |
|
-0.32 |
|
################################ |
|
-12.78 |
|
-0.6 |
|
################################### |
|
95 |
|
-2.22 |
|
|
1/4/1900 |
|
2.02 |
|
1.79 |
|
################################## |
|
-2.74 |
|
-0.75 |
|
1/2/1900 |
|
-13.38 |
|
-2.49 |
|
################################### |
|
-20.95 |
|
1.79 |
|
|
1/6/1900 |
|
1.06 |
|
-4 |
|
0.98 |
|
-5.29 |
|
-0.43 |
|
2009 |
|
|
-14.4 |
|
-0.1 |
|
-0.49 |
|
-23.51 |
|
4.01 |
|
|
-1.99 |
|
0.12 |
|
0.13 |
|
5 Yr |
|
-6.15 |
|
1.99 |
|
YTD |
|
-16.6 |
|
-2.46 |
|
5 Yr |
|
-25.33 |
|
5.78 |
|
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-1.17 |
|
-0.08 |
|
-3.09 |
|
-7.33 |
|
-1.02 |
|
################################ |
|
4 Yr |
|
-0.01 |
|
################################### |
|
-27.65 |
|
-0.64 |
|
|
3/31/2004 |
|
3 Yr |
|
-4.94 |
|
-4.38 |
|
-8.64 |
|
-0.07 |
|
################################ |
|
-5.3 |
|
-0.07 |
|
################################### |
|
-28.74 |
|
-0.07 |
|
|
Incept |
|
2.48 |
|
-0.17 |
|
1.29 |
|
5 Yr |
|
0.99 |
|
2.36 |
|
-7.02 |
|
-2.22 |
|
0.38 |
|
3 Yr |
#VALUE! |
|
0.16 |
|
|
1/4/1900 |
|
3 YR FUND |
99 |
0.99 |
|
-0.34 |
|
6 Yr |
|
3 YR FUND |
-3.09 |
-0.0309 |
|
-0.03 |
|
2008 2007 2006 2005 2004
2003 2002 2001 2000 |
|
-7.63 |
-0.0763 |
|
4.01 |
|
6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-16.99 |
-0.1699 |
|
-0.09 |
|
|
1/6/1900 |
|
UNIVERSE |
5.46 |
|
-5.47 |
|
1/1/1900 |
|
UNIVERSE |
26 |
|
0.06 |
|
Returns in Up Markets |
|
|
-8.41 |
|
-0.14 |
|
3/31/2004 |
|
75 |
0.75 |
|
0.03 |
|
|
-1.99 |
|
POLICY |
54 |
0.54 |
|
4.69 |
|
0.92 |
|
POLICY |
-4.38 |
-0.0438 |
|
0.72 |
|
Fund |
|
|
-10.84 |
-0.1084 |
|
-1.83 |
|
Incept |
|
-17.54 |
-0.1754 |
|
-0.46 |
|
|
Fiscal Year Returns Ending September |
|
9.29 |
|
2 Yr |
|
0.18 |
|
51 |
|
2.93 |
|
R1000V |
|
|
5 Yr |
|
3.34 |
|
-4.92 |
|
93 |
|
7.43 |
|
|
Fund |
|
6.48 |
|
5 Yr |
# of Negative Qtrs |
|
7 Yr |
|
-1.69 |
|
5 Yr |
5 Yr |
|
Ratio |
|
-1.95 |
|
4 Yr |
|
-5.3 |
|
-10.74 |
|
3 Yr |
|
|
Policy |
|
5.57 |
|
# of Positive Qtrs |
|
################################## |
|
-3.08 |
|
# of Negative Qtrs |
|
6/30/2008 |
|
################################# |
|
# of Negative Qtrs |
|
0.38 |
|
-14.24 |
|
# of Negative Qtrs |
|
|
Diff |
|
4.79 |
|
Batting Average |
|
-3.6 |
|
-4.36 |
|
# of Positive Qtrs |
|
Incept |
|
-4.78 |
|
# of Positive Qtrs |
|
Fiscal Year Returns Ending September |
|
-15.85 |
|
# of Positive Qtrs |
|
|
3/31/2008 |
|
3.37 |
|
Worst Qtr |
|
1/0/1900 |
|
-5.32 |
|
Batting Average |
|
Returns in Down Markets |
|
-5.33 |
|
Batting Average |
|
Fund |
|
-17.11 |
|
Batting Average |
|
|
Qtr |
|
4 Yr |
|
Best Qtr |
|
8 Yr |
|
-6.76 |
|
Worst Qtr |
|
Fund |
|
-6.93 |
|
Worst Qtr |
|
R2000V |
|
-17.71 |
|
Worst Qtr |
|
|
################################# |
|
4.02 |
|
Range |
|
################################## |
|
6 Yr |
|
Best Qtr |
|
R1000V |
|
6 Yr |
|
Best Qtr |
|
Diff |
|
4 Yr |
#VALUE! |
|
Best Qtr |
|
|
################################# |
|
99 |
|
Worst 4 Qtrs |
|
################################## |
|
1.1 |
0.011 |
|
Range |
|
Ratio |
|
4.31 |
0.0431 |
|
Range |
|
3/31/2009 |
|
-9.22 |
-0.0922 |
|
Range |
|
|
1.57 |
|
6.01 |
|
Standard Deviation |
|
1/1/1900 |
|
49 |
|
Worst 4 Qtrs |
|
6/30/2008 |
|
1/2/1900 |
|
Worst 4 Qtrs |
|
Qtr |
|
81 |
0.81 |
|
Worst 4 Qtrs |
|
|
2008 |
|
64 |
|
Beta |
|
9 Yr |
|
0.92 |
0.0092 |
|
Standard Deviation |
|
Incept |
|
0.97 |
0.0097 |
|
Standard Deviation |
|
-12.65 |
|
-8.73 |
-0.0873 |
|
Standard Deviation |
|
|
YTD |
|
9.49 |
|
Annualized Alpha |
|
################################## |
|
54 |
|
Beta |
|
-37.2 |
|
0.5 |
|
Beta |
|
################################### |
|
74 |
|
Beta |
|
|
################################# |
|
7.35 |
|
R-Squared |
|
################################## |
|
3.51 |
|
Annualized Alpha |
|
################################ |
|
-0.73 |
|
Annualized Alpha |
|
6.99 |
|
-3.22 |
|
Annualized Alpha |
|
|
-12.7 |
|
6.39 |
|
Sharpe Ratio |
|
3.37 |
|
1.99 |
|
R-Squared |
|
94.9 |
|
7 Yr |
|
R-Squared |
|
2009 |
|
-6.16 |
|
R-Squared |
|
|
-3.11 |
|
5.72 |
|
Treynor Ratio |
|
10 Yr |
|
1.05 |
|
Sharpe Ratio |
|
YTD |
|
-0.06 |
|
Sharpe Ratio |
|
YTD |
|
-6.99 |
|
Sharpe Ratio |
|
|
2007 |
|
4.77 |
|
Tracking Error |
|
################################## |
|
-0.1 |
|
Treynor Ratio |
|
################################ |
|
-1.83 |
|
Treynor Ratio |
|
################################### |
|
-9.2 |
|
Treynor Ratio |
|
|
1/13/1900 |
|
5 Yr |
|
Information Ratio |
|
################################## |
|
-1.07 |
|
Tracking Error |
|
################################ |
|
-2.86 |
|
Tracking Error |
|
################################### |
|
-9.68 |
|
Tracking Error |
|
|
13.3 |
|
16.12 |
|
Fund |
|
2.87 |
|
7 Yr |
|
Information Ratio |
|
-0.14 |
|
-3.49 |
|
Information Ratio |
|
3.31 |
|
5 Yr |
|
Information Ratio |
|
|
-0.13 |
|
5 YR FUND |
14.16 |
0.1416 |
|
4 |
|
12/31/1997 |
|
5 YR FUND |
-2.9 |
-0.029 |
Fund |
Fund |
|
2007 |
|
-4.47 |
-0.0447 |
|
Fund |
|
2008 |
|
-4.92 |
-0.0492 |
|
Fund |
|
|
2006 |
|
UNIVERSE |
13.2 |
|
4 |
|
Incept |
|
UNIVERSE |
40 |
|
7 |
|
1/13/1900 |
|
|
8 Yr |
|
6 |
|
################################### |
|
74 |
|
6 |
|
|
11.07 |
|
POLICY |
12.39 |
0.1239 |
|
62.5 |
|
1/1/1900 |
|
POLICY |
-3.6 |
-0.036 |
|
13 |
|
14.45 |
|
|
1.12 |
0.0112 |
|
10 |
|
-12.25 |
|
-5.3 |
-0.053 |
|
6 |
|
|
1/11/1900 |
|
11.7 |
|
Batting Average |
-9.47 |
|
################################## |
|
62 |
|
Batting Average |
55 |
|
################################ |
|
|
-0.92 |
|
31.25 |
|
-3.53 |
|
75 |
|
41.67 |
|
|
-0.74 |
|
6 Yr |
|
|
7.59 |
|
2.66 |
|
-1.09 |
|
|
-23.11 |
|
2006 |
|
-2.12 |
|
-8.13 |
|
2007 |
|
0.43 |
|
-27.11 |
|
|
6/27/1905 |
|
8.92 |
|
|
17.06 |
|
Fiscal Year Returns Ending September |
|
-2.46 |
|
|
10.86 |
|
1/11/1900 |
|
-3.04 |
|
8.88 |
|
1/12/1900 |
|
-3.27 |
|
9.61 |
|
|
1/11/1900 |
|
6.86 |
|
|
-12.71 |
|
Fund |
|
-3.16 |
|
|
33.97 |
|
14.62 |
|
-3.77 |
|
17.01 |
|
1/6/1900 |
|
-3.32 |
|
36.72 |
|
|
13.96 |
|
5.93 |
|
|
9.84 |
|
R1000G |
|
-4.32 |
|
|
-36.45 |
|
################################ |
|
Fiscal Year Returns Ending September |
|
-23.7 |
|
6.29 |
|
-5.37 |
|
-33.11 |
|
|
-2.79 |
|
5.15 |
|
Standard Deviation |
0.96 |
|
Diff |
|
-5.37 |
|
Standard Deviation |
14.43 |
|
2005 |
|
Fund |
|
9.88 |
|
2006 |
|
-5.84 |
|
21.54 |
|
|
2004 2003 2002 2001 2000 1999 |
|
4.14 |
|
Beta |
-2.1 |
|
|
3/31/2009 |
|
8 Yr |
|
Beta |
0.94 |
|
1/10/1900 |
|
Return |
|
0.87 |
|
1/9/1900 |
|
6 Yr |
|
0.94 |
|
|
Returns in Up Markets |
|
7 Yr |
|
Annualized Alpha |
0.87 |
0.0087 |
|
Qtr |
|
-2.19 |
|
Annualized Alpha |
1.06 |
0.0106 |
|
1/16/1900 |
|
%-tile |
|
-1.68 |
-0.0168 |
1/14/1900 |
|
7.94 |
|
-0.48 |
-0.0048 |
|
Fund |
|
8.61 |
|
R-Squared |
-0.6 |
|
-0.91 |
|
29 |
|
R-Squared |
0.97 |
|
################################ |
|
R1000V |
|
0.89 |
|
################################### |
|
5.4 |
|
0.89 |
|
|
Policy |
|
7.29 |
|
-6.19 |
|
-4.12 |
|
-3.4 |
|
-0.43 |
|
6/26/1905 |
|
Return |
|
-0.19 |
|
2005 |
|
4.47 |
|
-0.95 |
|
|
Ratio |
|
6.41 |
|
3.62 |
|
3.21 |
|
56 |
|
-6.54 |
|
1/16/1900 |
|
%-tile |
####### |
|
-2.14 |
|
1/12/1900 |
|
4 |
|
-21.71 |
|
|
1 Yr |
|
5.65 |
|
-0.61 |
|
2009 |
|
-0.46 |
|
2.57 |
|
1/20/1900 |
|
Universe |
|
3.58 |
|
17.75 |
|
3.29 |
|
7.13 |
|
|
1/6/1900 |
|
4.87 |
|
Policy |
|
YTD |
|
-2.13 |
|
0.5 |
|
################################ |
|
5th %-tile |
####### |
|
-0.63 |
|
-4.82 |
|
7 Yr |
|
0.08 |
|
|
5.1 |
|
8 Yr |
|
Policy |
4 |
|
-23.81 |
|
-3.15 |
|
Policy |
R1000G |
|
2003 2002 2001 2000 1999 |
|
25th %-tile |
|
R1000V |
|
2004 2003 2002 2001 2000 |
|
4.11 |
|
R2000V |
|
|
117.5 |
|
8.67 |
|
4 |
|
-25.97 |
|
-4.25 |
|
8 |
|
Returns in Up Markets |
|
50th %-tile |
####### |
|
5 |
|
Returns in Up Markets |
|
1.02 |
|
7 |
|
|
2 Yr |
|
7.07 |
|
37.5 |
|
2.16 |
|
-5.14 |
|
12 |
|
Fund |
|
75th %-tile |
|
11 |
|
Fund |
|
0.62 |
|
5 |
|
|
20 |
|
5.68 |
|
-8.57 |
|
2008 |
|
9 Yr |
|
45 |
|
R1000V |
|
95th %-tile |
####### |
|
68.75 |
|
R2000V |
|
0.14 |
|
58.33 |
|
|
19.2 |
|
3.75 |
|
7.4 |
|
-17.28 |
|
-5.48 |
|
-22.79 |
|
Ratio |
|
Qtr |
|
-8.72 |
|
Ratio |
|
-1.97 |
|
-24.89 |
|
|
104.2 |
|
2.26 |
|
15.97 |
|
-20.88 |
|
35 |
|
9.17 |
|
3 Yr |
|
-13.99 |
-0.1399 |
|
10.38 |
|
2 Yr |
|
8 Yr |
|
9.03 |
|
|
3 Yr |
|
Fiscal Year Returns Ending September |
|
-8.71 |
|
3.6 |
|
-8.85 |
|
31.96 |
|
1/15/1900 |
|
88 |
|
19.1 |
|
1/9/1900 |
|
6.63 |
|
33.92 |
|
|
1/15/1900 |
|
Fund |
|
9.52 |
|
2007 |
|
85 |
|
-38.44 |
|
16.9 |
|
-16.77 |
-0.1677 |
|
-23.56 |
|
7.4 |
|
4.07 |
|
-38.89 |
|
|
17.3 |
|
Return |
|
Standard Deviation |
1 |
|
1/19/1900 |
|
-1.75 |
|
Standard Deviation |
15.07 |
|
88.4 |
|
100 |
|
10.67 |
|
126 |
|
3.64 |
|
21.78 |
|
|
88.2 |
|
%-tile |
|
0 |
|
19.35 |
|
-4.95 |
|
1 |
|
4 Yr |
|
-9.33 |
|
1 |
|
3 Yr |
|
QU. FUND |
3.12 |
0.0312 |
|
1 |
|
|
3/31/2004 |
|
Policy |
|
1 |
|
-0.03 |
|
-6.59 |
|
0 |
|
1/13/1900 |
|
-10.98 |
|
0 |
|
1/18/1900 |
|
UNIVERSE |
1.24 |
|
0 |
|
|
Incept |
|
Return |
|
-0.39 |
|
2006 |
|
-8.1 |
|
1 |
|
16.8 |
|
-11.18 |
|
1 |
|
17.1 |
|
POLICY |
Fiscal Year Returns Ending September |
#VALUE! |
|
1 |
|
|
1/16/1900 |
|
%-tile |
|
-3.74 |
|
4.42 |
|
-10.38 |
|
-0.49 |
|
3/19/1900 |
|
-12.46 |
|
0.04 |
|
108 |
|
Fund |
|
-0.96 |
|
|
18.9 |
|
Universe |
|
0 |
|
6.03 |
|
10 Yr |
|
-7.44 |
|
5 Yr |
|
QU. FUND |
-15.39 |
|
0.39 |
|
4 Yr |
|
Return |
#VALUE! |
|
-20.96 |
|
|
89 |
|
5th %-tile |
|
Diff |
|
-1.61 |
|
-2.39 |
|
0 |
|
1/14/1900 |
|
UNIVERSE |
YTD |
|
0 |
|
1/18/1900 |
|
%-tile |
|
0 |
|
|
Returns in Down Markets |
|
25th %-tile |
|
0 |
|
2005 |
|
35 |
|
Diff |
|
17.8 |
|
POLICY |
-32.86 |
|
Diff |
|
20 |
|
R2000V |
#VALUE! |
|
Diff |
|
|
Fund |
|
50th %-tile |
|
0 |
|
12.97 |
|
-5.26 |
|
-1 |
|
80.2 |
|
86 |
|
1 |
|
92.8 |
|
Return |
|
-1 |
|
|
Policy |
|
75th %-tile |
|
|
25 |
|
11.6 |
|
86 |
|
|
1 |
|
12/31/2002 |
|
-35.22 |
-0.3522 |
|
-1 |
|
3/31/2004 |
|
%-tile |
#VALUE! |
|
1 |
|
|
Ratio |
|
95th %-tile |
|
-0.9 |
|
1.37 |
|
0.53 |
|
10 |
|
Incept |
|
100 |
|
-37.5 |
|
Incept |
|
Universe |
|
-16.66 |
|
|
1 Yr |
|
Qtr |
|
|
0.19 |
|
2004 |
|
-1.91 |
|
|
-0.32 |
|
18 |
|
-29 |
-0.29 |
|
0.59 |
|
20.1 |
|
5th %-tile |
#VALUE! |
|
-2.22 |
|
|
-17.6 |
|
-7 |
|
1.09 |
|
4.45 |
|
-3.03 |
|
1.69 |
|
20.6 |
|
-30.5 |
|
-1.5 |
|
19.9 |
|
25th %-tile |
#VALUE! |
|
0.58 |
|
|
################################# |
|
7 |
|
-4 |
|
1/7/1900 |
|
-4.36 |
|
2.01 |
|
3/27/1900 |
|
-30.66 |
-0.3066 |
|
-2.09 |
|
101.1 |
|
50th %-tile |
#VALUE! |
|
2.8 |
|
|
134.2 |
|
-8.57 |
|
0.32 |
|
-3.06 |
|
-7.22 |
|
1.99 |
|
Returns in Down Markets |
|
-31.77 |
|
-0.14 |
|
Returns in Down Markets |
|
75th %-tile |
#VALUE! |
|
5.78 |
|
|
2 Yr |
|
46 |
|
-0.04 |
|
2003 |
|
Fiscal Year Returns Ending September |
|
-0.64 |
|
Fund |
|
-34 |
-0.34 |
|
-0.79 |
|
Fund |
|
95th %-tile |
#VALUE! |
|
-0.24 |
|
|
-18.9 |
|
-6.78 |
|
-2.1 |
|
1/20/1900 |
|
Fund |
|
-0.06 |
|
R1000V |
|
2008 |
|
-0.13 |
|
R2000V |
|
Qtr |
|
-0.06 |
|
|
################################# |
|
-7.9 |
|
|
-0.13 |
|
1/25/1900 |
|
Return |
|
|
1.06 |
|
Ratio |
|
-19.27 |
-0.1927 |
|
-1.68 |
|
Ratio |
|
-12.65 |
-0.1265 |
|
-0.48 |
|
|
128.7 |
|
-8.75 |
|
-0.21 |
|
-5.89 |
|
%-tile |
|
-0.03 |
|
3 Yr |
|
-20.95 |
|
-0.11 |
|
2 Yr |
|
19 |
|
-0.11 |
|
|
3 Yr |
|
-9.5 |
|
|
-2.45 |
|
2002 |
|
R1000G |
|
|
0.06 |
|
-19.8 |
|
-22.24 |
-0.2224 |
|
-0.23 |
|
-38 |
|
-19.64 |
-0.1964 |
|
0.01 |
|
|
-18.9 |
|
-10.48 |
|
3.62 |
|
################################## |
|
Return |
|
0.9 |
|
-19.5 |
|
-23.9 |
|
-2.53 |
|
-39.3 |
|
97 |
|
-0.75 |
|
|
################################# |
|
QU. FUND |
YTD |
####### |
|
3 Yr |
|
################################## |
|
%-tile |
|
2.57 |
|
101.6 |
|
-26.89 |
|
3.58 |
|
96.7 |
|
-5.07 |
|
7.13 |
|
|
128.7 |
|
UNIVERSE |
-15.81 |
|
# of Negative Qtrs |
|
4.82 |
|
Universe |
|
10 Yr |
|
4 Yr |
|
2007 |
|
Incept |
5 Yr |
|
3 Yr |
|
-12.92 |
|
4 Yr |
|
|
3/31/2004 |
|
POLICY |
98 |
0.98 |
|
# of Positive Qtrs |
|
2001 |
|
5th %-tile |
|
# of Negative Qtrs |
|
-19.8 |
|
20.22 |
|
# of Negative Qtrs |
|
-35.6 |
|
-13.98 |
|
# of Negative Qtrs |
|
|
Incept |
|
-12.7 |
|
Batting Average |
|
-33.13 |
|
25th %-tile |
|
# of Positive Qtrs |
|
-19.5 |
|
16.41 |
|
# of Positive Qtrs |
|
-35.8 |
|
-15.81 |
|
# of Positive Qtrs |
|
|
################################# |
|
54 |
|
Worst Qtr |
|
################################## |
|
QU. FUND |
50th %-tile |
|
Batting Average |
|
4/10/1900 |
|
2004 FUND |
15.87 |
0.1587 |
|
Batting Average |
|
99.4 |
|
-19.3 |
|
Batting Average |
|
|
-12.4 |
|
-9.88 |
|
Best Qtr |
|
12.51 |
|
UNIVERSE |
75th %-tile |
|
Worst Qtr |
|
5 Yr |
|
UNIVERSE |
14.3 |
|
Worst Qtr |
|
4 Yr |
|
YTD |
|
Worst Qtr |
|
|
114.6 |
|
-11.53 |
|
Range |
|
2000 |
|
POLICY |
95th %-tile |
|
Best Qtr |
|
-19.8 |
|
POLICY |
9.99 |
0.0999 |
|
Best Qtr |
|
-35.6 |
|
-36.33 |
|
Best Qtr |
|
|
S&P500 |
|
-12.52 |
|
Worst 4 Qtrs |
|
26.61 |
|
Qtr |
|
Range |
|
-19.5 |
|
2006 |
|
Range |
|
-35.8 |
|
63 |
|
Range |
|
|
Ratio |
|
-13.62 |
|
|
Standard Deviation |
|
1/23/1900 |
|
-0.91 |
-0.0091 |
|
Worst 4 Qtrs |
|
101.6 |
|
16.37 |
|
Worst 4 Qtrs |
|
99.4 |
|
-39.64 |
|
Worst 4 Qtrs |
|
|
3 Yr |
|
-15.19 |
|
Beta |
|
3.18 |
|
16 |
|
Standard Deviation |
|
12/31/2002 |
|
13.4 |
|
Standard Deviation |
|
3/31/2004 |
|
97 |
|
Standard Deviation |
|
|
-40.5 |
|
2007 |
|
|
Annualized Alpha |
|
Returns in Up Markets |
|
-4.12 |
-0.0412 |
|
Beta |
|
Incept |
|
11.69 |
|
Beta |
|
Incept |
|
-30.34 |
|
Beta |
|
|
-40.8 |
|
13.17 |
|
R-Squared |
|
Fund |
|
36 |
|
Annualized Alpha |
|
-19 |
|
10.54 |
|
Annualized Alpha |
|
-33 |
|
-34.36 |
|
Annualized Alpha |
|
|
99.2 |
|
83 |
|
Sharpe Ratio |
|
R1000G |
|
1.06 |
|
R-Squared |
|
-19.3 |
|
9.02 |
|
|
R-Squared |
|
-33.5 |
|
-36.09 |
|
R-Squared |
|
|
5 Yr |
|
13.3 |
|
Treynor Ratio |
|
Ratio |
|
-3.28 |
|
Sharpe Ratio |
|
4/7/1900 |
|
2005 |
|
Sharpe Ratio |
|
98.6 |
|
-36.89 |
|
Sharpe Ratio |
|
|
-31 |
|
82 |
|
Tracking Error |
|
3 Yr |
|
-5.12 |
|
Treynor Ratio |
|
2003 FUND |
20.46 |
0.2046 |
|
Treynor Ratio |
|
-39.04 |
|
Treynor Ratio |
|
|
-30.9 |
|
20.14 |
|
Information Ratio |
|
14.6 |
|
-7.93 |
|
Tracking Error |
|
UNIVERSE |
16.44 |
|
Tracking Error |
|
2008 |
|
Tracking Error |
|
|
100.2 |
|
16.71 |
|
|
Fund |
|
1/16/1900 |
|
-10.36 |
|
|
Information Ratio |
|
POLICY |
13.52 |
0.1352 |
|
Information Ratio |
|
-15.78 |
|
Information Ratio |
|
|
6 Yr |
|
15.09 |
|
4 |
|
3/28/1900 |
|
YTD |
|
Fund |
|
11.94 |
|
Fund |
|
80 |
|
Fund |
|
|
-30.8 |
|
13.63 |
|
|
8 |
|
5 Yr |
|
-23.81 |
|
|
16 |
|
8.08 |
|
8 |
|
-12.25 |
|
6 |
|
|
-31.3 |
|
11.48 |
|
50 |
|
1/15/1900 |
|
15 |
|
24 |
|
2004 |
|
|
12 |
|
29 |
|
10 |
|
|
98.5 |
|
2003 FUND |
2006 |
20.06 |
|
-9.47 |
|
1/16/1900 |
|
-25.97 |
|
50 |
|
22.43 |
|
Batting Average |
35 |
|
-8.19 |
|
43.75 |
|
|
12/31/1997 |
|
UNIVERSE |
11.07 |
|
7.59 |
|
4/1/1900 |
|
35 |
|
-23.11 |
|
18.97 |
|
|
-8.13 |
|
-11.35 |
|
-27.11 |
|
|
Incept |
|
POLICY |
44 |
0.44 |
|
17.06 |
|
10 Yr |
|
-21.33 |
|
18.83 |
|
16.46 |
|
|
14.81 |
|
-14.45 |
|
13.53 |
|
|
-30.8 |
|
11.81 |
|
-12.71 |
|
24.1 |
|
-25.12 |
|
41.94 |
|
13.68 |
|
|
22.94 |
|
-14.96 |
|
40.64 |
|
|
-31.3 |
|
28 |
|
9.18 |
|
28 |
|
2004 FUND |
-27.33 |
-0.2733 |
|
-36.45 |
|
2002 FUND |
12.94 |
|
|
-23.7 |
|
-17.49 |
|
-33.11 |
|
|
4/7/1900 |
|
13.63 |
|
0.91 |
|
3/26/1900 |
|
UNIVERSE |
-29.33 |
|
17.29 |
|
|
|
UNIVERSE |
2003 |
|
Standard Deviation |
9.85 |
|
2007 |
|
20.52 |
|
|
11.93 |
|
|
-2.35 |
|
12/31/1997 |
|
POLICY |
-31.82 |
-0.3182 |
|
0.81 |
|
|
NA |
30.35 |
|
Beta |
0.88 |
|
12.37 |
|
0.94 |
|
|
10.71 |
|
0.87 |
0.0087 |
|
Incept |
|
2008 |
|
1.65 |
0.0165 |
|
24.38 |
|
Annualized Alpha |
-1.57 |
-0.0157 |
|
55 |
|
-0.97 |
-0.0097 |
|
8.99 |
|
|
-0.19 |
|
28.7 |
|
-17.28 |
|
0.95 |
|
23.68 |
|
R-Squared |
0.87 |
|
6.08 |
|
0.9 |
|
|
|
|
6.6 |
|
-1.9 |
|
2/1/1900 |
|
10 |
|
-0.32 |
|
|
|
20.82 |
|
0.15 |
|
100 |
|
-0.62 |
|
|
2002 FUND |
2005 |
20.05 |
|
3.47 |
|
87.6 |
|
-20.88 |
|
|
-6.89 |
|
16.84 |
|
1.72 |
|
23.98 |
|
-13.46 |
|
|
UNIVERSE |
11.17 |
|
-0.86 |
|
Returns in Down Markets |
|
32 |
|
5.6 |
|
2002 |
|
3.72 |
|
15.39 |
|
6.46 |
|
|
POLICY |
95 |
0.95 |
|
Policy |
|
Fund |
|
-15.25 |
|
|
0.51 |
|
-8.42 |
|
-0.68 |
|
12.62 |
|
-0.08 |
|
|
13.96 |
|
4 |
|
R1000G |
|
-20.07 |
|
R1000G |
|
-14.52 |
|
Policy |
R1000V |
|
9.91 |
|
R2000V |
|
|
66 |
|
8 |
|
Ratio |
|
2003 FUND |
-22.53 |
-0.2253 |
|
18 |
|
|
-17.87 |
|
|
5 |
|
7.04 |
|
7 |
|
|
22.41 |
|
50 |
|
3 Yr |
|
UNIVERSE |
-25.72 |
|
22 |
|
|
-20.64 |
|
15 |
|
2006 |
|
9 |
|
|
17.21 |
|
|
-8.57 |
|
-28.7 |
|
POLICY |
-29.44 |
-0.2944 |
|
50 |
|
|
-22.25 |
|
|
65 |
|
9.21 |
|
56.25 |
|
|
14.97 |
|
7.4 |
|
-32.4 |
|
2007 |
|
-22.79 |
|
2001 |
|
-8.72 |
|
55 |
|
-24.89 |
|
|
13.26 |
|
|
15.97 |
|
88.5 |
|
19.32 |
|
25.14 |
|
13.27 |
|
14.19 |
|
14 |
|
13.5 |
|
|
11.01 |
|
-8.71 |
|
5 Yr |
|
46 |
|
47.93 |
|
-2.26 |
|
22.91 |
|
1 |
|
38.39 |
|
|
2001 FUND |
2004 |
20.04 |
|
9.37 |
|
################################## |
|
19.35 |
|
|
-45.64 |
|
|
-10.64 |
|
-23.56 |
|
13.25 |
|
-38.89 |
|
|
UNIVERSE |
23.62 |
|
1 |
|
################################## |
|
46 |
|
20.87 |
|
|
-26.62 |
|
Standard Deviation |
10.43 |
|
11.5 |
|
20.69 |
|
|
POLICY |
19.76 |
0.1976 |
|
0 |
|
3/27/1900 |
|
27.74 |
|
|
1 |
|
|
-26.99 |
|
1 |
|
9.78 |
|
1 |
|
|
17.24 |
|
1 |
|
10 Yr |
|
21.53 |
|
0 |
|
11.74 |
|
0 |
|
6.28 |
|
0 |
|
|
15.21 |
|
0.13 |
|
-27.2 |
|
2002 FUND |
18.79 |
0.1879 |
|
1 |
|
8.75 |
|
|
1 |
|
-2.91 |
|
1 |
|
|
12.19 |
|
1.25 |
|
-34.4 |
|
UNIVERSE |
15.69 |
|
-0.4 |
|
2004 |
|
0.39 |
|
2005 |
|
-0.59 |
|
|
2003 |
|
|
0 |
|
79.1 |
|
POLICY |
10.15 |
0.1015 |
|
-8.45 |
|
16.73 |
|
|
4.03 |
|
12.93 |
|
-12.16 |
|
|
27.84 |
|
Diff |
|
12/31/1997 |
|
2006 |
|
0 |
|
43 |
|
0 |
|
91 |
|
0 |
|
|
25.03 |
|
|
0 |
|
Incept |
|
4.42 |
|
Diff |
|
20.52 |
|
Diff |
|
17.75 |
|
Diff |
|
|
23.22 |
|
0 |
|
-27 |
|
65 |
|
-2 |
|
10 |
|
3 |
|
71 |
|
-1 |
|
|
|
|
2000 FUND |
20.96 |
0.2096 |
|
0 |
|
-34.3 |
|
6.03 |
|
|
2 |
|
|
|
22.45 |
|
-3 |
|
24.63 |
|
1 |
|
|
UNIVERSE |
18.02 |
|
-0.9 |
|
78.7 |
|
49 |
|
0 |
|
18.97 |
|
-30 |
|
21.81 |
|
-12.5 |
|
|
POLICY |
2002 |
20.02 |
|
0.19 |
|
11.56 |
|
|
-0.32 |
|
16.22 |
|
0.59 |
|
20.3 |
|
-2.22 |
|
|
-5.31 |
|
1.09 |
|
8.5 |
|
-6.31 |
|
13.84 |
|
0.62 |
|
16.98 |
|
0.03 |
|
|
-10.93 |
|
-4 |
|
2001 FUND |
5.96 |
0.0596 |
|
-5.99 |
|
13.19 |
|
0.03 |
|
11.37 |
|
2.25 |
|
|
-13.63 |
|
-0.19 |
|
UNIVERSE |
3.16 |
|
9.19 |
|
2003 |
|
-0.14 |
|
2004 |
|
5.78 |
|
|
-15.7 |
|
|
-0.09 |
|
POLICY |
-3.37 |
-0.0337 |
|
-3.58 |
|
29.45 |
|
-0.58 |
|
33.25 |
|
-0.17 |
|
|
-18.62 |
|
-2.35 |
|
2005 |
|
-0.19 |
|
24.5 |
|
-0.12 |
|
24.88 |
|
-0.06 |
|
|
2001 |
|
|
-0.13 |
|
12.97 |
|
1.65 |
|
23.64 |
|
-1.57 |
|
22.79 |
|
-0.97 |
|
|
4.41 |
|
-0.32 |
|
63 |
|
-0.05 |
|
20.59 |
|
-0.13 |
|
19.56 |
|
-0.1 |
|
|
1999 FUND |
-3.06 |
-0.0306 |
|
-3.15 |
|
11.6 |
|
|
0.08 |
|
16.24 |
|
-0.24 |
|
13.41 |
|
-0.03 |
|
|
UNIVERSE |
-8.63 |
|
3.47 |
|
74 |
|
1.56 |
|
2002 |
|
-2.31 |
|
2003 |
|
-1.3 |
|
|
POLICY |
-15.13 |
-0.1513 |
|
Incept |
|
26.56 |
|
|
5.6 |
|
-8.3 |
|
3.72 |
|
36.11 |
|
6.46 |
|
|
-20.75 |
|
# of Negative Qtrs |
|
18.97 |
|
Incept |
|
-14.37 |
|
Incept |
|
29.71 |
|
Incept |
|
|
2000 |
|
# of Positive Qtrs |
|
2000 FUND |
14.4 |
0.144 |
|
# of Negative Qtrs |
|
-17.9 |
|
# of Negative Qtrs |
|
26.15 |
|
# of Negative Qtrs |
|
|
22.04 |
|
Batting Average |
|
UNIVERSE |
11.48 |
|
# of Positive Qtrs |
|
-20.69 |
|
# of Positive Qtrs |
|
22.71 |
|
# of Positive Qtrs |
|
|
15.71 |
|
Worst Qtr |
|
POLICY |
7.67 |
0.0767 |
|
Batting Average |
|
-22.62 |
|
Batting Average |
|
14.77 |
|
Batting Average |
|
|
11.94 |
|
Best Qtr |
|
2004 |
|
Worst Qtr |
|
2001 |
|
Worst Qtr |
|
2002 |
|
Worst Qtr |
|
|
7.53 |
|
Range |
|
4.45 |
|
Best Qtr |
|
7.8 |
|
Best Qtr |
|
9.49 |
|
Best Qtr |
|
|
2.05 |
|
Worst 4 Qtrs |
|
88 |
|
Range |
|
-2.53 |
|
Range |
|
2.65 |
|
Range |
|
|
1998 FUND |
30.71 |
|
Standard Deviation |
|
7.51 |
|
Worst 4 Qtrs |
|
-10.48 |
|
Worst 4 Qtrs |
|
-2.41 |
|
Worst 4 Qtrs |
|
|
UNIVERSE |
16 |
|
Beta |
|
63 |
|
Standard Deviation |
|
-26.59 |
|
Standard Deviation |
|
-6.84 |
|
Standard Deviation |
|
|
POLICY |
28.58 |
|
Annualized Alpha |
|
17.89 |
|
Beta |
|
-27.09 |
|
Beta |
|
-14.06 |
|
Beta |
|
|
25 |
|
R-Squared |
|
11.72 |
|
Annualized Alpha |
|
2000 |
|
Annualized Alpha |
|
2001 |
|
Annualized Alpha |
|
|
35.85 |
|
Sharpe Ratio |
|
8.74 |
|
R-Squared |
|
26.23 |
|
R-Squared |
|
14.31 |
|
R-Squared |
|
|
28.5 |
|
Treynor Ratio |
|
6.26 |
|
Sharpe Ratio |
|
16.75 |
|
Sharpe Ratio |
|
8.77 |
|
Sharpe Ratio |
|
|
25.14 |
|
Tracking Error |
|
2.04 |
|
Treynor Ratio |
|
12.87 |
|
Treynor Ratio |
|
3.66 |
|
Treynor Ratio |
|
|
17.48 |
|
Information Ratio |
|
2003 |
|
Tracking Error |
|
7.17 |
|
Tracking Error |
|
-5.01 |
|
Tracking Error |
|
|
7.55 |
|
Fund |
|
20.02 |
|
Information Ratio |
|
1.36 |
|
Information Ratio |
|
-19.22 |
|
Information Ratio |
|
|
1997 |
|
6 |
|
63 |
|
Fund |
|
Fund |
|
Fund |
|
|
36.26 |
|
10 |
|
25.91 |
|
17 |
|
9 |
|
8 |
|
|
32.81 |
|
43.75 |
|
19 |
|
28 |
|
14 |
|
12 |
|
|
30.27 |
|
-9.47 |
|
34.24 |
|
48.89 |
|
43.48 |
|
45 |
|
|
25.81 |
|
9.74 |
|
24.4 |
|
-23.11 |
|
-8.13 |
|
-27.11 |
|
|
15.95 |
|
19.21 |
|
21.58 |
|
21.83 |
|
17.8 |
|
13.53 |
|
|
1996 |
|
-12.71 |
|
18.63 |
|
44.94 |
|
25.93 |
|
40.64 |
|
|
28.82 |
|
8.97 |
|
13.1 |
|
-36.45 |
|
-23.7 |
|
-33.11 |
|
|
23.34 |
|
0.89 |
|
2002 |
|
18.28 |
|
10.39 |
|
19.58 |
|
|
21.69 |
|
-1.22 |
|
-17.69 |
|
0.81 |
|
0.9 |
|
0.93 |
|
|
18.67 |
|
0.86 |
|
19 |
|
2.12 |
|
-0.71 |
-0.0071 |
|
0.15 |
0.0015 |
|
13.52 |
|
0.05 |
|
-22.51 |
|
0.96 |
|
0.88 |
|
0.88 |
|
|
0.53 |
|
60 |
|
-0.11 |
|
0.4 |
|
-0.41 |
|
|
3.51 |
|
-12.54 |
|
-2.54 |
|
4.58 |
|
-8.58 |
|
|
-0.57 |
|
-18.67 |
|
5.67 |
|
3.78 |
|
7 |
|
|
Policy |
|
-21.5 |
|
0.47 |
|
-0.43 |
|
0.05 |
|
|
6 |
|
-24.59 |
|
R1000G |
|
R1000V |
|
R2000V |
|
|
10 |
|
-30.7 |
|
19 |
|
6 |
|
8 |
|
|
56.25 |
|
2001 |
|
26 |
|
17 |
|
12 |
|
|
-8.57 |
|
-33.13 |
|
51.11 |
|
56.52 |
|
55 |
|
|
10.43 |
|
24 |
|
-22.79 |
|
-8.72 |
|
-24.89 |
|
|
19 |
|
-45.64 |
|
26.74 |
|
17.27 |
|
13.5 |
|
|
-8.71 |
|
74 |
|
49.53 |
|
25.99 |
|
38.39 |
|
|
9.37 |
|
-27.62 |
|
-45.64 |
|
-23.56 |
|
-38.89 |
|
|
1 |
|
-33.35 |
|
22.04 |
|
10.79 |
|
19.62 |
|
|
0 |
|
-38.5 |
|
1 |
|
1 |
|
1 |
|
|
1 |
|
-46.64 |
|
0 |
|
0 |
|
0 |
|
|
0.26 |
|
-56.07 |
|
1 |
|
1 |
|
1 |
|
|
2.46 |
|
-0.21 |
|
0.53 |
|
-0.43 |
|
|
0 |
|
-4.72 |
|
5.76 |
|
-8.36 |
|
|
Diff |
|
0 |
|
0 |
|
0 |
|
|
0 |
|
Diff |
|
Diff |
|
Diff |
|
|
0 |
|
-2 |
|
3 |
|
0 |
|
|
-12.5 |
|
2 |
|
-3 |
|
0 |
|
|
-0.9 |
|
-2.22 |
|
-13.04 |
|
-10 |
|
|
-0.69 |
|
-0.32 |
|
0.59 |
|
-2.22 |
|
|
0.21 |
|
-4.91 |
|
0.53 |
|
0.03 |
|
|
-4 |
|
-4.59 |
|
-0.06 |
|
2.25 |
|
|
-0.4 |
|
9.19 |
|
-0.14 |
|
5.78 |
|
|
-0.11 |
|
-3.76 |
|
-0.4 |
|
-0.04 |
|
|
-1.22 |
|
-0.19 |
|
-0.1 |
|
-0.07 |
|
|
-0.14 |
|
2.12 |
|
-0.71 |
|
0.15 |
|
|
-0.21 |
|
-0.04 |
|
-0.12 |
|
-0.12 |
|
|
-1.93 |
|
0.1 |
|
-0.13 |
|
0.02 |
|
|
3.51 |
|
2.18 |
|
-1.18 |
|
-0.22 |
|
|
3.51 |
|
5.67 |
|
3.78 |
|
7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|