SUNRISE POLICE |
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LOCK |
ALETHEIA |
LOCK |
LOCK |
ALETHEIA UNIVERSE HERE |
LOCK |
LOCK |
ALETHEIA RISK HERE |
LOCK |
LOCK |
Mutual of America |
LOCK |
LOCK |
Mutual of America |
LOCK |
LOCK |
Mutual of America |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
N/A |
LOCK |
LOCK |
N/A |
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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Aletheia (Growth Equity + Cash) |
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Aletheia (Growth Equity + Cash) |
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Aletheia (Growth Equity + Cash) |
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Mutual of America Mid-cap Equity
(inception 4/1/2008) |
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Mutual of America Mid-cap Equity
(inception 4/1/2008) |
Mutual of America Mid-cap Equity
(inception 4/1/2008) |
Putnam International Growth Fund |
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Putnam International Growth Fund |
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Putnam International Growth Fund |
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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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71 |
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Broad Large Cap Growth Core |
|
75 |
|
78 |
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Broad Small Cap |
|
82 |
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82 |
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International Equity |
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86 |
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Inception date is March 31, 2007 |
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73 |
|
1 Yr |
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Inception date is March 31, 2008 |
|
80 |
|
Incept |
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Inception date is December 31, 1999 |
|
84 |
|
1 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. |
|
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 net of fees. |
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Incept is March 31, 2007 to December
31, 2008 |
|
Batting Average |
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Returns are net of fees. |
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Incept is March 31, 2008 to December
31, 2008 |
|
Batting Average |
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Returns are net of fees. |
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Incept is December 31, 1999 to
September 30, 2003 |
Batting Average |
|
|
Account Reconciliation |
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Trailing Returns through December
31, 2008 |
|
Worst Qtr |
|
Account Reconciliation |
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Trailing Returns through December
31, 2008 |
|
Worst Qtr |
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Account Reconciliation |
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Trailing Returns through September
30, 2003 |
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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 |
|
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 |
|
Investment G/L |
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%-tile |
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Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
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|
Ending Value |
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R1000G |
|
Standard Deviation |
|
Ending Value |
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S&P400 |
|
Standard Deviation |
|
Ending Value |
|
EAFE |
|
Standard Deviation |
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12/31/2008 |
|
Return |
|
Beta |
|
12/31/2008 |
|
Return |
|
Beta |
|
9/30/2003 |
|
Return |
|
Beta |
|
|
Qtr |
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%-tile |
|
Annualized Alpha |
|
Qtr |
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%-tile |
|
Annualized Alpha |
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Qtr |
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%-tile |
|
Annualized Alpha |
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5,184 |
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Universe |
|
R-Squared |
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4,630 |
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Universe |
|
R-Squared |
|
1,221 |
|
Universe |
|
R-Squared |
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4 |
|
5th %-tile |
|
Sharpe Ratio |
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-1 |
|
5th %-tile |
|
Sharpe Ratio |
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0 |
|
5th %-tile |
|
Sharpe Ratio |
|
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-1,571 |
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25th %-tile |
|
Treynor Ratio |
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-1,157 |
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25th %-tile |
|
Treynor Ratio |
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69 |
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25th %-tile |
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Treynor Ratio |
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3,617 |
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50th %-tile |
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Tracking Error |
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3,472 |
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50th %-tile |
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Tracking Error |
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1,290 |
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50th %-tile |
|
Tracking Error |
|
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2009 |
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75th %-tile |
|
Information Ratio |
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2009 |
|
75th %-tile |
|
Information Ratio |
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2003 |
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75th %-tile |
|
Information Ratio |
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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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5,184 |
|
2 Qtrs |
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3 |
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4,630 |
|
2 Qtrs |
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2 |
|
1,150 |
|
2 Qtrs |
|
1 |
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4 |
|
-43.83 |
-0.4383 |
|
1 |
|
-1 |
|
-32.87 |
-0.3287 |
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1 |
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0 |
|
22.98 |
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3 |
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-1,571 |
|
100 |
|
50 |
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-1,157 |
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74 |
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100 |
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140 |
|
89 |
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25 |
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3,617 |
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-32.31 |
-0.3231 |
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-30.3 |
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3,472 |
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-33.64 |
-0.3364 |
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-24.99 |
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1,290 |
|
29.35 |
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-8.78 |
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3/31/2007 |
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50 |
|
4.27 |
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3/31/2008 |
|
78 |
|
5.49 |
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12/31/1999 |
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54 |
|
16.43 |
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Incept |
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-29 |
|
34.57 |
|
Incept |
|
-18.31 |
|
30.48 |
|
Incept |
|
46.02 |
|
25.21 |
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|
5,766 |
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-30.76 |
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-45.65 |
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4,905 |
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-24.78 |
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30.42 |
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1,823 |
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37.33 |
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21.3 |
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2 |
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-32.35 |
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31.34 |
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-2 |
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-28.12 |
|
0.97 |
|
76 |
|
29.72 |
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14.58 |
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-2,150 |
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-33.42 |
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1.29 |
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-1,431 |
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-33.19 |
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0.14 |
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-609 |
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26.15 |
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1.01 |
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3,617 |
3617000 |
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-35.14 |
|
4.14 |
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3,472 |
3,472,000 |
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-38.75 |
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1 |
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1,290 |
1,290,000 |
|
21.22 |
|
-4.52 |
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Investment Policy |
|
3 Qtrs |
|
0.86 |
|
Investment Policy |
|
3 Qtrs |
|
-1 |
|
Investment Policy |
|
3 Qtrs |
|
0.97 |
|
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Index |
|
-41.43 |
-0.4143 |
|
-1.51 |
|
Index |
|
-29.19 |
-0.2919 |
|
-31.21 |
|
Index |
|
12.19 |
|
1.38 |
|
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Russell 1000 Growth |
|
100 |
|
-36.78 |
|
S&P Midcap 400 |
|
54 |
|
0.91 |
|
MSCI EAFE |
|
90 |
|
19.88 |
|
|
Total |
|
-31.46 |
-0.3146 |
|
13.47 |
|
Total |
|
-30.04 |
-0.3004 |
|
0.93 |
|
Total |
|
18.84 |
|
2.63 |
|
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Weight |
|
51 |
|
-0.54 |
|
Weight |
|
62 |
|
S&P400 |
|
Weight |
|
55 |
|
-2 |
|
|
100 |
|
-28.76 |
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R1000G |
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100 |
|
-20.09 |
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2 |
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100 |
|
40.34 |
|
EAFE |
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100 |
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-30.19 |
|
3 |
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100 |
|
-25.29 |
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1 |
|
100 |
|
27.72 |
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1 |
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Trailing Returns through December
31, 2008 |
|
-31.43 |
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1 |
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Trailing Returns through December
31, 2008 |
|
-28.87 |
|
0 |
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Trailing Returns through September
30, 2003 |
|
19.83 |
|
3 |
|
|
Fund |
|
-33.16 |
|
50 |
|
Fund |
|
-31.98 |
|
-25.55 |
|
Fund |
|
15.37 |
|
75 |
|
|
R1000G |
|
-36.17 |
|
-22.79 |
|
S&P400 |
|
-38.12 |
|
5.43 |
|
EAFE |
|
10.53 |
|
-8.13 |
|
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Diff |
|
1 Yr |
|
1.25 |
|
Diff |
|
1 Yr |
|
30.98 |
|
Diff |
|
1 Yr |
|
19.57 |
|
|
1 Yr |
|
1 Yr FUND |
-45.65 |
-0.4565 |
|
24.04 |
|
1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8
Yr 9 Yr 10 Yr |
1 Yr FUND |
-26.99 |
-0.2699 |
|
31.26 |
|
1 Yr |
|
1 Yr FUND |
21.3 |
0.213 |
|
27.7 |
|
|
############################### |
|
UNIVERSE |
100 |
|
-38.44 |
|
3/31/2008 |
|
UNIVERSE |
-31.54 |
|
1 |
|
1/21/1900 |
|
UNIVERSE |
79 |
|
26.55 |
|
|
-38.44 |
|
POLICY |
-38.44 |
-0.3844 |
|
22.49 |
|
Incept |
|
POLICY |
-34.96 |
-0.3496 |
|
0 |
|
26.55 |
|
POLICY |
26.55 |
0.2655 |
|
14.13 |
|
|
-7.21 |
|
41 |
|
1 |
|
-29.19 |
|
-40.4 |
|
1 |
|
-5.25 |
|
48 |
|
1 |
|
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
-36.3 |
|
0 |
|
-30.04 |
|
-45.73 |
|
-1 |
|
2 Yr |
|
51.17 |
|
0 |
|
|
3/31/2007 |
|
-37.69 |
|
1 |
|
1/0/1900 |
|
2 Yr |
|
-31.12 |
|
1/0/1900 |
|
34.61 |
|
1 |
|
|
Incept |
|
-39.6 |
|
-1.79 |
|
Fiscal Year Returns Ending September |
|
-12.74 |
|
0 |
|
3.55 |
|
26.12 |
|
1.79 |
|
|
-23.42 |
|
-40.89 |
|
-40.24 |
|
Fund |
|
-16.57 |
|
Diff |
|
-3.11 |
|
21.8 |
|
25.33 |
|
|
-19.76 |
|
-43.27 |
|
0 |
|
S&P400 |
|
-19.16 |
|
0 |
|
3 Yr |
|
17.28 |
|
0 |
|
|
-3.66 |
|
2 Yr |
|
Diff |
|
Diff |
|
-21.51 |
|
0 |
|
-9.8 |
|
2 Yr |
|
Diff |
|
Incept ROR |
Fiscal Year Returns
Ending September |
|
-14 |
-0.14 |
|
0 |
|
|
12/31/2008 |
|
-27.07 |
-0.2707 |
|
100 |
|
############################### |
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0.44 |
0.0044 |
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0 |
|
Fund |
Fund |
|
-16.01 |
|
0 |
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|
Qtr |
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3 Yr |
|
0.56 |
|
-1.42 |
|
84 |
|
0 |
|
Policy |
R1000G |
|
-17.18 |
-0.1718 |
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0 |
|
|
-24.99 |
|
-2.95 |
-0.0295 |
|
0.06 |
|
4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
3.55 |
0.0355 |
|
-50 |
|
|
Diff |
|
-19.21 |
|
-7.51 |
|
################################## |
|
-6.66 |
|
-0.5 |
|
12/31/1999 |
|
62 |
|
-0.65 |
|
|
12/31/2008 |
|
-23.1 |
|
3.02 |
|
1/0/1900 |
|
-9.06 |
|
-0.84 |
|
Incept |
|
27.66 |
|
-3.14 |
|
|
Qtr |
|
3 Yr |
|
10.53 |
|
2009 |
|
-11.15 |
|
-0.03 |
|
-9.8 |
|
14.6 |
|
-2.49 |
|
|
-30.3 |
|
-7.23 |
|
-7.21 |
|
YTD |
|
-14.76 |
|
0.14 |
|
-9.79 |
|
5.01 |
|
-5.25 |
|
|
############################### |
|
-8.48 |
|
8.85 |
|
################################## |
|
4 Yr |
|
0 |
|
-0.01 |
|
1.78 |
|
0.45 |
|
|
############################### |
|
-9.61 |
|
0.29 |
|
################################## |
|
-0.16 |
|
0 |
|
Calendar Year Returns |
|
-2.4 |
|
0.01 |
|
|
2009 |
|
-11.32 |
|
4.14 |
|
0.56 |
|
-3.21 |
|
-0.09 |
|
Fund |
|
3 Yr |
|
-4.52 |
|
|
YTD |
|
3 Yr FUND |
-13.04 |
-0.1304 |
|
-0.14 |
|
2008 2007 2006 2005 2004 2003 2002
2001 2000 |
3 Yr FUND |
-5.23 |
-0.0523 |
|
0.91 |
|
EAFE |
|
3 Yr FUND |
-9.8 |
-0.098 |
|
-0.03 |
|
|
############################### |
|
UNIVERSE |
4 Yr |
|
0.28 |
|
Returns in Up Markets |
|
UNIVERSE |
-6.85 |
|
-0.24 |
|
Diff |
|
UNIVERSE |
67 |
|
-0.41 |
|
|
############################### |
|
POLICY |
-3.64 |
-0.0364 |
|
3.46 |
|
Fund |
|
POLICY |
-10.13 |
-0.1013 |
|
-3.74 |
|
9/30/2003 |
|
POLICY |
-8.38 |
-0.0838 |
|
-5.45 |
|
|
-7.51 |
|
-4.7 |
|
13.47 |
|
S&P400 |
|
5 Yr |
|
5.05 |
|
Qtr |
|
57 |
|
2.63 |
|
|
2008 |
|
-5.87 |
|
Incept |
|
Ratio |
|
3.51 |
|
3 Yr |
|
5.62 |
|
8.62 |
|
5 Yr |
2 Yr |
|
|
############################### |
|
-7.02 |
|
# of Negative Qtrs |
|
3/31/2008 |
|
1.05 |
|
# of Negative Qtrs |
|
8.18 |
|
-0.35 |
|
# of Negative Qtrs |
|
|
############################### |
|
-8.72 |
|
# of Positive Qtrs |
|
Incept |
|
-0.7 |
|
# of Positive Qtrs |
|
-2.56 |
|
-7.16 |
|
# of Positive Qtrs |
|
|
############################### |
|
5 Yr |
|
Batting Average |
|
1/5/1900 |
|
-2.49 |
|
Batting Average |
|
6/25/1905 |
|
-11.15 |
|
Batting Average |
|
|
2007 2006 2005 2004 2003 2002 2001
2000 |
|
-0.82 |
|
Worst Qtr |
|
5.4 |
|
-5.69 |
|
Worst Qtr |
|
YTD |
|
-15.63 |
|
Worst Qtr |
|
|
Returns in Up Markets |
|
-2.16 |
|
Best Qtr |
|
4/10/1900 |
|
6 Yr |
|
Best Qtr |
|
1/12/1900 |
|
4 Yr |
|
Best Qtr |
|
|
Fund |
|
-3.19 |
|
Range |
|
Returns in Down Markets |
|
9.19 |
|
Range |
|
18.84 |
|
9.62 |
|
Range |
|
|
R1000G |
|
-4.29 |
|
Worst 4 Qtrs |
|
Fund |
|
6.93 |
|
Worst 4 Qtrs |
|
-6.65 |
|
2.03 |
|
Worst 4 Qtrs |
|
|
Ratio |
|
-6.07 |
|
Standard Deviation |
|
S&P400 |
|
5.57 |
|
Standard Deviation |
|
2002 |
|
-2.72 |
|
Standard Deviation |
|
|
1 Yr |
|
6 Yr |
|
Beta |
|
Ratio |
|
4.06 |
|
Beta |
|
############################### |
|
-6.02 |
|
Beta |
|
|
1/4/1900 |
|
4.47 |
|
Annualized Alpha |
|
3/31/2008 |
|
1.92 |
|
Annualized Alpha |
|
-15.65 |
|
-9.45 |
|
Annualized Alpha |
|
|
1.2 |
|
2.33 |
|
R-Squared |
|
Incept |
|
7 Yr |
|
R-Squared |
|
-1.38 |
|
5 Yr |
|
R-Squared |
|
|
341.6 |
|
5 Yr FUND |
1.38 |
|
Sharpe Ratio |
|
################################## |
|
5 Yr FUND |
6.28 |
|
Sharpe Ratio |
|
2001 |
|
5 Yr FUND |
18.09 |
|
Sharpe Ratio |
|
|
3/31/2007 |
|
NA |
0.24 |
|
Treynor Ratio |
|
-33.6 |
|
NA |
3.75 |
|
Treynor Ratio |
|
-19.79 |
|
NA |
9.63 |
|
Treynor Ratio |
|
|
Incept |
|
|
-1.26 |
|
Tracking Error |
|
4/6/1900 |
|
|
1.93 |
|
Tracking Error |
|
############################### |
|
|
4.27 |
|
Tracking Error |
|
|
20.6 |
|
7 Yr |
|
Information Ratio |
|
-6.26 |
|
0.41 |
|
Information Ratio |
|
1.42 |
|
0.45 |
|
Information Ratio |
|
|
12.7 |
|
-0.12 |
|
|
Fund |
|
2002 |
|
-2.02 |
|
|
Fund |
|
2000 |
|
-2.84 |
|
Fund |
Fund |
|
|
161.4 |
|
-2.18 |
|
4 |
|
-13.61 |
|
8 Yr |
|
5 |
|
-9.02 |
|
6 Yr |
|
3 |
|
|
Returns in Down Markets |
|
-2.9 |
|
|
3 |
|
-15.65 |
|
7.74 |
|
|
7 |
|
-13.96 |
|
8.6 |
|
|
5 |
|
|
Fund |
|
-3.92 |
|
57.14 |
|
2.04 |
|
5.63 |
|
50 |
|
4.94 |
|
2.76 |
|
Batting Average |
37.5 |
|
|
R1000G |
|
-5.33 |
|
-30.3 |
|
2001 |
|
2.85 |
|
-17.58 |
|
1999 1998 1997 1996 1995 1994 |
|
-0.28 |
|
|
-20.7 |
|
|
Ratio |
|
8 Yr |
|
8.59 |
|
################################## |
|
0.91 |
|
17.98 |
|
Returns in Up Markets |
|
-2.26 |
|
|
16.43 |
|
|
1 Yr |
|
-2.5 |
|
38.89 |
|
################################## |
|
-3.86 |
|
35.56 |
|
Fund |
|
-5.28 |
|
|
37.13 |
|
|
-47.9 |
|
-3.81 |
|
-45.65 |
|
9.04 |
|
Fiscal Year Returns Ending September |
|
-23.16 |
|
EAFE |
|
7 Yr |
|
|
-25.51 |
|
|
-39.2 |
|
-4.95 |
|
27.07 |
|
2000 |
|
Fund |
|
15.87 |
|
Ratio |
|
10.45 |
|
Standard Deviation |
16.96 |
|
|
5/1/1900 |
|
-5.93 |
|
1.27 |
|
-17.83 |
|
Return |
|
0.9 |
|
1 Yr |
|
5.19 |
|
Beta |
1.01 |
|
|
3/31/2007 |
|
-7.79 |
|
2.74 |
0.0274 |
|
-13.96 |
|
%-tile |
|
-0.21 |
|
|
33 |
|
2.28 |
|
Annualized Alpha |
-2.99 |
-0.0299 |
|
Incept |
|
Fiscal Year Returns Ending September |
|
0.88 |
|
-3.87 |
|
S&P400 |
|
0.91 |
|
37.7 |
|
0.24 |
|
R-Squared |
0.98 |
|
|
-48 |
|
Fund |
|
-0.98 |
|
1999 1998 1997 1996 1995 |
|
Return |
|
0.08 |
|
87.4 |
|
-3.6 |
|
-0.07 |
|
|
############################### |
|
Return |
|
-20.8 |
|
Returns in Up Markets |
|
%-tile |
#VALUE! |
|
1.48 |
|
2 Yr |
|
8 Yr |
|
-1.15 |
|
|
121 |
|
%-tile |
|
10.8 |
|
Fund |
|
Universe |
|
4.98 |
|
35.7 |
|
10.08 |
|
2.59 |
|
|
EAFE |
|
R1000G |
|
-0.34 |
|
EAFE |
|
5th %-tile |
#VALUE! |
|
-0.12 |
|
37 |
|
5.69 |
|
-1.2 |
|
|
Ratio |
|
Return |
|
R1000G |
|
Ratio |
|
25th %-tile |
|
EAFE |
|
96.5 |
|
3.12 |
|
Policy |
EAFE |
|
|
2 Yr |
|
%-tile |
####### |
|
4 |
|
2 Yr |
|
50th %-tile |
#VALUE! |
|
5 |
|
3 Yr |
|
1.41 |
|
3 |
|
|
40.8 |
|
Universe |
|
3 |
|
44.6 |
|
75th %-tile |
|
7 |
|
35.7 |
|
-2.29 |
|
5 |
|
|
51.7 |
|
5th %-tile |
####### |
|
42.86 |
|
51.7 |
|
95th %-tile |
#VALUE! |
|
50 |
|
37 |
|
Calendar Year Returns |
|
62.5 |
|
|
78.9 |
|
25th %-tile |
|
-22.79 |
|
86.2 |
|
Qtr |
|
-19.69 |
|
96.5 |
|
Fund |
|
-19.69 |
|
|
3 Yr |
|
50th %-tile |
####### |
|
6.86 |
|
3 Yr |
|
-24.99 |
-0.2499 |
|
19.57 |
|
12/31/1999 |
|
Return |
|
19.57 |
|
|
2/4/1900 |
|
75th %-tile |
|
29.65 |
|
2/7/1900 |
|
39 |
|
39.26 |
|
Incept |
|
%-tile |
|
39.26 |
|
|
40.4 |
|
95th %-tile |
####### |
|
-38.44 |
|
40.4 |
|
-25.55 |
-0.2555 |
|
-22.95 |
|
35.7 |
|
EAFE |
|
-22.95 |
|
|
87.2 |
|
Qtr |
|
20.03 |
|
94.6 |
|
45 |
|
16.88 |
|
37 |
|
Return |
|
Standard Deviation |
16.67 |
|
|
4 Yr |
|
-30.3 |
-0.303 |
|
1 |
|
4 Yr |
|
-20.17 |
|
|
1 |
|
96.5 |
|
%-tile |
|
|
1 |
|
|
2/4/1900 |
|
100 |
|
0 |
|
38.3 |
|
-23.83 |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
|
40.4 |
|
-22.79 |
-0.2279 |
|
1 |
|
40.4 |
|
-26 |
|
|
1 |
|
Fund |
|
5th %-tile |
|
|
1 |
|
|
87.2 |
|
50 |
|
-1.14 |
|
94.6 |
|
-27.54 |
|
0.11 |
|
EAFE |
|
25th %-tile |
|
0.12 |
|
|
12/31/1999 |
|
-20.75 |
|
|
-22.76 |
|
12/31/1999 |
|
-34.04 |
|
|
1.91 |
|
Ratio |
|
50th %-tile |
|
|
1.95 |
|
|
Incept |
|
-21.75 |
|
0 |
|
Incept |
|
YTD |
|
0 |
|
1 Yr |
|
75th %-tile |
|
0 |
|
|
35.3 |
|
-22.82 |
|
|
Diff |
|
38.3 |
|
-24.99 |
|
|
Diff |
|
-8.8 |
|
95th %-tile |
|
|
Diff |
|
|
40.4 |
|
-23.88 |
|
0 |
|
40.4 |
|
39 |
|
0 |
|
-8.1 |
|
Qtr |
|
0 |
|
|
87.2 |
|
-25.58 |
|
|
0 |
|
94.6 |
|
-25.55 |
|
|
0 |
|
108 |
|
QU. FUND |
5.62 |
0.0562 |
|
0 |
|
|
Returns in Down Markets |
|
YTD |
|
14.28 |
|
Returns in Down Markets |
|
45 |
|
0 |
|
2 Yr |
|
UNIVERSE |
83 |
|
-25 |
|
|
Fund |
|
-30.3 |
|
|
-7.51 |
|
Fund |
|
-20.17 |
|
2.11 |
|
-31.1 |
|
POLICY |
8.18 |
0.0818 |
|
-1.01 |
|
|
EAFE |
|
100 |
|
1.73 |
|
EAFE |
|
-23.83 |
|
-1.59 |
|
-27.6 |
|
58 |
|
-3.14 |
|
|
Ratio |
|
QU. FUND |
-22.79 |
-0.2279 |
|
9.24 |
|
Ratio |
|
QU. FUND |
-26 |
-0.26 |
|
-3.7 |
|
112.6 |
|
18.61 |
|
-2.13 |
|
|
2 Yr |
|
UNIVERSE |
50 |
|
-7.21 |
|
2 Yr |
|
UNIVERSE |
-27.54 |
|
-0.21 |
|
3 Yr |
|
12.99 |
|
-2.56 |
|
|
-30 |
|
POLICY |
-20.75 |
-0.2075 |
|
7.04 |
|
################################## |
|
POLICY |
-34.04 |
-0.3404 |
|
-1.01 |
|
-32.6 |
|
8.87 |
|
|
0.29 |
|
|
-27.6 |
|
-21.75 |
|
0.27 |
|
-27.6 |
|
2008 |
|
-0.1 |
|
-31.3 |
|
6.39 |
|
0.01 |
|
|
108.4 |
|
-22.82 |
|
|
2.74 |
|
104.1 |
|
-9.16 |
|
|
-0.21 |
|
104.3 |
|
3.84 |
|
|
-2.99 |
|
|
3 Yr |
|
-23.88 |
|
-0.12 |
|
3 Yr |
|
-14.29 |
|
-0.09 |
|
12/31/1999 |
|
YTD |
|
-0.02 |
|
|
-32.7 |
|
-25.58 |
|
|
0.16 |
|
################################## |
|
-17.49 |
|
|
-0.03 |
|
Incept |
|
12.19 |
|
|
-0.19 |
|
|
-32 |
|
2008 |
|
1.96 |
|
-32 |
|
-21.37 |
|
-0.43 |
|
-26.4 |
|
90 |
|
-3.1 |
|
|
102.2 |
|
-22.21 |
|
|
10.8 |
|
98.2 |
|
-27.08 |
|
|
4.98 |
|
-26.8 |
|
18.84 |
|
|
2.59 |
|
|
4 Yr |
|
52 |
|
|
4 Yr |
|
4 Yr |
|
2007 |
|
4 Yr |
|
98.7 |
|
55 |
|
3 Yr |
|
|
-30.4 |
|
-20.88 |
|
|
# of Negative Qtrs |
|
-29.9 |
|
29.81 |
|
|
# of Negative Qtrs |
|
40.9 |
|
40.34 |
|
|
# of Negative Qtrs |
|
|
-29.3 |
|
32 |
|
# of Positive Qtrs |
|
-29.3 |
|
20.77 |
|
# of Positive Qtrs |
|
88.8 |
|
27.72 |
|
# of Positive Qtrs |
|
|
103.8 |
|
-17.31 |
|
|
Batting Average |
|
102.3 |
|
15.19 |
|
|
Batting Average |
|
7 Yr |
|
19.83 |
|
|
Batting Average |
|
|
12/31/1999 |
|
-20.37 |
|
Worst Qtr |
|
12/31/1999 |
|
11.98 |
|
Worst Qtr |
|
33.6 |
|
15.37 |
|
Worst Qtr |
|
|
Incept |
|
-21.96 |
|
|
Best Qtr |
|
Incept |
|
8.13 |
|
|
Best Qtr |
|
37 |
|
10.53 |
|
|
Best Qtr |
|
|
-26.3 |
|
-25.07 |
|
Range |
|
-26.1 |
|
2006 |
|
Range |
|
90.6 |
|
2002 |
|
Range |
|
|
-26.8 |
|
-30.1 |
|
|
Worst 4 Qtrs |
|
################################## |
|
14.58 |
|
|
Worst 4 Qtrs |
|
9/30/1995 |
|
2002 FUND |
-17.03 |
-0.1703 |
|
Worst 4 Qtrs |
|
|
98.1 |
|
2007 |
|
Standard Deviation |
|
97.4 |
|
10.38 |
|
Standard Deviation |
|
Incept |
|
UNIVERSE |
69 |
|
Standard Deviation |
|
|
25.53 |
|
|
Beta |
|
7.72 |
|
|
Beta |
|
32.2 |
|
POLICY |
-15.65 |
-0.1565 |
|
Beta |
|
|
21.53 |
|
Annualized Alpha |
|
4.83 |
|
Annualized Alpha |
|
34.9 |
|
60 |
|
Annualized Alpha |
|
|
2002 FUND |
17.66 |
0.1766 |
|
R-Squared |
|
2002 FUND |
2.19 |
0.0219 |
|
R-Squared |
|
92.3 |
|
1.13 |
|
R-Squared |
|
|
UNIVERSE |
14.85 |
|
Sharpe Ratio |
|
UNIVERSE |
2005 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
-8.2 |
|
Sharpe Ratio |
|
|
POLICY |
9.52 |
0.0952 |
|
Treynor Ratio |
|
POLICY |
26.4 |
0.264 |
|
Treynor Ratio |
|
Fund |
|
-14.26 |
|
|
Treynor Ratio |
|
|
2006 |
|
Tracking Error |
|
|
|
21.72 |
|
Tracking Error |
|
Policy |
|
-17.82 |
|
Tracking Error |
|
|
11.5 |
|
|
Information Ratio |
|
19.25 |
|
|
Information Ratio |
|
Ratio |
|
-22.25 |
|
|
Information Ratio |
|
|
8.66 |
|
|
Fund |
|
16.53 |
|
Fund |
|
3 Yr |
|
2001 |
|
Fund |
|
|
6.23 |
|
|
9 |
|
11.14 |
|
|
9 |
|
-29.4 |
|
2001 FUND |
-19.79 |
-0.1979 |
|
6 |
|
|
4.5 |
|
|
7 |
|
|
|
2004 |
|
7 |
|
-34.5 |
|
UNIVERSE |
59 |
|
6 |
|
|
1.3 |
|
|
43.75 |
|
28.92 |
|
|
43.75 |
|
85 |
|
POLICY |
-21.21 |
-0.2121 |
|
50 |
|
|
2005 |
|
|
-19.18 |
|
22.49 |
|
-17.58 |
|
5 Yr |
|
66 |
|
-20.7 |
|
|
2001 FUND |
25.77 |
0.2577 |
|
17.19 |
|
2001 FUND |
19.1 |
0.191 |
|
17.98 |
|
-26.5 |
|
3.58 |
|
16.43 |
|
|
UNIVERSE |
18.07 |
|
|
36.37 |
|
UNIVERSE |
16.07 |
|
35.56 |
|
-31.3 |
|
-10.16 |
|
37.13 |
|
|
POLICY |
13.56 |
0.1356 |
|
-27.32 |
|
POLICY |
8.02 |
0.0802 |
|
-28.02 |
|
84.6 |
|
-18.13 |
|
|
-27.24 |
|
|
11.02 |
|
|
17.03 |
|
2003 |
|
16.41 |
|
7 Yr |
|
-22.9 |
|
16.92 |
|
|
7.76 |
|
|
0.98 |
|
48.25 |
|
|
0.93 |
|
-26.5 |
|
-29.05 |
|
|
0.98 |
|
|
2004 |
|
|
-2.46 |
|
|
34.58 |
|
-1.43 |
|
|
-31.3 |
|
2000 |
|
-1.69 |
|
|
|
|
15.25 |
|
|
0.89 |
|
30.01 |
|
|
0.88 |
|
84.6 |
|
2000 FUND |
-9.02 |
-0.0902 |
|
0.97 |
|
|
11.67 |
|
-0.58 |
|
|
|
|
25.9 |
|
-0.52 |
-0.0052 |
|
9/30/1995 |
|
UNIVERSE |
30 |
|
-0.74 |
|
|
8.28 |
|
|
-10 |
|
19.17 |
|
|
-9.23 |
|
Incept |
|
POLICY |
-13.96 |
-0.1396 |
|
-12.79 |
|
|
6.32 |
|
5.54 |
|
2002 |
|
5.88 |
|
-26.5 |
|
44 |
|
2.89 |
|
|
2000 FUND |
2.06 |
0.0206 |
|
-0.43 |
|
2000 FUND |
6.59 |
0.0659 |
|
-0.2 |
|
-31.3 |
|
2.88 |
|
-0.49 |
|
|
UNIVERSE |
2003 |
|
|
EAFE |
|
UNIVERSE |
-1.82 |
|
EAFE |
|
84.6 |
|
-8.21 |
|
EAFE |
|
|
POLICY |
30.61 |
0.3061 |
|
9 |
|
POLICY |
-7.42 |
-0.0742 |
|
9 |
|
-15.61 |
|
7 |
|
|
23.77 |
|
7 |
|
-12.12 |
|
7 |
|
-24.08 |
|
5 |
|
|
20.39 |
|
56.25 |
|
-19.94 |
|
56.25 |
|
-34 |
|
50 |
|
|
18.37 |
|
-19.69 |
|
2001 |
|
-19.69 |
|
1999 |
|
-19.69 |
|
|
14.19 |
|
|
19.57 |
|
9.26 |
|
|
19.57 |
|
1999 FUND |
116.89 |
|
|
19.57 |
|
|
2002 |
|
39.26 |
|
-2.9 |
|
39.26 |
|
NA |
67.58 |
|
39.26 |
|
|
-12.11 |
|
|
-28.27 |
|
-15.03 |
|
|
-28.27 |
|
|
47.85 |
|
|
-28.27 |
|
|
-19.07 |
|
|
16.44 |
|
-25.09 |
|
16.44 |
|
28.32 |
|
17.01 |
|
|
1999 FUND |
-21.45 |
-0.2145 |
|
1 |
|
1999 FUND |
-41.08 |
-0.4108 |
|
1 |
|
16.51 |
|
1 |
|
|
NA |
-23.71 |
|
0 |
|
NA |
61 |
|
0 |
|
1998 |
|
0 |
|
|
|
-29.04 |
-0.2904 |
|
1 |
|
|
-13.96 |
-0.1396 |
|
1 |
|
27.64 |
|
1 |
|
|
2001 |
|
-0.45 |
|
44 |
|
-0.45 |
|
17.86 |
|
-0.65 |
|
|
-29.08 |
|
-7.41 |
|
2.88 |
|
-7.41 |
|
11.79 |
|
-11.11 |
|
|
-35.09 |
|
0 |
|
-8.21 |
|
0 |
|
2.35 |
|
0 |
|
|
1998 FUND |
-38.5 |
|
|
Diff |
|
-15.61 |
|
|
Diff |
|
1998 FUND |
-29.32 |
|
|
Diff |
|
|
|
|
NA |
-43.41 |
|
0 |
|
-24.08 |
|
0 |
|
NA |
1997 |
|
-1 |
|
|
|
-51.41 |
|
|
0 |
|
-34 |
|
|
0 |
|
|
22.94 |
|
|
1 |
|
|
1999 |
|
-12.5 |
|
1999 |
|
-12.5 |
|
11.7 |
|
0 |
|
|
116.89 |
|
0.51 |
|
1998 FUND |
116.89 |
|
2.11 |
|
5.22 |
|
-1.01 |
|
|
67.58 |
|
-2.38 |
|
NA |
67.58 |
|
-1.59 |
|
-2.28 |
|
-3.14 |
|
|
47.85 |
|
-2.89 |
|
|
47.85 |
|
-3.7 |
|
-30.46 |
|
-2.13 |
|
|
28.32 |
|
0.95 |
|
28.32 |
|
0.25 |
|
1996 |
|
1.03 |
|
|
16.51 |
|
0.59 |
|
16.51 |
|
-0.03 |
|
28.9 |
|
-0.09 |
|
|
1998 |
|
-0.02 |
|
1998 |
|
-0.07 |
|
20.05 |
|
-0.02 |
|
|
27.64 |
|
|
-2.46 |
|
27.64 |
|
|
-1.43 |
|
14.65 |
|
|
-1.69 |
|
|
17.86 |
|
-0.11 |
|
17.86 |
|
-0.12 |
|
9.94 |
|
-0.03 |
|
|
11.79 |
|
|
-0.13 |
|
11.79 |
|
|
-0.07 |
|
0.97 |
|
|
-0.09 |
|
|
2.35 |
|
-2.59 |
|
2.35 |
|
-1.82 |
|
1995 |
|
-1.68 |
|
|
-29.32 |
|
5.54 |
|
-29.32 |
|
5.88 |
|
21.87 |
|
2.89 |
|
|
1997 |
|
Incept |
Incept |
|
1997 |
|
Incept |
Incept |
|
13.07 |
|
Incept |
|
|
22.94 |
|
# of Negative Qtrs |
|
22.94 |
|
# of Negative Qtrs |
|
9.83 |
|
# of Negative Qtrs |
|
|
11.7 |
|
# of Positive Qtrs |
|
11.7 |
|
# of Positive Qtrs |
|
3.73 |
|
# of Positive Qtrs |
|
|
5.22 |
|
Batting Average |
|
5.22 |
|
Batting Average |
|
-8.25 |
|
Batting Average |
|
|
-2.28 |
|
Worst Qtr |
|
-2.28 |
|
Worst Qtr |
|
19 |
|
Worst Qtr |
|
|
-30.46 |
|
|
Best Qtr |
|
-30.46 |
|
|
Best Qtr |
|
35.39 |
|
|
Best Qtr |
|
|
1996 |
|
Range |
|
1996 |
|
Range |
|
28.17 |
|
Range |
|
|
28.9 |
|
|
Worst 4 Qtrs |
|
28.9 |
|
|
Worst 4 Qtrs |
|
23.31 |
|
|
Worst 4 Qtrs |
|
|
20.05 |
|
Standard Deviation |
|
20.05 |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
14.65 |
|
Beta |
|
14.65 |
|
Beta |
|
6.14 |
|
Beta |
|
|
9.94 |
|
Annualized Alpha |
|
9.94 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
0.97 |
|
R-Squared |
|
0.97 |
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
Sharpe Ratio |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
Treynor Ratio |
|
Treynor Ratio |
|
33.36 |
|
Treynor Ratio |
|
|
Tracking Error |
|
Tracking Error |
|
14 |
|
Tracking Error |
|
|
Information Ratio |
|
Information Ratio |
|
35.83 |
|
Information Ratio |
|
|
Fund |
Fund |
|
Fund |
Fund |
|
32.4 |
|
Fund |
|
|
9 |
|
9 |
|
29.2 |
|
8 |
|
|
8 |
|
8 |
|
26.22 |
|
7 |
|
|
Batting Average |
47.06 |
|
Batting Average |
47.06 |
|
19.15 |
|
46.67 |
|
|
|
-19.18 |
|
|
-17.58 |
|
1996 |
|
-20.7 |
|
|
|
17.19 |
|
|
17.98 |
|
22.92 |
|
16.43 |
|
|
|
36.37 |
|
|
35.56 |
|
27 |
|
37.13 |
|
|
|
-27.32 |
|
|
-28.02 |
|
22.96 |
|
-27.24 |
|
|
Standard Deviation |
16.91 |
|
Standard Deviation |
16.23 |
|
26 |
|
18.18 |
|
|
Beta |
0.96 |
|
Beta |
0.92 |
|
27.28 |
|
1.04 |
|
|
Annualized Alpha |
-1.15 |
-0.0115 |
|
Annualized Alpha |
-0.37 |
|
23.01 |
|
0.61 |
|
|
R-Squared |
0.87 |
|
R-Squared |
0.86 |
|
21.51 |
|
0.87 |
|
|
-0.5 |
|
-0.46 |
|
18.9 |
|
-0.72 |
|
|
-8.74 |
|
-8.04 |
|
15.28 |
|
-12.63 |
|
|
6.05 |
|
6.27 |
|
1995 |
|
6.46 |
|
|
-0.18 |
|
-0.01 |
|
38.57 |
|
0 |
|
|
Policy |
EAFE |
|
Policy |
EAFE |
|
36.55 |
|
EAFE |
|
|
10 |
|
10 |
|
33.47 |
|
10 |
|
|
7 |
|
7 |
|
30.16 |
|
5 |
|
|
52.94 |
|
52.94 |
|
24.43 |
|
53.33 |
|
|
-19.69 |
|
-19.69 |
|
-19.69 |
|
|
19.57 |
|
19.57 |
|
19.57 |
|
|
39.26 |
|
39.26 |
|
39.26 |
|
|
-28.27 |
|
-28.27 |
|
-28.27 |
|
|
Standard Deviation |
16.41 |
|
Standard Deviation |
16.41 |
|
16.41 |
|
|
1 |
|
1 |
|
1 |
|
|
0 |
|
0 |
|
0 |
|
|
1 |
|
1 |
|
1 |
|
|
-0.45 |
|
-0.45 |
|
-0.8 |
|
|
-7.32 |
|
-7.32 |
|
-13.13 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-1 |
|
-1 |
|
-2 |
|
|
1 |
|
1 |
|
2 |
|
|
-5.88 |
|
-5.88 |
|
-6.66 |
|
|
0.51 |
|
2.11 |
|
-1.01 |
|
|
-2.38 |
|
-1.59 |
|
-3.14 |
|
|
-2.89 |
|
-3.7 |
|
-2.13 |
|
|
0.95 |
|
0.25 |
|
1.03 |
|
|
0.5 |
|
-0.18 |
|
1.77 |
|
|
-0.04 |
|
-0.08 |
|
0.04 |
|
|
-1.15 |
|
-0.37 |
|
0.61 |
|
|
-0.13 |
|
-0.14 |
|
-0.13 |
|
|
-0.05 |
|
-0.01 |
|
0.08 |
|
|
-1.42 |
|
-0.72 |
|
0.5 |
|
|
6.05 |
|
6.27 |
|
6.46 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|