SUNRISE POLICE |
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LOCK |
DHJ FIXED EXECUTIVE HERE |
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DHJ FIXED UNIVERSE HERE |
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DHJ FIXED RISK HERE |
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INVESCO(NOW DHJ) FIXED HERE |
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INVESCO FIXED UNIVERSE HERE |
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INVESCO FIXED RISK HERE |
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N/A |
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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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Clair T.Singerman Retirement System |
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Clair T.Singerman Retirement System |
Clair T.Singerman Retirement System |
% |
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DHJ Fixed Income |
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DHJ Fixed Income |
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DHJ Fixed Income |
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DHJ Fixed Income (including cash) |
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DHJ Fixed Income (including cash) |
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DHJ Fixed Income (including cash) |
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Weiss,Peck & Greer - Equity |
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Weiss,Peck & Greer - Equity |
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Weiss,Peck & Greer - Equity |
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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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41 |
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Intermediate Fixed Income |
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46 |
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33 |
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Broad Fixed Income |
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37 |
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31 |
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Broad Large Cap Core |
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37 |
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Inception date is December 31, 1997 |
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43 |
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3 Yr |
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Inception date is December 31, 2006 |
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35 |
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Incept |
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Inception date is September 30, 1995 |
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34 |
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3 Yr |
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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 |
|
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 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. |
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 are gross of fees. |
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Incept is December 31, 1997 to
September 30, 2007 |
Batting Average |
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Returns are net of fees. |
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Incept is December 31, 2006 to
September 30, 2007 |
Batting Average |
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Returns are gross of fees. |
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Incept is September 30, 1995 to June
30, 2003 |
Batting Average |
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Account Reconciliation |
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Trailing Returns through September
30, 2007 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through September
30, 2007 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through June 30,
2003 |
Worst 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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Beginning Value |
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Fund |
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Best Qtr |
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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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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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Ending Value |
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LBIGC |
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Standard Deviation |
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Ending Value |
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LBAB A+ |
|
Standard Deviation |
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Ending Value |
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Policy |
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Standard Deviation |
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9/30/2007 |
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Return |
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Beta |
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9/30/2007 |
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Return |
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Beta |
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6/30/2003 |
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Return |
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Beta |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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10,806 |
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Universe |
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R-Squared |
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7,753 |
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Universe |
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R-Squared |
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5,552 |
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Universe |
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R-Squared |
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470 |
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5th %-tile |
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Sharpe Ratio |
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-47 |
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5th %-tile |
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Sharpe Ratio |
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-154 |
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5th %-tile |
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Sharpe Ratio |
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388 |
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25th %-tile |
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Treynor Ratio |
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277 |
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25th %-tile |
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Treynor Ratio |
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876 |
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25th %-tile |
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Treynor Ratio |
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11,664 |
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50th %-tile |
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Tracking Error |
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7,983 |
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50th %-tile |
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Tracking Error |
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6,274 |
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50th %-tile |
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Tracking Error |
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2007 |
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75th %-tile |
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Information Ratio |
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2007 |
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75th %-tile |
|
Information Ratio |
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2003 |
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75th %-tile |
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Information Ratio |
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YTD |
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95th %-tile |
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Fund |
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YTD |
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95th %-tile |
|
Fund |
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YTD |
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95th %-tile |
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Fund |
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9,479 |
|
3 Qtrs |
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4 |
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0 |
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2 Qtrs |
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1 |
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5,774 |
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2 Qtrs |
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7 |
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1,519 |
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5.18 |
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8 |
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7,622 |
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2.93 |
0.0293 |
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2 |
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-222 |
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12.85 |
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5 |
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666 |
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2 |
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75 |
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361 |
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8 |
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66.67 |
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722 |
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19 |
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83.33 |
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11,664 |
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4.37 |
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-0.35 |
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7,983 |
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2.41 |
0.0241 |
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-0.64 |
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6,274 |
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11.76 |
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-16.39 |
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12/31/1997 |
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6 |
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3.57 |
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12/31/2006 |
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15 |
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3.59 |
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9/30/1995 |
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34 |
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15.95 |
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Incept |
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4.55 |
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3.92 |
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Incept |
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3.19 |
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4.23 |
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Incept |
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15.38 |
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32.34 |
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4,811 |
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3.59 |
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-0.12 |
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7,492 |
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1.96 |
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2.77 |
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4,516 |
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12.15 |
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-22.68 |
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2,110 |
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3.05 |
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2.38 |
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130 |
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1.17 |
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1.14 |
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-2,249 |
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11.4 |
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16.97 |
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4,743 |
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2.39 |
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1.02 |
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361 |
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0.5 |
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0.31 |
0.0031 |
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4,007 |
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9.77 |
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0.91 |
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11,664 |
11,664,000 |
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1.38 |
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0.65 |
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7,983 |
7,983,000 |
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-1.05 |
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0.98 |
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6,274 |
6,274,000 |
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7.8 |
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2.63 |
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Investment Policy |
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1 Yr |
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0.97 |
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Investment Policy |
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3 Qtrs |
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0.36 |
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Investment Policy |
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3 Qtrs |
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0.98 |
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Index |
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6.34 |
0.0634 |
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0.11 |
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Index |
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4.72 |
0.0472 |
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0.89 |
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Index |
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19.73 |
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-0.63 |
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Lehman Gov/Credit-Intermediate |
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4 |
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0.25 |
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LBAB A+ |
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7 |
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0.48 |
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S&P 500 |
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52 |
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-11.77 |
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Total |
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5.44 |
0.0544 |
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0.4 |
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Total |
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3.93 |
0.0393 |
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1.65 |
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Total |
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21.19 |
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3.13 |
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Weight |
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10 |
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1.9 |
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Weight |
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16 |
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LBAB A+ |
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Weight |
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26 |
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1.16 |
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100 |
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6.18 |
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LBIGC |
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100 |
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5.02 |
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1 |
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100 |
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25.69 |
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Policy |
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100 |
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4.9 |
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4 |
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100 |
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3.51 |
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2 |
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100 |
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21.21 |
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7 |
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Trailing Returns through September
30, 2007 |
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4.37 |
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8 |
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Trailing Returns through September
30, 2007 |
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2.46 |
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33.33 |
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Trailing Returns through June 30,
2003 |
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19.88 |
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5 |
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|
Fund |
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3.76 |
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25 |
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Fund |
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1.46 |
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-0.51 |
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Fund |
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17.01 |
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16.67 |
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LBIGC |
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2.71 |
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-0.88 |
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LBAB A+ |
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-0.12 |
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2.94 |
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Policy |
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11.68 |
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-17.28 |
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Diff |
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2 Yr |
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3.19 |
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Diff |
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1 Yr |
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3.45 |
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Diff |
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1 Yr |
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15.39 |
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1 Yr |
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1 Yr FUND |
4.94 |
0.0494 |
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4.07 |
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1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8
Yr 9 Yr 10 Yr |
1 Yr FUND |
8.12 |
0.0812 |
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2.41 |
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1 Yr |
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1 Yr FUND |
0.1 |
0.001 |
32.67 |
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6.34 |
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UNIVERSE |
7 |
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-0.19 |
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12/31/2006 |
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UNIVERSE |
5.05 |
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1 |
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1/0/1900 |
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UNIVERSE |
36 |
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-26.62 |
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5.44 |
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POLICY |
4.48 |
0.0448 |
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2.29 |
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Incept |
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POLICY |
3.71 |
0.0371 |
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0 |
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0.25 |
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POLICY |
0.25 |
0.0025 |
18.42 |
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0.9 |
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15 |
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1 |
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4.72 |
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2.5 |
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1 |
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-0.15 |
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31 |
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1 |
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2 Yr |
|
5.04 |
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0 |
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3.93 |
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1.17 |
|
0.09 |
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2 Yr |
|
5.38 |
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0 |
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|
4.94 |
|
4.23 |
|
1 |
|
0.79 |
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2 Yr |
|
0.22 |
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############################### |
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0.69 |
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1 |
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4.48 |
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3.79 |
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-0.22 |
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Fiscal Year Returns Ending September |
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7.62 |
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0 |
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-9.32 |
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-0.47 |
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-0.78 |
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0.46 |
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3.24 |
|
-0.5 |
|
Fund |
|
4.41 |
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Diff |
|
1.47 |
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-3.23 |
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-14.35 |
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3 Yr |
|
2.61 |
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0 |
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LBAB A+ |
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3.7 |
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0 |
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3 Yr |
|
-6.37 |
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0 |
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1/4/1900 |
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3 Yr |
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Diff |
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Diff |
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3.11 |
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0 |
|
-7.56 |
|
2 Yr |
|
Diff |
|
|
3.47 |
|
4.23 |
0.0423 |
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0 |
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9/30/2007 |
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2.43 |
0.0243 |
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33.34 |
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############################### |
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-7.85 |
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0 |
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0.76 |
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11 |
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0 |
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Qtr |
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3 Yr |
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-0.13 |
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3.64 |
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27 |
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0 |
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4 Yr |
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3.47 |
0.0347 |
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50 |
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3.59 |
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7.49 |
0.0749 |
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0.65 |
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4 Yr |
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-9.32 |
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66.66 |
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1/3/1900 |
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45 |
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0.53 |
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1/2/1900 |
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4.23 |
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0.78 |
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-5.14 |
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47 |
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0.89 |
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3.27 |
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4.41 |
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0.38 |
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0.65 |
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3.48 |
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0.36 |
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############################### |
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-4.45 |
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0.56 |
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0.72 |
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3.79 |
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-0.15 |
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2007 |
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2.98 |
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0.14 |
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1.77 |
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-7.76 |
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-0.33 |
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5 Yr |
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3.4 |
|
0.07 |
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YTD 2006 2005 2004 2003 2002 2001
2000 1999 1998 |
2.3 |
|
0.31 |
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5 Yr |
|
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-9.53 |
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3.94 |
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4.41 |
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2.91 |
|
0.09 |
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Returns in Up Markets |
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4 Yr |
|
-0.02 |
|
0.11 |
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-10.74 |
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-1.45 |
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1/3/1900 |
|
2.18 |
|
0.02 |
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Fund |
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8.44 |
|
0.27 |
|
-1.61 |
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-13.99 |
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-0.09 |
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|
0.6 |
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4 Yr |
|
0.65 |
|
LBAB A+ |
|
4.44 |
|
0.67 |
|
1.72 |
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3 Yr |
|
2.63 |
|
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6 Yr |
|
3 Yr FUND |
3.99 |
0.0399 |
|
-0.03 |
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Ratio |
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3 Yr FUND |
3.54 |
0.0354 |
|
0.48 |
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6 Yr |
|
3 Yr FUND |
-7.56 |
-0.0756 |
-0.02 |
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1/5/1900 |
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UNIVERSE |
22 |
|
0.33 |
|
12/31/2006 |
|
UNIVERSE |
2.92 |
|
-0.06 |
|
1/4/1900 |
|
UNIVERSE |
27 |
|
0.15 |
|
|
1/4/1900 |
|
POLICY |
3.27 |
0.0327 |
|
0.75 |
|
Incept |
|
POLICY |
2.14 |
0.0214 |
|
-0.15 |
|
3.09 |
|
POLICY |
-11.2 |
-0.112 |
2.58 |
|
|
0.38 |
|
53 |
|
0.4 |
|
5.4 |
|
5 Yr |
|
0.41 |
|
1.08 |
|
54 |
|
3.13 |
|
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7 Yr |
|
4.92 |
|
5 Yr |
5 Yr |
|
4.5 |
|
11.66 |
|
5 Yr |
|
7 Yr |
|
-0.31 |
|
5 Yr |
|
|
1/6/1900 |
|
3.86 |
|
# of Negative Qtrs |
|
4/30/1900 |
|
4.75 |
|
# of Negative Qtrs |
|
7.92 |
|
-7.22 |
|
# of Negative Qtrs |
|
|
5.88 |
|
3.34 |
|
# of Positive Qtrs |
|
Returns in Down Markets |
|
3.6 |
|
# of Positive Qtrs |
|
7.1 |
|
-11.07 |
|
# of Positive Qtrs |
|
|
0.32 |
|
2.76 |
|
Batting Average |
|
Fund |
|
2.97 |
|
Batting Average |
|
1/0/1900 |
|
-12.32 |
|
Batting Average |
|
|
8 Yr |
|
2.12 |
|
Worst Qtr |
|
LBAB A+ |
|
2.17 |
|
Worst Qtr |
|
8 Yr 9 Yr 10 Yr |
|
-16.52 |
|
Worst Qtr |
|
|
1/6/1900 |
|
5 Yr |
|
Best Qtr |
|
Ratio |
|
6 Yr |
|
Best Qtr |
|
9/30/1995 |
|
4 Yr |
|
Best Qtr |
|
|
1/5/1900 |
|
4.41 |
0.0441 |
|
Range |
|
12/31/2006 |
|
9.45 |
0.0945 |
|
Range |
|
Incept |
|
-5.14 |
|
Range |
|
|
0.24 |
|
30 |
|
Worst 4 Qtrs |
|
Incept |
|
5 |
|
Worst 4 Qtrs |
|
9.43 |
|
35 |
|
Worst 4 Qtrs |
|
|
9 Yr |
|
3.81 |
0.0381 |
|
Standard Deviation |
|
-0.6 |
|
4.22 |
0.0422 |
|
Standard Deviation |
|
8.54 |
|
-6.91 |
|
Standard Deviation |
|
|
1/5/1900 |
|
49 |
|
Beta |
|
################################ |
|
3.64 |
|
Beta |
|
1/0/1900 |
|
56 |
|
Beta |
|
|
1/5/1900 |
|
6.55 |
|
Annualized Alpha |
|
5/4/1900 |
|
2.76 |
|
Annualized Alpha |
|
Calendar Year Returns |
|
1.34 |
|
Annualized Alpha |
|
|
0.36 |
|
4.6 |
|
R-Squared |
|
-0.68 |
|
7 Yr |
|
R-Squared |
|
Fund |
|
-3.59 |
|
R-Squared |
|
|
10 Yr |
|
3.78 |
|
Sharpe Ratio |
|
10 Yr |
|
7.45 |
|
Sharpe Ratio |
|
Policy |
|
-6.65 |
|
Sharpe Ratio |
|
|
12/31/1997 |
|
3.18 |
|
Treynor Ratio |
|
3/31/1998 |
|
5.62 |
|
Treynor Ratio |
|
Diff |
|
-7.6 |
|
Treynor Ratio |
|
|
Incept |
|
2.34 |
|
Tracking Error |
|
Incept |
|
5.02 |
|
Tracking Error |
|
6/30/2003 |
|
-10.33 |
|
Tracking Error |
|
|
5.97 |
|
6 Yr |
|
Information Ratio |
|
5.25 |
|
4.44 |
|
Information Ratio |
|
Qtr |
|
5 Yr |
|
Information Ratio |
|
|
1/5/1900 |
|
5 Yr FUND |
5.05 |
0.0505 |
Fund |
Fund |
|
1/5/1900 |
|
5 Yr FUND |
3.43 |
0.0343 |
Fund |
Fund |
|
15.95 |
|
5 Yr FUND |
0.11 |
0.0011 |
Fund |
|
|
0.29 |
|
UNIVERSE |
18 |
|
6 |
|
-0.51 |
|
UNIVERSE |
8 Yr |
|
8 |
|
15.39 |
|
UNIVERSE |
28 |
|
10 |
|
|
Fiscal Year Returns
Ending September |
POLICY |
4.67 |
0.0467 |
|
14 |
|
Fiscal Year Returns Ending September |
|
POLICY |
7.32 |
0.0732 |
|
12 |
|
0.56 |
|
POLICY |
-1.61 |
-0.0161 |
10 |
|
|
Fund |
|
28 |
|
Batting Average |
75 |
|
Fund |
|
5.61 |
|
Batting Average |
35 |
|
2003 |
|
47 |
Batting Average |
75 |
|
|
LBIGC |
|
5.84 |
|
|
-2.17 |
|
LBAB A+ |
|
5.05 |
|
|
-2.37 |
|
YTD |
|
5.06 |
|
-16.39 |
|
|
Diff |
|
4.77 |
|
|
3.57 |
|
Diff |
|
4.51 |
|
|
3.59 |
|
12.85 |
|
0.55 |
|
22.02 |
|
|
9/30/2007 |
|
4.21 |
|
|
5.74 |
|
9/30/2007 |
|
3.53 |
|
|
5.96 |
|
1/11/1900 |
|
-1.76 |
|
38.41 |
|
|
Qtr |
|
3.72 |
|
|
-0.12 |
|
Qtr |
|
Fiscal Year Returns Ending September |
|
|
-0.85 |
|
1.09 |
|
-2.74 |
|
-22.68 |
|
|
3.57 |
|
2.92 |
|
Standard Deviation |
3.06 |
|
3.59 |
|
Fund |
|
Standard Deviation |
3.71 |
|
2002 |
|
-4.94 |
Standard Deviation |
17.74 |
|
|
1/2/1900 |
|
7 Yr |
|
Beta |
1.02 |
|
1/2/1900 |
|
Return |
|
Beta |
1.04 |
|
-20.28 |
|
6 Yr |
Beta |
0.93 |
|
|
0.69 |
|
6.2 |
|
Annualized Alpha |
0.51 |
0.0051 |
|
0.65 |
|
%-tile |
|
Annualized Alpha |
-0.58 |
-0.0058 |
|
-22.1 |
|
4.17 |
Annualized Alpha |
1.6 |
0.016 |
|
2007 |
|
8 |
|
R-Squared |
0.98 |
|
2007 |
|
LBAB A+ |
|
R-Squared |
0.95 |
0.0095 |
|
1.82 |
|
25 |
R-Squared |
0.96 |
|
|
YTD |
|
5.88 |
|
0.52 |
|
YTD |
|
Return |
|
0.18 |
|
2001 |
|
3.09 |
|
-0.21 |
|
|
1/6/1900 |
|
13 |
|
1.55 |
|
1/5/1900 |
|
%-tile |
|
0.63 |
|
-7.51 |
|
39 |
|
-4.06 |
|
|
5.44 |
|
6.37 |
|
0.44 |
|
5.19 |
|
Universe |
|
0.86 |
|
-11.88 |
|
7.91 |
|
3.8 |
|
|
0.9 |
|
5.42 |
|
1.36 |
|
0.33 |
|
5th %-tile |
|
-0.5 |
|
4.37 |
|
4.13 |
|
0.45 |
|
|
2006 |
|
4.88 |
|
Policy |
LBIGC |
|
2006 |
|
25th %-tile |
|
Policy |
LBAB A+ |
|
2000 |
|
2.75 |
Policy |
Policy |
|
|
3.55 |
|
4.18 |
|
6 |
|
3.06 |
|
50th %-tile |
|
7 |
|
-5.45 |
|
1.56 |
|
10 |
|
|
3.54 |
|
1.58 |
|
14 |
|
3.7 |
|
75th %-tile |
|
13 |
|
-9.11 |
|
-0.83 |
|
10 |
|
|
0.01 |
|
8 Yr |
|
25 |
|
-0.64 |
|
95th %-tile |
|
65 |
|
3.66 |
|
7 Yr |
|
25 |
|
|
2005 |
|
6.22 |
|
-2.52 |
|
2005 |
|
Qtr |
|
-2.3 |
|
1999 |
|
7.92 |
|
-17.28 |
|
|
2.84 |
|
9 |
|
3.19 |
|
2.65 |
|
3.59 |
0.0359 |
|
3.72 |
|
14.58 |
|
21 |
|
21.3 |
|
|
1/1/1900 |
|
5.98 |
|
5.71 |
|
1/2/1900 |
|
4 |
|
6.02 |
|
21.04 |
|
7.1 |
|
38.58 |
|
|
1.36 |
|
12 |
|
-0.34 |
|
-0.15 |
|
2.94 |
0.0294 |
|
-0.68 |
|
-6.46 |
|
30 |
|
-26.62 |
|
|
2004 |
|
6.55 |
|
Standard Deviation |
2.97 |
|
2004 |
|
9 |
|
3.46 |
|
1998 |
|
10.73 |
Standard Deviation |
18.79 |
|
|
3.28 |
|
5.46 |
|
1 |
|
3.11 |
|
3.36 |
|
1 |
|
27.24 |
|
7.45 |
|
1 |
|
|
1/2/1900 |
|
4.9 |
|
0 |
|
1/3/1900 |
|
2.2 |
|
0 |
|
28.58 |
|
6.43 |
|
0 |
|
|
0.62 |
|
4.27 |
|
1 |
|
-0.33 |
|
1.58 |
|
1 |
|
-1.34 |
|
4.95 |
|
1 |
|
|
2003 |
|
2.29 |
|
0.33 |
|
2003 |
|
0.89 |
|
0.31 |
|
1997 |
|
2.39 |
|
-0.29 |
|
|
6.11 |
|
9 Yr |
|
|
0.98 |
|
3.07 |
|
-1.17 |
|
|
1.08 |
|
32.62 |
|
8 Yr |
|
-5.5 |
|
|
1/5/1900 |
|
5.49 |
|
0 |
|
1/4/1900 |
|
YTD |
|
0 |
|
33.36 |
|
12.02 |
|
0 |
|
|
0.12 |
|
7 |
|
|
Diff |
|
-1.36 |
|
8.12 |
|
|
Diff |
|
-0.74 |
|
9.37 |
|
Diff |
|
|
2002 |
|
5.13 |
|
0 |
|
2002 |
|
5.05 |
|
1 |
|
1996 |
|
8.35 |
|
0 |
|
|
8.26 |
|
13 |
|
|
0 |
|
8.48 |
|
3.71 |
|
|
-1 |
|
22.92 |
|
7.02 |
|
0 |
|
|
9.11 |
|
5.69 |
|
50 |
|
8.99 |
|
2.5 |
|
-30 |
|
22.96 |
|
4.23 |
|
50 |
|
|
-0.85 |
|
4.76 |
|
|
0.35 |
|
-0.51 |
|
1.17 |
|
|
-0.07 |
|
-0.04 |
|
Calendar Year Returns |
|
0.89 |
|
|
2001 |
|
4.29 |
|
0.38 |
|
2001 |
|
2006 |
|
-0.13 |
|
1995 1994 |
|
Fund |
|
0.72 |
|
|
1/13/1900 |
|
3.75 |
|
0.03 |
|
1/13/1900 |
|
7.62 |
|
-0.06 |
|
Returns in Up Markets |
|
Return |
|
-0.17 |
|
|
13.41 |
|
2.51 |
|
0.22 |
|
13.08 |
|
4.69 |
|
-0.17 |
|
Fund |
|
%-tile |
|
3.94 |
|
|
-0.03 |
|
Fiscal Year Returns Ending September |
|
|
0.09 |
|
0.13 |
|
3.76 |
|
|
0.25 |
|
Policy |
|
Policy |
|
-1.05 |
|
|
2000 |
|
Fund |
|
0.02 |
|
2000 |
|
3.21 |
|
0.04 |
|
Ratio |
|
Return |
|
-0.07 |
|
|
1/6/1900 |
|
Return |
|
|
0.51 |
|
1/4/1900 |
|
2.3 |
|
|
-0.58 |
|
3 Yr |
|
%-tile |
|
1.6 |
|
|
6.72 |
|
%-tile |
|
-0.02 |
|
7.12 |
|
2005 |
|
-0.05 |
|
34.7 |
|
Universe |
|
-0.04 |
|
|
-0.36 |
|
LBIGC |
|
|
0.19 |
|
-2.26 |
|
7.26 |
|
|
-0.13 |
|
36.1 |
|
5th %-tile |
|
0.08 |
|
|
1999 |
|
Return |
|
0.57 |
|
1999 |
|
3.57 |
|
-0.45 |
|
96 |
|
25th %-tile |
|
1.44 |
|
|
############################### |
|
QU. FUND |
%-tile |
|
0.44 |
|
################################ |
|
QU. FUND |
2.54 |
|
0.86 |
|
5 Yr |
|
50th %-tile |
|
3.8 |
|
|
-1.48 |
|
UNIVERSE |
Universe |
|
9 Yr |
|
-0.33 |
|
UNIVERSE |
1.72 |
|
9 Yr |
|
36.3 |
|
75th %-tile |
|
7 Yr |
|
|
1.34 |
|
POLICY |
5th %-tile |
|
# of Negative Qtrs |
|
-1.18 |
|
POLICY |
0.86 |
|
# of Negative Qtrs |
|
40.9 |
|
95th %-tile |
|
# of Negative Qtrs |
|
|
1998 |
|
25th %-tile |
|
# of Positive Qtrs |
|
1998 |
|
2004 |
|
# of Positive Qtrs |
|
88.8 |
|
Qtr |
|
# of Positive Qtrs |
|
|
Returns in Up Markets |
|
50th %-tile |
|
Batting Average |
|
Returns in Up Markets |
|
12.2 |
0.122 |
|
Batting Average |
|
7 Yr |
|
QU. FUND |
15.95 |
0.1595 |
Batting Average |
|
|
Fund |
|
75th %-tile |
|
Worst Qtr |
|
Fund |
|
4.61 |
|
Worst Qtr |
|
33.6 |
|
UNIVERSE |
29 |
|
Worst Qtr |
|
|
LBIGC |
|
95th %-tile |
|
Best Qtr |
|
LBAB A+ |
|
3.13 |
0.0313 |
|
Best Qtr |
|
37 |
|
POLICY |
15.39 |
0.1539 |
Best Qtr |
|
|
Ratio |
|
Qtr |
|
Range |
|
Ratio |
|
1.77 |
|
Range |
|
90.6 |
|
39 |
|
Range |
|
|
3 Yr |
|
3.57 |
0.0357 |
|
Worst 4 Qtrs |
|
3 Yr |
|
0.72 |
0.0072 |
|
Worst 4 Qtrs |
|
9/30/1995 |
|
20.16 |
|
Worst 4 Qtrs |
|
|
7 |
|
6 |
|
Standard Deviation |
|
8.1 |
|
2003 |
|
Standard Deviation |
|
Incept |
|
16.36 |
|
Standard Deviation |
|
|
6.3 |
|
2.88 |
0.0288 |
|
Beta |
|
8.1 |
|
26.81 |
0.2681 |
|
Beta |
|
32.2 |
|
15.16 |
|
Beta |
|
|
111.6 |
|
18 |
|
Annualized Alpha |
|
99.6 |
|
7.58 |
|
Annualized Alpha |
|
34.9 |
|
13.52 |
|
Annualized Alpha |
|
|
5 Yr |
|
3.74 |
|
|
R-Squared |
|
5 Yr |
|
4.69 |
|
R-Squared |
|
92.3 |
|
10.81 |
|
R-Squared |
|
|
1/7/1900 |
|
2.69 |
|
Sharpe Ratio |
|
1/7/1900 |
|
2.87 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
YTD |
|
Sharpe Ratio |
|
|
6.9 |
|
2.28 |
|
|
Treynor Ratio |
|
7.6 |
|
1.6 |
|
Treynor Ratio |
|
Fund |
|
12.85 |
|
Treynor Ratio |
|
|
109.1 |
|
1.62 |
|
Tracking Error |
|
93.7 |
|
2002 |
|
Tracking Error |
|
Policy |
|
19 |
|
Tracking Error |
|
|
9 Yr |
|
0.79 |
|
|
Information Ratio |
|
9 Yr |
|
10.2 |
|
|
Information Ratio |
|
Ratio |
|
11.76 |
|
Information Ratio |
|
|
1/8/1900 |
|
YTD |
|
Fund |
|
1/8/1900 |
|
7.74 |
|
Fund |
|
3 Yr |
|
34 |
|
Fund |
|
|
8.8 |
|
6.34 |
|
10 |
|
8.8 |
|
6.13 |
|
|
14 |
|
-29.4 |
|
15.38 |
|
10 |
|
|
100.3 |
|
4 |
|
26 |
|
98 |
|
4.06 |
|
22 |
|
-34.5 |
|
12.15 |
|
18 |
|
|
12/31/1997 |
|
2003 FUND |
5.44 |
|
72.22 |
|
3/31/1998 |
|
2003 FUND |
-4.43 |
|
Standard Deviation |
38.89 |
|
85 |
|
11.4 |
|
64.29 |
|
|
Incept |
|
UNIVERSE |
10 |
|
-2.17 |
|
Incept |
|
UNIVERSE |
2001 |
|
-2.46 |
|
5 Yr |
|
9.77 |
|
-16.39 |
|
|
9.2 |
|
POLICY |
6.18 |
|
|
4.89 |
|
9.2 |
|
POLICY |
13.98 |
|
5.08 |
|
-26.5 |
|
7.8 |
|
22.02 |
|
|
9.2 |
|
4.9 |
|
7.06 |
|
9.2 |
|
12.52 |
|
7.54 |
|
-31.3 |
|
2002 |
|
38.41 |
|
|
99.5 |
|
4.37 |
0.0437 |
|
-0.14 |
|
100.3 |
|
11.24 |
0.1124 |
|
-3.85 |
|
84.6 |
|
2002 FUND |
-20.28 |
-0.2028 |
-22.68 |
|
|
Returns in Down Markets |
|
3.76 |
|
3.44 |
|
Returns in Down Markets |
|
9.07 |
|
3.88 |
|
7 Yr |
|
UNIVERSE |
27 |
|
17.12 |
|
|
Fund |
|
2.71 |
0.0271 |
|
0.89 |
|
Fund |
|
-11.92 |
-0.1192 |
|
1.08 |
|
-26.5 |
|
POLICY |
-22.1 |
-0.221 |
0.94 |
|
|
LBIGC |
|
2006 |
|
0.92 |
0.0092 |
|
LBAB A+ |
|
2000 |
|
-1.05 |
-0.0105 |
|
-31.3 |
|
46 |
|
1.27 |
|
|
Ratio |
|
3.55 |
|
|
0.95 |
|
Ratio |
|
7.97 |
|
0.92 |
|
84.6 |
|
-14.75 |
|
0.96 |
|
|
3 Yr |
|
29 |
|
0.58 |
|
3 Yr |
|
6.53 |
|
0.3 |
|
9/30/1995 |
|
-20.18 |
|
0.21 |
|
|
-1.1 |
|
2002 FUND |
3.54 |
|
|
2.26 |
|
-2 |
|
2002 FUND |
5.96 |
|
|
1.07 |
|
Incept |
|
-22.25 |
|
3.87 |
|
|
-1.9 |
|
UNIVERSE |
30 |
|
0.91 |
|
-1.7 |
|
UNIVERSE |
5.16 |
|
1.13 |
|
-26.5 |
|
-23.65 |
|
3.42 |
|
|
57.8 |
|
POLICY |
4.6 |
|
|
0.4 |
|
118.7 |
|
POLICY |
-0.46 |
|
|
-0.6 |
|
-31.3 |
|
-26.76 |
|
0.24 |
|
|
5 Yr |
|
3.64 |
|
LBIGC |
|
5 Yr |
|
1999 |
|
LBAB A+ |
|
84.6 |
|
2001 |
|
Policy |
|
|
-2.4 |
|
3.24 |
0.0324 |
|
11 |
|
-3 |
|
7.11 |
0.0711 |
|
11 |
|
2001 FUND |
-7.51 |
-0.0751 |
10 |
|
|
-3 |
|
2.76 |
|
25 |
|
-2.6 |
|
2.41 |
|
25 |
|
UNIVERSE |
20 |
|
18 |
|
|
80.4 |
|
2.15 |
0.0215 |
|
27.78 |
|
113.3 |
|
0.41 |
0.0041 |
|
61.11 |
|
POLICY |
-11.88 |
-0.1188 |
35.71 |
|
|
9 Yr |
|
2005 |
|
-2.52 |
|
9 Yr |
|
-1.8 |
|
-2.3 |
|
49 |
|
-17.28 |
|
|
-1.8 |
|
2.84 |
|
|
5.88 |
|
-3.9 |
|
-4.55 |
|
4.78 |
|
0.14 |
|
21.3 |
|
|
-2.8 |
|
37 |
|
8.4 |
|
-2.2 |
|
46 |
|
7.08 |
|
-9.12 |
|
38.58 |
|
|
62.5 |
|
2001 FUND |
1.48 |
|
|
-2.05 |
|
174.2 |
|
2001 FUND |
2.8 |
|
|
-0.8 |
|
-12.04 |
|
-26.62 |
|
|
12/31/1997 |
|
UNIVERSE |
91 |
|
3.78 |
|
3/31/1998 |
|
UNIVERSE |
40 |
|
3.44 |
|
-13.76 |
|
17.96 |
|
|
Incept |
|
POLICY |
4.35 |
|
|
1 |
|
Incept |
|
POLICY |
7.26 |
|
|
1 |
|
-19.01 |
|
1 |
|
|
-1.8 |
|
3.12 |
|
0 |
|
-3.9 |
|
3.57 |
|
0 |
|
2000 |
|
0 |
|
|
-2.8 |
|
2.57 |
0.0257 |
|
1 |
|
-2.2 |
|
2.54 |
0.0254 |
|
1 |
|
2000 FUND |
-5.45 |
-0.0545 |
1 |
|
|
62.5 |
|
1.97 |
|
0.44 |
|
174.2 |
|
1.72 |
|
0.53 |
|
UNIVERSE |
42 |
|
0.16 |
|
|
1.26 |
0.0126 |
|
1.65 |
|
0.86 |
0.0086 |
|
1.84 |
|
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 |
|
3 |
|
-1.49 |
|
0 |
|
|
2000 FUND |
2.66 |
|
|
1 |
|
2000 FUND |
3.44 |
|
|
-3 |
|
-7.17 |
|
0 |
|
|
UNIVERSE |
76 |
|
44.44 |
|
UNIVERSE |
43 |
|
-22.22 |
|
-9.71 |
|
28.58 |
|
|
POLICY |
6.47 |
|
|
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 |
|
|
2.67 |
|
1.91 |
|
1.77 |
|
-3.05 |
|
UNIVERSE |
61 |
|
3.94 |
|
|
1.7 |
0.017 |
|
-0.34 |
|
0.72 |
0.0072 |
|
0.44 |
|
POLICY |
21.04 |
0.2104 |
-0.84 |
|
|
2003 |
|
-0.11 |
|
2003 |
|
0.08 |
|
23 |
|
-0.06 |
|
|
6.11 |
|
0.92 |
|
3.07 |
|
-1.05 |
|
29.06 |
|
1.27 |
|
|
35 |
|
-0.05 |
|
70 |
|
-0.08 |
|
20.79 |
|
-0.04 |
|
|
1999 FUND |
5.99 |
|
|
0.14 |
|
1999 FUND |
4.43 |
|
|
-0.23 |
|
17.27 |
|
0.05 |
|
|
UNIVERSE |
37 |
|
0.61 |
|
UNIVERSE |
54 |
|
-0.77 |
|
10.05 |
|
1.05 |
|
|
POLICY |
16.21 |
|
|
0.91 |
|
POLICY |
26.81 |
|
|
1.13 |
|
1.04 |
|
3.42 |
|
|
7.22 |
|
Incept |
|
7.58 |
|
Incept |
|
1998 |
|
Incept |
|
|
4.82 |
0.0482 |
|
# of Negative Qtrs |
|
4.69 |
0.0469 |
|
# of Negative Qtrs |
|
1998 FUND |
27.24 |
0.2724 |
# of Negative Qtrs |
|
|
3.49 |
|
# of Positive Qtrs |
|
2.87 |
|
# of Positive Qtrs |
|
UNIVERSE |
33 |
|
# of Positive Qtrs |
|
|
1.93 |
0.0193 |
|
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 |
|
|
9.65 |
|
|
Beta |
|
10.2 |
|
|
Beta |
|
6.14 |
|
Beta |
|
|
8.08 |
|
Annualized Alpha |
|
7.74 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
6.8 |
|
|
R-Squared |
|
6.13 |
|
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
5.07 |
|
Sharpe Ratio |
|
4.06 |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
-2.46 |
|
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 |
|
|
7 |
|
Fund |
|
12 |
|
Fund |
|
32.4 |
|
Fund |
|
|
13.41 |
|
10 |
|
13.08 |
|
14 |
|
29.2 |
|
10 |
|
|
6 |
|
29 |
|
14 |
|
24 |
|
26.22 |
|
21 |
|
|
13.46 |
|
69.23 |
|
13.98 |
|
42.11 |
|
19.15 |
|
64.52 |
|
|
11.24 |
|
-2.17 |
|
12.52 |
|
-2.46 |
|
1996 |
|
-16.39 |
|
|
9.6 |
|
4.89 |
|
11.24 |
|
5.29 |
|
22.92 |
|
22.02 |
|
|
7.43 |
|
7.06 |
|
9.07 |
|
7.75 |
|
27 |
|
38.41 |
|
|
-11.16 |
|
-0.14 |
|
-11.92 |
|
-3.85 |
|
22.96 |
|
-22.68 |
|
|
2000 |
|
3.49 |
|
2000 |
|
3.92 |
|
26 |
|
16.39 |
|
|
6.36 |
|
0.89 |
|
4.86 |
|
1.1 |
|
27.28 |
|
0.94 |
|
|
21 |
|
0.89 |
|
81 |
|
-1.01 |
|
23.01 |
|
1.44 |
|
|
6.72 |
|
0.95 |
|
7.12 |
|
0.92 |
|
21.51 |
|
0.96 |
|
|
12 |
|
0.68 |
|
11 |
|
0.43 |
|
18.9 |
|
0.31 |
|
|
7.58 |
|
2.65 |
|
7.97 |
|
1.53 |
|
15.28 |
|
5.37 |
|
|
6.21 |
|
0.9 |
|
6.53 |
|
1.14 |
|
1995 |
|
3.34 |
|
|
5.36 |
|
0.32 |
|
5.96 |
|
-0.45 |
|
38.57 |
|
0.27 |
|
|
4.3 |
|
LBIGC |
|
5.16 |
|
LBAB A+ |
|
36.55 |
|
Policy |
|
|
0.28 |
|
11 |
|
-0.46 |
|
11 |
|
33.47 |
|
10 |
|
|
1999 |
|
28 |
|
1999 |
|
27 |
|
30.16 |
|
21 |
|
|
-0.14 |
|
30.77 |
|
-1.51 |
|
57.89 |
|
24.43 |
|
35.48 |
|
|
38 |
|
-2.52 |
|
72 |
|
-2.3 |
|
-17.28 |
|
|
-1.48 |
|
5.88 |
|
-0.33 |
|
4.78 |
|
21.3 |
|
|
56 |
|
8.4 |
|
60 |
|
7.08 |
|
38.58 |
|
|
7.49 |
|
-2.05 |
|
7.11 |
|
-0.8 |
|
-26.62 |
|
|
1.25 |
|
3.82 |
|
2.41 |
|
3.43 |
|
17.17 |
|
|
-1.13 |
|
1 |
|
0.41 |
|
1 |
|
1 |
|
|
-2.43 |
|
0 |
|
-1.8 |
|
0 |
|
0 |
|
|
-4.16 |
|
1 |
|
-4.55 |
|
1 |
|
1 |
|
|
0.54 |
|
0.64 |
|
0.24 |
|
|
2.07 |
|
2.19 |
|
4.16 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-1 |
|
3 |
|
0 |
|
|
1 |
|
-3 |
|
0 |
|
|
38.46 |
|
-15.78 |
|
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 |
|
|
-0.33 |
|
0.49 |
|
-0.78 |
|
|
-0.11 |
|
0.1 |
|
-0.06 |
|
|
0.89 |
|
-1.01 |
|
1.44 |
|
|
-0.05 |
|
-0.08 |
|
-0.04 |
|
|
0.14 |
|
-0.21 |
|
0.07 |
|
|
0.58 |
|
-0.66 |
|
1.21 |
|
|
0.9 |
|
1.14 |
|
3.34 |
|
|
|
-0.61 |
|
|
1.2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|