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Sunrise
Police |
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Alpha & Beta:
5-Years Trailing (or Inception if Less) |
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September 30, 2004 |
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BETA |
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Current |
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Policy |
Sep-04 |
Jun-04 |
Mar-04 |
Dec-03 |
Sep-03 |
Jun-03 |
Mar-03 |
Dec-02 |
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Total Fund |
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50%S&P500, 40%LBAB & 10%R2000V |
0.82 |
0.84 |
0.84 |
0.84 |
0.87 |
0.88 |
0.89 |
0.92 |
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Managers, Total Fund |
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DHJ |
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55%S&P500, 45%LBIGC |
1.02 |
1.02 |
1.02 |
1.02 |
1.18 |
1.18 |
1.35 |
1.39 |
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Managers, Equities |
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DHJ |
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S&P500 |
1.02 |
1.00 |
1.00 |
1.00 |
1.02 |
1.00 |
1.04 |
1.04 |
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Buckhead Lg.Cap |
S&P500 |
1.03 |
1.03 |
1.02 |
1.03 |
1.08 |
1.03 |
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Buckhead Sm.Cap |
R2000V |
0.00 |
0.00 |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
0.86 |
0.86 |
0.85 |
0.83 |
0.83 |
0.84 |
0.83 |
0.83 |
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Invesco |
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LBAB |
1.09 |
1.08 |
1.11 |
1.12 |
1.02 |
1.18 |
1.20 |
1.19 |
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ALPHA |
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Total Fund |
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50%S&P500, 40%LBAB &
10%R2000V |
0.26% |
0.07% |
0.27% |
0.13% |
0.37% |
0.27% |
0.56% |
0.78% |
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Managers, Total Fund |
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DHJ |
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55%S&P500, 45%LBIGC |
-1.30% |
-1.08% |
-0.70% |
0.17% |
1.63% |
1.01% |
2.06% |
2.35% |
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Managers, Equities |
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DHJ |
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S&P500 |
-1.30% |
-0.08% |
-0.33% |
0.19% |
0.83% |
1.55% |
3.29% |
2.96% |
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Buckhead Lg.Cap |
S&P500 |
2.87% |
2.66% |
5.41% |
4.39% |
2.04% |
1.93% |
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Buckhead Sm. Cap |
R2000V |
0.00% |
0.00% |
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Managers, Fixed Income |
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DHJ |
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LBIGC |
0.92% |
0.93% |
1.01% |
1.14% |
1.15% |
1.34% |
1.25% |
1.25% |
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Invesco |
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LBAB |
-1.47% |
-1.29% |
-1.57% |
-1.72% |
-0.55% |
-2.13% |
-2.11% |
-2.15% |
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ASSET CONSULTING GROUP |
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a division of Gabriel,
Roeder, Smith, & Co. |
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Page 18 |
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