HOLLYWOOD POLICE
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LOCK |
INVERNESS EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
INVERNESS EQ. UNIVERSE HERE(p1) |
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INVERNESS EQ. UNIVERSE HERE(p2) |
LOCK |
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INVERNESS EQUITY RISK HERE |
LOCK |
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DHJ EQUITY EXECUTIVE HERE |
LOCK |
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DHJ EQUITY EXECUTIVE HERE(p1) |
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DHJ EQUITY EXECUTIVE HERE(P2) |
LOCK |
LOCK |
DHJ EQUITY RISK HERE |
LOCK |
EAGLE SMALL CAP EXECUTIVE HERE |
LOCK |
LOCK |
EAGLE SMALL CAP UNIVERSE HERE(P1) |
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EAGLE SMALL CAP UNIVERSE HERE(p2) |
LOCK |
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EAGLE SMALL CAP RISK HERE |
LOCK |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
% |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
% |
Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
% |
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Inverness Stock Returns |
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Inverness Stock Returns |
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Inverness Stock Returns |
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Inverness Stock Returns |
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DHJ Total Gross Returns (Stocks +
Cash) |
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DHJ Total Gross Returns (Stocks +
Cash) |
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DHJ Total Gross Returns (Stocks +
Cash) |
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DHJ Total Gross Returns (Stocks +
Cash) |
EAM Gross Total (Stocks + Cash) |
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EAM Gross Total (Stocks + Cash) |
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EAM Gross Total (Stocks + Cash) |
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EAM Gross Total (Stocks + Cash) |
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Executive Summary |
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Universe Comparisons |
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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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Universe Comparisons |
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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Universe Comparisons |
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Risk Measures |
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43 |
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Broad Large Cap Core |
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Broad Large Cap Core |
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51 |
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53 |
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Broad Large Cap Growth Core |
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Broad Large Cap Growth Core |
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59 |
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61 |
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Broad Small Cap |
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Broad Small Cap |
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67 |
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Inception date is September 30, 1992 |
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45 |
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46 |
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3 Yr |
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Inception date is March 31, 2000 |
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55 |
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56 |
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2 Yr |
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Inception date is March 31, 2003 |
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63 |
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64 |
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Incept |
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. |
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. |
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. |
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. |
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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. |
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. |
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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 September 30, 1992 to June
30, 2004 |
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Calendar Year Returns |
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Batting Average |
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Returns are gross of fees. |
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Incept is March 31, 2000 to June 30,
2004 |
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Calendar Year Returns |
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Batting Average |
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Returns are gross of fees. |
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Incept is March 31, 2003 to June 30, 2004 |
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Calendar Year Returns |
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Batting Average |
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Account Reconciliation |
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Trailing Returns through June 30, 2004 |
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5-25th %tile 25-50th %tile 50-75th %tile |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through June 30,
2004 |
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5-25th %tile 25-50th %tile 50-75th
%tile |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through June 30, 2004 |
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5-25th %tile 25-50th %tile 50-75th %tile |
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Worst Qtr |
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Beginning Value |
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5-25th %tile 25-50th %tile 50-75th
%tile |
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75-95th %tile Fund S&P 500 |
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Best Qtr |
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Beginning Value |
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5-25th %tile 25-50th %tile 50-75th
%tile |
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75-95th %tile Fund S&P500 |
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Best Qtr |
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Beginning Value |
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5-25th %tile 25-50th %tile 50-75th %tile |
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75-95th %tile Fund FR2000 |
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Best Qtr |
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Net Flows |
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75-95th %tile Fund S&P 500 |
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-30.00% |
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Range |
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Net Flows |
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75-95th %tile Fund S&P500 |
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-40.00% |
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Range |
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Net Flows |
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75-95th %tile Fund FR2000 |
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-40.00% |
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Range |
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Investment G/L |
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-10.00% |
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-20.00% |
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Worst 4 Qtrs |
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Investment G/L |
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-15.00% |
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-30.00% |
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Worst 4 Qtrs |
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Investment G/L |
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-10.00% |
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-30.00% |
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Worst 4 Qtrs |
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Ending Value |
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-5.00% |
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-10.00% |
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Standard Deviation |
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Ending Value |
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-10.00% |
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-20.00% |
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Standard Deviation |
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Ending Value |
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0.00% |
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-20.00% |
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Standard Deviation |
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6/30/2004 |
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0.00% |
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0.00% |
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Beta |
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6/30/2004 |
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-5.00% |
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-10.00% |
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Beta |
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6/30/2004 |
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10.00% |
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-10.00% |
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Beta |
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Qtr |
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5.00% |
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10.00% |
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Annualized Alpha |
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Qtr |
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0.00% |
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0.00% |
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Annualized Alpha |
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Qtr |
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20.00% |
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0.00% |
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Annualized Alpha |
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62,312 |
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10.00% |
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20.00% |
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R-Squared |
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18,521 |
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5.00% |
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10.00% |
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R-Squared |
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6,755 |
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30.00% |
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10.00% |
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R-Squared |
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-2,816 |
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15.00% |
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30.00% |
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Sharpe Ratio |
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-21 |
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10.00% |
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20.00% |
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Sharpe Ratio |
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-14 |
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40.00% |
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20.00% |
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Sharpe Ratio |
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1,402 |
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20.00% |
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40.00% |
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Treynor Ratio |
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307 |
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15.00% |
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30.00% |
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Treynor Ratio |
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302 |
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50.00% |
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30.00% |
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Treynor Ratio |
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60,898 |
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25.00% |
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50.00% |
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Tracking Error |
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18,806 |
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20.00% |
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40.00% |
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Tracking Error |
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7,042 |
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60.00% |
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40.00% |
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Tracking Error |
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2004 |
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30.00% |
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60.00% |
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Information Ratio |
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2004 |
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25.00% |
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50.00% |
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Information Ratio |
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2004 |
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70.00% |
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50.00% |
|
Information Ratio |
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YTD |
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35.00% |
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Qtr YTD 2003 2002 2001 2000 1999
1998 1997 1996 |
Fund |
|
YTD |
|
30.00% |
|
60.00% |
|
Fund |
|
YTD |
|
Qtr YTD 1 Yr Incept |
|
60.00% |
|
Fund |
Fund |
|
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65,370 |
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1 Yr 2 Yr 3 Yr 4 Yr 5 Yr
6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
Calendar Year Returns |
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4 |
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18,651 |
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35.00% |
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70.00% |
|
3 |
|
6,517 |
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Trailing Returns through June 30, 2004 |
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70.00% |
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0 |
|
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-6,532 |
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Trailing Returns through June 30, 2004 |
|
Fund |
|
8 |
|
-41 |
|
2 Qtrs |
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Qtr YTD 2003 2002 2001 2000 1999
1998 1997 1996 |
5 |
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-27 |
|
Fund |
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Qtr YTD 2003 2002 2001 2000 1999
1998 1997 1996 |
4 |
|
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2,060 |
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Fund |
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Return |
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58.33 |
|
196 |
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3 Qtrs |
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Calendar Year Returns |
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37.5 |
|
552 |
|
Return |
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Calendar Year Returns |
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Batting Average |
25 |
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60,898 |
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Return |
|
%-tile |
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-15.47 |
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18,806 |
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1 Yr |
|
Fund |
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-14.71 |
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7,042 |
|
%-tile |
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Fund |
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3.85 |
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9/30/1992 |
|
%-tile |
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S&P 500 |
|
14.77 |
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3/31/2000 |
|
2 Yr |
|
Return |
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10.56 |
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3/31/2003 |
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FR2000 |
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Return |
|
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14.47 |
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Incept |
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S&P 500 |
|
Return |
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30.24 |
|
Incept |
|
3 Yr |
|
%-tile |
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25.27 |
|
Incept |
|
Return |
|
%-tile |
|
|
10.62 |
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18,638 |
|
Return |
|
%-tile |
|
-19.42 |
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10,795 |
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4 Yr |
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S&P500 |
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-1.62 |
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4,822 |
|
%-tile |
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FR2000 |
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29.95 |
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-19,624 |
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%-tile |
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Universe |
|
15.33 |
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11,604 |
|
5 Yr |
|
Return |
|
13.48 |
|
-60 |
|
Universe |
|
Return |
|
Standard Deviation |
8.19 |
|
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61,884 |
|
Universe |
|
5th %-tile |
|
0.91 |
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-3,592 |
|
6 Yr |
|
%-tile |
|
0.83 |
|
2,280 |
|
5th %-tile |
|
%-tile |
|
Beta |
0.59 |
|
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60,898 |
60,898,000 |
|
5th %-tile |
|
25th %-tile |
|
3.46 |
|
18,806 |
18,806,000 |
|
7 Yr |
|
Universe |
|
-1.8 |
|
7,042 |
7,042,000 |
|
25th %-tile |
|
Universe |
|
Annualized Alpha |
9.66 |
0.0966 |
|
Investment Policy |
|
25th %-tile |
|
50th %-tile |
|
0.93 |
|
Investment Policy |
|
8 Yr |
|
5th %-tile |
|
0.94 |
|
Investment Policy |
|
50th %-tile |
|
5th %-tile |
|
R-Squared |
0.74 |
|
|
Index |
|
50th %-tile |
|
75th %-tile |
|
0.08 |
|
Index |
|
Trailing Returns through June 30,
2004 |
QU. FUND |
25th %-tile |
#VALUE! |
|
0.35 |
|
Index |
|
75th %-tile |
|
25th %-tile |
|
3.54 |
|
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S&P 500 |
|
75th %-tile |
|
95th %-tile |
|
1.34 |
|
S&P 500 |
|
Fund |
|
UNIVERSE |
50th %-tile |
|
5.61 |
|
Russell 2000 |
|
95th %-tile |
|
50th %-tile |
|
49.14 |
|
|
Total |
|
95th %-tile |
|
Qtr |
|
4.41 |
|
Total |
|
Return |
|
POLICY |
75th %-tile |
#VALUE! |
|
4.21 |
|
Total |
|
Qtr |
|
75th %-tile |
|
6.46 |
|
|
Weight |
|
1 Yr |
|
QU. FUND |
2.39 |
0.0239 |
|
0.8 |
|
Weight |
|
%-tile |
|
95th %-tile |
|
-0.81 |
|
Weight |
|
4.47 |
|
95th %-tile |
|
|
-0.53 |
|
|
100 |
|
19.16 |
0.1916 |
UNIVERSE |
7 |
|
S&P |
|
100 |
|
S&P500 |
|
Qtr |
|
S&P500 |
|
100 |
|
1 |
|
Qtr. FUND |
Qtr |
|
Policy |
FR2000 |
|
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100 |
|
30 |
|
POLICY |
1.72 |
0.0172 |
|
500 |
|
100 |
|
Return |
|
1.66 |
0.0166 |
|
2 |
|
100 |
|
0.47 |
|
UNIVERSE |
4.47 |
0.0447 |
|
0 |
|
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Trailing Returns through June 30, 2004 |
|
1 Yr FUND |
19.11 |
0.1911 |
|
20 |
|
4 |
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Trailing Returns through June 30,
2004 |
|
%-tile |
|
27 |
|
6 |
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Trailing Returns through June 30, 2004 |
|
61 |
|
POLICY |
1 |
|
4 |
|
|
Fund |
|
UNIVERSE |
30 |
|
2.63 |
|
8 |
|
Fund |
|
Universe |
|
1.72 |
0.0172 |
|
62.5 |
|
Fund |
|
3.75 |
|
0.47 |
0.0047 |
|
75 |
|
|
S&P 500 |
|
POLICY |
25.84 |
|
1.66 |
|
41.67 |
|
S&P500 |
|
5th %-tile |
|
25 |
|
-17.28 |
|
FR2000 |
|
2.05 |
|
61 |
|
0.47 |
|
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Diff |
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19.7 |
|
1.27 |
|
-17.28 |
|
Diff |
|
25th %-tile |
|
3.4 |
|
15.39 |
|
Diff |
|
1.07 |
|
3.75 |
|
14.52 |
|
|
1 Yr |
|
18.39 |
|
|
0.62 |
|
|
15.39 |
|
1 Yr |
|
50th %-tile |
|
|
1.7 |
|
32.67 |
|
1 Yr |
|
-0.31 |
|
2.05 |
|
|
14.05 |
|
|
19.16 |
|
16.57 |
|
|
-0.47 |
|
32.67 |
|
1/13/1900 |
|
75th %-tile |
|
|
1.03 |
|
0.25 |
|
1/29/1900 |
|
-2.08 |
|
1.07 |
|
33.37 |
|
|
19.11 |
|
12.14 |
|
|
YTD |
|
|
-24.76 |
|
19.11 |
|
95th %-tile |
|
|
0.1 |
|
15.81 |
|
33.37 |
|
YTD |
|
-0.31 |
|
Standard Deviation |
11.97 |
|
|
0.05 |
|
2 Yr |
|
3.39 |
|
16.27 |
|
-5.24 |
|
2 Qtrs |
|
-1.34 |
|
1 |
|
-3.42 |
|
8.49 |
|
-2.08 |
|
1 |
|
|
2 Yr |
|
9.09 |
|
34 |
|
1 |
|
2 Yr |
|
1.05 |
|
YTD |
|
0 |
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
24 |
|
YTD |
|
0 |
|
|
9.09 |
|
36 |
|
3.44 |
|
0 |
|
1/5/1900 |
|
75 |
|
1.05 |
|
1 |
|
3/31/2003 |
|
6.76 |
|
8.49 |
|
1 |
|
|
9.27 |
|
9.27 |
|
30 |
|
1 |
|
9.27 |
|
3.44 |
|
75 |
|
0.51 |
|
Incept |
|
46 |
|
24 |
|
2.71 |
|
|
-0.18 |
|
30 |
|
6.15 |
|
-0.14 |
|
-3.43 |
|
27 |
|
3.44 |
|
8.09 |
|
36.46 |
|
10.96 |
|
6.76 |
|
32.41 |
|
|
3 Yr |
|
13.21 |
|
3.61 |
|
-2.3 |
|
3 Yr |
|
6.21 |
|
27 |
|
0 |
|
48.99 |
|
8.28 |
|
46 |
|
0 |
|
|
1/2/1900 |
|
9.47 |
|
3.11 |
|
0 |
|
-1.84 |
|
3.59 |
|
6.21 |
|
Diff |
|
-12.53 |
|
INCEPTION |
6.51 |
|
10.96 |
|
Diff |
|
Incept ROR |
-0.69 |
|
8.67 |
|
2.21 |
|
Diff |
|
|
############################## |
|
2.33 |
|
2002 FUND |
3.59 |
0.0359 |
|
1 |
|
Calendar Year Returns |
|
UNIVERSE |
5.02 |
|
8.28 |
|
0 |
|
Fund |
3.52 |
|
6.64 |
|
0.48 |
|
0 |
|
|
-1.15 |
|
1.05 |
|
UNIVERSE |
2.33 |
|
-1 |
|
Fund |
|
POLICY |
2.34 |
|
6.51 |
|
0 |
|
Policy |
4 Yr |
|
4.32 |
|
2003 |
|
0 |
|
|
4 Yr |
|
-1.07 |
|
POLICY |
1.05 |
0.0105 |
|
-25 |
|
FR2000 |
|
1 Yr |
|
5.02 |
|
-50 |
|
|
-3.19 |
|
3 Yr |
|
2002 FUND |
29.18 |
0.2918 |
|
16.66 |
|
############################## |
|
3 Qtrs |
|
-1.07 |
|
2.57 |
|
Diff |
|
29.95 |
0.2995 |
|
2.34 |
|
3.38 |
|
|
-4.43 |
|
2.83 |
0.0283 |
UNIVERSE |
29 |
|
1.81 |
|
############################## |
|
10.1 |
|
2003 |
|
-4.83 |
|
6/30/2004 |
|
61 |
|
2003 |
|
-0.05 |
|
|
1.24 |
|
9 |
|
POLICY |
28.68 |
0.2868 |
|
-0.62 |
|
-1.73 |
|
85 |
|
22.53 |
0.2253 |
|
-7.4 |
|
Qtr |
|
33.37 |
0.3337 |
|
59.11 |
|
-3.43 |
|
|
5 Yr |
|
3 Yr FUND |
-0.69 |
-0.0069 |
|
34 |
|
-2.43 |
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
16.04 |
|
|
85 |
|
-1.87 |
|
4.47 |
|
|
37 |
|
45.79 |
|
-3.42 |
|
|
0.19 |
|
UNIVERSE |
39 |
|
35.07 |
|
5.34 |
|
3/31/2000 |
|
15 |
|
28.68 |
0.2868 |
|
-2.33 |
|
1/0/1900 |
|
41.85 |
|
40.3 |
|
-3.78 |
|
|
-2.24 |
|
POLICY |
4.3 |
|
29.63 |
|
-0.94 |
|
Incept |
|
18.94 |
|
37 |
|
-0.17 |
|
4 |
|
34.92 |
|
36.49 |
|
-0.41 |
|
|
2.43 |
|
0.36 |
|
27.91 |
|
-0.09 |
|
-5.84 |
|
14.91 |
|
38.01 |
|
-1.8 |
|
2004 |
|
31.36 |
|
29.24 |
|
9.66 |
|
|
6 Yr |
|
-1.01 |
|
|
25.2 |
|
|
3.46 |
|
-4.78 |
|
12.93 |
|
2001 FUND |
30.97 |
|
-0.06 |
|
YTD |
|
3 Yr FUND |
27.85 |
|
2002 |
|
|
-0.26 |
|
|
2.87 |
|
-2.27 |
|
|
20.9 |
|
-0.07 |
|
-1.06 |
|
11.11 |
|
UNIVERSE |
26.77 |
|
-0.16 |
|
1/8/1900 |
|
UNIVERSE |
21.22 |
|
-4.62 |
|
0.83 |
|
|
1.56 |
|
-4.91 |
|
|
2002 |
|
|
0.22 |
|
Calendar Year Returns |
|
1 Yr FUND |
8.38 |
|
POLICY |
24.36 |
|
-2.48 |
|
6.76 |
|
POLICY |
Incept |
|
-12.79 |
|
|
16.73 |
|
|
1.31 |
|
4 Yr |
|
2001 FUND |
-16.08 |
-0.1608 |
|
3.64 |
|
Fund |
|
UNIVERSE |
1 Yr |
|
20.43 |
|
4.21 |
|
1.73 |
|
36.46 |
|
-17 |
|
6.46 |
|
|
7 Yr |
|
-3.19 |
|
UNIVERSE |
8 |
|
4.41 |
|
S&P500 |
|
POLICY |
13.87 |
0.1387 |
|
2002 |
|
3 Yr |
|
2003 2002 2001 2000 1999 1998 1997
1996 1995 |
|
92 |
|
-22.21 |
|
Incept |
|
|
5.94 |
|
34 |
|
POLICY |
-22.1 |
-0.221 |
5 Yr |
5 Yr |
|
Diff |
|
78 |
|
-18.73 |
-0.1873 |
|
# of Negative Qtrs |
|
Returns in Up Markets |
|
48.99 |
|
-30.29 |
|
# of Negative Qtrs |
|
|
1/5/1900 |
|
-4.43 |
|
47 |
|
# of Negative Qtrs |
|
6/30/2004 |
|
19.11 |
0.1911 |
|
9 |
|
# of Positive Qtrs |
|
Fund |
|
22 |
|
2001 |
|
# of Positive Qtrs |
|
|
0.67 |
|
49 |
|
-15.02 |
|
# of Positive Qtrs |
|
Qtr |
|
24 |
|
-22.1 |
-0.221 |
|
Batting Average |
|
FR2000 |
|
59.78 |
|
28.96 |
|
Batting Average |
|
|
8 Yr |
|
4.53 |
|
-19.91 |
|
Batting Average |
|
1.66 |
|
26.2 |
|
19 |
|
Worst Qtr |
|
Ratio |
|
48.3 |
|
15.1 |
|
Worst Qtr |
|
|
1/9/1900 |
|
|
-1.89 |
|
-22.25 |
|
Worst Qtr |
|
1/1/1900 |
|
18.83 |
|
-15.91 |
|
Best Qtr |
|
1 Yr |
|
44.97 |
|
6 |
|
Best Qtr |
|
|
8.57 |
|
|
-4.53 |
|
-23.64 |
|
Best Qtr |
|
-0.06 |
|
17 |
|
2000 FUND |
-23 |
|
Range |
|
1/29/1900 |
|
41.61 |
|
-2.67 |
|
Range |
|
|
0.44 |
|
-5.53 |
|
-26.8 |
|
Range |
|
2004 |
|
14.44 |
|
UNIVERSE |
-25.5 |
|
Worst 4 Qtrs |
|
33.4 |
|
34.21 |
|
-14.89 |
|
Worst 4 Qtrs |
|
|
9 Yr |
|
-9.49 |
|
2001 |
|
Worst 4 Qtrs |
|
YTD |
|
11.13 |
|
N/A |
-28.94 |
|
Standard Deviation |
|
89.8 |
|
2000 |
|
Standard Deviation |
|
|
10.34 |
|
5 Yr |
|
2000 FUND |
-8.82 |
-0.0882 |
|
Standard Deviation |
|
1/1/1900 |
|
2 Yr |
|
-32.42 |
|
Beta |
|
3/31/2003 |
|
32.63 |
|
Beta |
|
|
10.46 |
|
0.19 |
0.0019 |
UNIVERSE |
26 |
|
Beta |
|
3.44 |
|
5.84 |
|
2001 |
|
Annualized Alpha |
|
Incept |
|
20.08 |
|
Annualized Alpha |
|
|
-0.12 |
|
25 |
|
POLICY |
-11.88 |
-0.1188 |
|
Annualized Alpha |
|
-2.39 |
|
69 |
|
-14.21 |
-0.1421 |
|
R-Squared |
|
36.5 |
|
11.34 |
|
R-Squared |
|
|
10 Yr |
|
5 Yr FUND |
-2.24 |
-0.0224 |
|
48 |
|
R-Squared |
|
2003 |
|
9.27 |
|
18 |
|
Sharpe Ratio |
|
49 |
|
2.49 |
|
Sharpe Ratio |
|
|
11.44 |
|
UNIVERSE |
52 |
|
0.69 |
|
Sharpe Ratio |
|
22.53 |
|
26 |
|
-11.88 |
-0.1188 |
|
Treynor Ratio |
|
74.4 |
|
-14.08 |
|
Treynor Ratio |
|
|
1/11/1900 |
|
POLICY |
6.35 |
|
-8.82 |
|
Treynor Ratio |
|
1/28/1900 |
|
|
12.98 |
|
2 |
|
Tracking Error |
|
Returns in Down Markets |
|
1999 |
|
Tracking Error |
|
|
-0.47 |
|
0.17 |
|
-12.07 |
|
Tracking Error |
|
-6.15 |
|
9.29 |
|
|
-12.27 |
|
Information Ratio |
|
Fund |
|
49.45 |
|
Information Ratio |
|
|
9/30/1992 |
|
-2.2 |
|
|
-13.76 |
|
|
Information Ratio |
|
2002 |
|
6.78 |
|
-15.3 |
|
Fund |
|
FR2000 |
|
5 Yr FUND |
|
29.79 |
|
|
Fund |
|
|
Incept |
|
-3.07 |
|
|
-19.6 |
|
Fund |
Fund |
|
-18.73 |
|
5.4 |
|
-19.4 |
|
5 |
|
Ratio |
|
N/A |
|
15.79 |
|
0 |
|
|
11.62 |
|
-5.96 |
|
|
2000 |
|
|
9 |
|
-22.1 |
|
3 Yr FUND |
2.85 |
|
|
-22.65 |
|
7 |
|
1 Yr |
|
|
|
5.54 |
|
|
5 |
|
|
11.15 |
|
6 Yr |
|
1999 FUND |
-15.65 |
-0.1565 |
|
11 |
|
3.37 |
|
UNIVERSE |
3 Yr |
|
-26.27 |
|
50 |
|
3/31/2003 |
|
-3.68 |
|
20 |
|
|
0.47 |
|
2.87 |
|
UNIVERSE |
96 |
|
Batting Average |
60 |
|
2001 |
|
POLICY |
-1.84 |
-0.0184 |
|
2000 |
|
-14.71 |
|
Incept |
|
1998 |
|
3.85 |
|
|
Calendar Year Returns |
|
24 |
|
POLICY |
-9.11 |
-0.0911 |
|
-15.47 |
|
-14.21 |
|
32 |
|
-0.8 |
|
10.56 |
|
18.23 |
|
14.47 |
|
|
Fund |
|
1.56 |
|
65 |
|
|
19.48 |
|
############################## |
|
-0.69 |
-0.0069 |
|
-7.05 |
|
25.27 |
|
|
|
4.91 |
|
10.62 |
|
|
S&P 500 |
|
43 |
|
15.56 |
|
|
34.95 |
|
-2.33 |
|
20 |
|
-11.72 |
|
-21.93 |
|
0.03 |
|
29.95 |
|
|
Diff |
|
7.33 |
|
0.06 |
|
|
-31.06 |
|
2000 1999 1998 1997 1996 1995 |
|
1.86 |
|
-16.14 |
|
13.65 |
|
-6.16 |
|
8.16 |
|
|
6/30/2004 |
|
2.67 |
|
-6.88 |
|
Standard Deviation |
16.57 |
|
Returns in Up Markets |
|
-1.08 |
|
-22.27 |
|
0.82 |
|
-12.27 |
|
Beta |
0.49 |
|
|
Qtr |
|
1.36 |
|
-9.62 |
|
Beta |
0.96 |
|
|
Fund |
|
-3.87 |
|
|
1999 |
|
-1.44 |
|
|
1997 |
|
Alpha |
12.01 |
0.1201 |
|
2.39 |
|
0.48 |
|
-15.34 |
|
Annualized Alpha |
2.45 |
0.0245 |
|
S&P500 |
|
-5.76 |
|
|
56.01 |
|
0.95 |
|
37.13 |
|
0.72 |
|
|
1.72 |
|
-2.3 |
|
1999 |
|
R-Squared |
0.91 |
|
Ratio |
|
-7.79 |
|
|
40.12 |
|
-0.25 |
|
31.48 |
|
4.35 |
|
|
0.67 |
|
7 Yr |
|
1998 FUND |
27.75 |
0.2775 |
|
-0.18 |
|
2 Yr |
|
4 Yr |
|
32.43 |
|
-4.21 |
|
25.91 |
|
72.39 |
|
|
2004 |
|
5.94 |
|
UNIVERSE |
18 |
|
-3.06 |
|
21.3 |
|
-6.16 |
|
26.37 |
|
4.2 |
|
20.09 |
|
8.35 |
|
|
YTD |
|
26 |
|
POLICY |
20.14 |
0.2014 |
|
4.92 |
|
30.5 |
|
23 |
|
19.99 |
|
-0.27 |
|
13.07 |
|
-1.5 |
|
|
3.39 |
|
5.27 |
|
53 |
|
0.49 |
|
69.8 |
|
-4.43 |
|
1998 |
|
S&P500 |
|
1996 |
|
FR2000 |
|
|
3.44 |
|
35 |
|
40.15 |
|
Policy |
S&P |
|
3 Yr |
|
13 |
|
49.36 |
|
4 |
|
34.75 |
|
0 |
|
|
-0.05 |
|
9.65 |
|
24.24 |
|
500 |
|
21.7 |
|
5 Yr FUND |
-3.03 |
|
37.1 |
|
8 |
|
25.3 |
|
5 |
|
|
2003 |
|
5.99 |
|
20.43 |
|
9 |
|
28.6 |
|
N/A |
-6.56 |
|
31.26 |
|
50 |
|
20.84 |
|
80 |
|
|
29.18 |
|
4.89 |
|
15.61 |
|
11 |
|
75.7 |
|
-9.69 |
|
26.52 |
|
-17.28 |
|
17.4 |
|
0.47 |
|
|
28.68 |
|
3.72 |
|
5.6 |
|
40 |
|
4 Yr |
|
-11.79 |
|
16.34 |
|
15.39 |
|
10.54 |
|
23.42 |
|
|
1/0/1900 |
|
0.95 |
|
1998 |
|
-17.28 |
|
22.2 |
|
-14.71 |
|
1997 |
|
32.67 |
|
22.95 |
|
|
2002 |
|
8 Yr |
|
26.36 |
|
15.39 |
|
28.3 |
|
5 Yr |
|
36.92 |
|
-24.76 |
|
33.37 |
|
|
-16.08 |
|
9.01 |
|
45 |
|
32.67 |
|
78.4 |
|
|
4.57 |
|
32.06 |
|
16.27 |
|
14.04 |
|
|
################################### |
|
22 |
|
29.62 |
|
-26.62 |
|
3/31/2000 |
|
-0.63 |
|
28.41 |
|
1 |
|
|
|
|
|
1 |
|
|
1/6/1900 |
|
8.57 |
|
19 |
|
Standard Deviation |
16.55 |
|
Incept |
|
-3.86 |
|
23.82 |
|
0 |
|
0 |
|
|
2001 |
|
26 |
|
35.85 |
|
1 |
|
22.2 |
|
-5.45 |
|
17.55 |
|
1 |
|
|
|
1 |
|
|
-8.82 |
|
11.69 |
|
28.5 |
|
0 |
|
28.3 |
|
-8.36 |
|
1996 |
|
-0.14 |
|
3.42 |
|
|
-11.88 |
|
8.61 |
|
25.14 |
|
1 |
|
78.4 |
|
6 Yr |
|
31.41 |
|
-2.3 |
|
48 |
|
|
3.06 |
|
7.87 |
|
17.48 |
|
-0.32 |
|
Returns in Down Markets |
|
7.4 |
|
23.23 |
|
0 |
|
0 |
|
|
2000 |
|
6.39 |
|
7.55 |
|
-5.37 |
|
Fund |
|
3.11 |
|
20.57 |
|
Diff |
|
Diff |
|
|
-15.65 |
|
4.07 |
|
1997 |
|
0 |
|
S&P500 |
|
0.39 |
|
17.81 |
|
1 |
|
0 |
|
|
-9.11 |
|
9 Yr |
|
32.63 |
|
Diff |
|
Ratio |
|
-1.51 |
|
11.91 |
|
-1 |
|
0 |
|
|
-6.54 |
|
10.34 |
|
29 |
|
0 |
|
2 Yr |
|
-3.77 |
|
0 |
|
-60 |
|
|
1999 |
|
25 |
|
33.5 |
|
0 |
|
-16.1 |
|
7 Yr |
|
2.57 |
|
3.38 |
|
|
27.75 |
|
10.46 |
|
18 |
|
20 |
|
-19.9 |
|
10.32 |
|
-4.83 |
|
-8.95 |
|
|
20.14 |
|
23 |
|
36.26 |
|
|
1.81 |
|
81.1 |
|
5.83 |
|
|
-7.4 |
|
QU. FUND |
|
|
|
|
-12.33 |
|
|
7.61 |
|
12.87 |
|
32.81 |
|
4.09 |
|
3 Yr |
|
4.32 |
|
|
2.83 |
|
UNIVERSE |
|
|
-3.42 |
|
|
1998 |
|
10.29 |
|
30.27 |
|
|
2.28 |
|
-36.1 |
|
2.49 |
|
|
-2.62 |
|
POLICY |
|
|
|
|
-5.88 |
|
|
26.36 |
|
9.36 |
|
25.81 |
|
-4.44 |
|
-40.8 |
|
0.37 |
|
-0.18 |
|
-0.51 |
|
|
29.62 |
|
8.05 |
|
15.95 |
|
0.02 |
|
88.5 |
|
8 Yr |
|
-1.44 |
|
12.01 |
|
|
-3.26 |
|
5.72 |
|
1996 |
|
-0.04 |
|
4 Yr |
|
12.11 |
|
-0.05 |
|
-0.28 |
|
|
1997 |
|
10 Yr |
|
20.54 |
|
2.45 |
|
-33.2 |
|
8.33 |
|
-0.11 |
|
0.93 |
|
|
32.63 |
|
11.44 |
|
61 |
|
-0.09 |
|
-34.5 |
|
6.66 |
|
-1.91 |
|
24.39 |
|
|
33.5 |
|
33 |
|
23.66 |
|
0.14 |
|
96 |
|
5.29 |
|
4.2 |
|
8.35 |
|
|
################################### |
|
11.91 |
|
23 |
|
2.31 |
|
3/31/2000 |
|
3.3 |
|
4 Yr |
|
|
|
|
1996 |
|
21 |
|
28.82 |
|
4.92 |
|
Incept |
|
# of Negative Qtrs |
|
|
20.54 |
|
13.77 |
|
23.34 |
|
10 Yr |
|
-29.7 |
|
# of Positive Qtrs |
|
|
23.66 |
|
11.64 |
|
21.69 |
|
|
# of Negative Qtrs |
|
-31.9 |
|
Batting Average |
|
|
-3.12 |
|
10.69 |
|
18.67 |
|
# of Positive Qtrs |
|
93.2 |
|
Worst Qtr |
|
|
1995 |
|
9.32 |
|
13.52 |
|
|
Batting Average |
|
Best Qtr |
|
|
27.6 |
|
6.82 |
|
Worst Qtr |
|
Range |
|
|
37.44 |
|
8.4 |
|
Best Qtr |
|
|
|
Worst 4 Qtrs |
|
|
|
|
-9.84 |
|
6.23 |
|
Range |
|
Standard Deviation |
|
|
Returns in Up Markets |
|
Worst 4 Qtrs |
|
Beta |
|
|
Fund |
|
Standard Deviation |
|
Annualized Alpha |
|
|
S&P 500 |
|
|
|
|
|
Beta |
|
|
|
R-Squared |
|
2002 FUND |
|
|
|
|
|
Ratio |
|
|
|
Annualized Alpha |
|
|
|
Sharpe Ratio |
|
UNIVERSE |
|
|
|
3 Yr |
|
|
|
|
|
R-Squared |
|
|
|
Treynor Ratio |
|
POLICY |
|
|
|
|
|
29.2 |
|
Sharpe Ratio |
|
Tracking Error |
|
|
28.6 |
|
|
|
Treynor Ratio |
|
Information Ratio |
|
|
102 |
|
Tracking Error |
|
Fund |
|
|
5 Yr |
|
Information Ratio |
|
7 |
|
|
32.4 |
|
Fund |
|
9 |
|
|
30 |
|
10 |
|
50 |
|
|
108 |
|
30 |
|
-14.71 |
|
|
10 Yr |
|
|
|
|
|
47.5 |
|
|
|
10.56 |
|
2001 FUND |
|
|
|
|
|
30.1 |
|
|
|
-15.47 |
|
|
|
25.27 |
|
UNIVERSE |
|
|
|
31.6 |
|
|
|
|
|
22.14 |
|
|
|
-30.23 |
|
POLICY |
|
|
|
|
|
95.3 |
|
37.61 |
|
15.38 |
|
|
9/30/1992 |
|
|
|
-31.06 |
|
0.88 |
|
|
Incept |
|
15.5 |
|
|
-2.39 |
|
|
28 |
|
0.96 |
|
0.92 |
|
|
27.8 |
|
0.11 |
|
|
|
-0.57 |
|
|
|
|
100.9 |
|
0.92 |
|
-9.95 |
|
|
Returns in Down Markets |
|
0.47 |
|
4.8 |
|
|
Fund |
|
|
|
|
|
7.58 |
|
|
|
-0.36 |
|
2000 FUND |
|
|
|
|
|
S&P 500 |
|
|
|
4.48 |
|
|
|
S&P500 |
|
UNIVERSE |
|
|
|
Ratio |
|
|
|
|
|
-0.1 |
|
|
|
7 |
|
POLICY |
|
|
|
|
|
3 Yr |
|
S&P |
|
9 |
|
|
-34.8 |
|
|
|
500 |
|
50 |
|
|
-40.8 |
|
10 |
|
-17.28 |
|
|
85.4 |
|
30 |
|
15.39 |
|
|
5 Yr |
|
52.5 |
|
32.67 |
|
|
-28.7 |
|
-17.28 |
|
-26.62 |
|
|
-31 |
|
21.13 |
|
16.77 |
|
|
92.7 |
|
|
|
|
|
38.41 |
|
|
|
1 |
|
1999 FUND |
|
|
|
|
|
10 Yr |
|
|
|
-26.62 |
|
|
|
0 |
|
N/A |
|
|
|
-29.9 |
|
|
|
|
|
15.5 |
|
|
|
1 |
|
|
|
|
|
|
|
-31.1 |
|
1 |
|
-0.42 |
|
|
96.2 |
|
|
|
0 |
|
-7.03 |
|
|
9/30/1992 |
|
1 |
|
0 |
|
|
Incept |
|
0.5 |
|
Diff |
|
|
-28.7 |
|
7.75 |
|
0 |
|
|
-29.6 |
|
0 |
|
0 |
|
|
97.2 |
|
Diff |
|
0 |
|
|
|
|
0 |
|
|
|
2.57 |
|
1998 FUND |
|
|
|
|
|
0 |
|
|
|
-4.83 |
|
N/A |
|
|
|
|
|
|
|
-5 |
|
|
|
-7.4 |
|
|
|
|
|
|
|
1.81 |
|
-3.61 |
|
|
|
|
|
|
1.01 |
|
-1.39 |
|
|
|
|
-0.8 |
|
-0.12 |
|
|
-4.44 |
|
-2.39 |
|
|
0 |
|
-0.08 |
|
|
-0.04 |
|
-0.15 |
|
|
0.11 |
|
-2.92 |
|
|
-0.08 |
|
4.8 |
|
|
Incept |
-0.03 |
|
Incept |
Incept |
|
|
|
|
-0.17 |
|
# of Negative Qtrs |
|
|
|
|
4.48 |
|
# of Positive Qtrs |
|
|
|
|
Incept |
|
Batting Average |
|
|
|
|
# of Negative Qtrs |
|
Worst Qtr |
|
|
# of Positive Qtrs |
|
Best Qtr |
|
|
Batting Average |
|
Range |
|
|
Worst Qtr |
|
Worst 4 Qtrs |
|
|
Best Qtr |
|
Standard Deviation |
|
|
Range |
|
Beta |
|
|
Worst 4 Qtrs |
|
Annualized Alpha |
|
|
Standard Deviation |
|
R-Squared |
|
|
Beta |
|
Sharpe Ratio |
|
|
Annualized Alpha |
|
Treynor Ratio |
|
|
R-Squared |
|
Tracking Error |
|
|
Sharpe Ratio |
|
Information Ratio |
|
|
Fund |
Treynor Ratio |
|
Fund |
Fund |
|
|
Tracking Error |
|
8 |
|
|
|
Information Ratio |
|
9 |
|
|
Batting Average |
Fund |
|
Batting Average |
52.94 |
|
|
|
11 |
|
|
-14.71 |
|
|
|
36 |
|
|
10.56 |
|
|
|
51.06 |
|
|
25.27 |
|
|
|
-15.47 |
|
|
-30.23 |
|
|
Standard Deviation |
22.14 |
|
Standard Deviation |
15.22 |
|
|
Beta |
37.61 |
|
Beta |
0.89 |
|
|
Annualized Alpha |
-31.06 |
-0.3106 |
|
Annualized Alpha |
-1.68 |
-0.0168 |
|
0 |
|
R-Squared |
14.67 |
|
R-Squared |
0.91 |
|
|
0.96 |
|
-0.57 |
|
|
0.9 |
|
-9.7 |
|
|
0.91 |
|
4.9 |
|
|
0.52 |
|
-0.22 |
|
|
Policy |
7.92 |
|
Policy |
S&P500 |
|
|
4.39 |
|
8 |
|
|
0.11 |
|
9 |
|
|
S&P |
|
47.06 |
|
|
500 |
|
-17.28 |
|
|
11 |
|
15.39 |
|
|
36 |
|
32.67 |
|
|
48.94 |
|
-26.62 |
|
|
Standard Deviation |
-17.28 |
|
Standard Deviation |
16.4 |
|
|
21.13 |
|
1 |
|
|
38.41 |
|
0 |
|
|
-26.62 |
|
1 |
|
|
14.59 |
|
-0.46 |
|
|
1 |
|
-7.57 |
|
|
0 |
|
0 |
|
|
1 |
|
Diff |
|
|
0.49 |
|
0 |
|
|
7.13 |
|
0 |
|
|
0 |
|
5.88 |
|
|
Diff |
|
2.57 |
|
|
0 |
|
-4.83 |
|
|
0 |
|
-7.4 |
|
|
2.12 |
|
-3.61 |
|
|
1.81 |
|
-1.18 |
|
|
1.01 |
|
-0.11 |
|
|
-0.8 |
|
-1.68 |
|
|
-4.44 |
|
-0.09 |
|
|
0.08 |
|
-0.11 |
|
|
-0.04 |
|
-2.13 |
|
|
0.9 |
|
4.9 |
|
|
-0.09 |
|
|
0.03 |
|
|
0.79 |
|
|
4.39 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|