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 |
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DHJ EQUITY RISK HERE |
LOCK |
EAGLE SMALL CAP EXECUTIVE HERE |
LOCK |
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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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1 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 |
Incept |
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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 |
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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 |
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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 |
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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 |
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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
March 31, 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 March
31, 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 March
31, 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 March 31,
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 March 31,
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 March 31, 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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-20.00% |
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-20.00% |
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Worst 4 Qtrs |
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Investment G/L |
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-20.00% |
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-30.00% |
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Worst 4 Qtrs |
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Investment G/L |
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0.00% |
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-30.00% |
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Worst 4 Qtrs |
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Ending Value |
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-10.00% |
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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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10.00% |
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-20.00% |
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Standard Deviation |
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3/31/2004 |
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0.00% |
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0.00% |
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Beta |
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3/31/2004 |
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0.00% |
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-10.00% |
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Beta |
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3/31/2004 |
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20.00% |
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-10.00% |
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Beta |
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Qtr |
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10.00% |
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10.00% |
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Annualized Alpha |
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Qtr |
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10.00% |
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0.00% |
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Annualized Alpha |
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Qtr |
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30.00% |
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0.00% |
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Annualized Alpha |
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65,370 |
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20.00% |
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20.00% |
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R-Squared |
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18,651 |
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20.00% |
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10.00% |
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R-Squared |
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6,517 |
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40.00% |
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10.00% |
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R-Squared |
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-3,716 |
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30.00% |
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30.00% |
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Sharpe Ratio |
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-20 |
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30.00% |
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20.00% |
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Sharpe Ratio |
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-13 |
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50.00% |
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20.00% |
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Sharpe Ratio |
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658 |
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40.00% |
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40.00% |
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Treynor Ratio |
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-111 |
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40.00% |
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30.00% |
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Treynor Ratio |
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251 |
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60.00% |
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30.00% |
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Treynor Ratio |
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62,312 |
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50.00% |
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50.00% |
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Tracking Error |
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18,521 |
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50.00% |
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40.00% |
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Tracking Error |
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6,755 |
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70.00% |
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40.00% |
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Tracking Error |
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2004 |
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60.00% |
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60.00% |
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Information Ratio |
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2004 |
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60.00% |
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50.00% |
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Information Ratio |
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2004 |
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80.00% |
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50.00% |
|
Information Ratio |
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YTD |
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1 Yr 2 Yr 3 Yr 4 Yr 5 Yr
6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
Qtr YTD 2003 2002 2001 2000 1999
1998 1997 1996 |
Fund |
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YTD |
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2 Qtrs |
|
60.00% |
|
Fund |
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YTD |
|
90.00% |
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60.00% |
|
Fund |
Fund |
|
|
65,370 |
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Trailing Returns through
March 31, 2004 |
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Calendar Year Returns |
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4 |
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18,651 |
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3 Qtrs |
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70.00% |
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1 |
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6,517 |
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Qtr YTD Incept |
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70.00% |
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0 |
|
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-3,716 |
|
Fund |
|
Fund |
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8 |
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-20 |
|
1 Yr |
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Qtr YTD 2003 2002 2001 2000 1999
1998 1997 1996 |
3 |
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-13 |
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Trailing Returns through March 31, 2004 |
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Qtr YTD 2003 2002 2001 2000 1999
1998 1997 1996 |
4 |
|
|
658 |
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Return |
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Return |
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58.33 |
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-111 |
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2 Yr |
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Calendar Year Returns |
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25 |
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251 |
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Fund |
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Calendar Year Returns |
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Batting Average |
0 |
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62,312 |
|
%-tile |
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%-tile |
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-15.47 |
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18,521 |
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3 Yr |
|
Fund |
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-0.6 |
|
6,755 |
|
Return |
|
Fund |
|
|
3.85 |
|
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9/30/1992 |
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S&P 500 |
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S&P 500 |
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14.77 |
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3/31/2000 |
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4 Yr |
|
Return |
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10.56 |
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3/31/2003 |
|
%-tile |
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Return |
|
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14.47 |
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|
Incept |
|
Return |
|
Return |
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30.24 |
|
Incept |
|
5 Yr |
|
%-tile |
|
11.16 |
|
Incept |
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FR2000 |
|
%-tile |
|
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10.62 |
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18,638 |
|
%-tile |
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%-tile |
|
-19.42 |
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10,795 |
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6 Yr |
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S&P500 |
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23.84 |
|
4,822 |
|
Return |
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FR2000 |
|
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41.17 |
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-16,808 |
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Universe |
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Universe |
|
16.29 |
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11,625 |
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7 Yr |
|
Return |
|
8.28 |
|
-46 |
|
%-tile |
|
Return |
|
Standard Deviation |
8.16 |
|
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60,482 |
|
5th %-tile |
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5th %-tile |
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0.93 |
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-3,899 |
|
8 Yr |
|
%-tile |
|
0.81 |
|
1,979 |
|
Universe |
|
%-tile |
|
Beta |
0.53 |
|
|
62,312 |
62,312,000 |
|
25th %-tile |
|
25th %-tile |
|
4.04 |
|
18,521 |
18,521,000 |
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Trailing Returns through March 31,
2004 |
|
Universe |
|
-3.11 |
|
6,755 |
6,755,000 |
|
5th %-tile |
|
Universe |
|
Annualized Alpha |
8.58 |
0.0858 |
|
Investment Policy |
|
50th %-tile |
|
50th %-tile |
|
0.93 |
|
Investment Policy |
|
Fund |
|
5th %-tile |
|
0.9 |
|
Investment Policy |
|
25th %-tile |
|
5th %-tile |
|
R-Squared |
0.68 |
|
|
Index |
|
75th %-tile |
|
75th %-tile |
|
0.17 |
|
Index |
|
Return |
|
QU. FUND |
25th %-tile |
#VALUE! |
|
2.76 |
|
Index |
|
50th %-tile |
|
25th %-tile |
|
4.92 |
|
|
S&P 500 |
|
95th %-tile |
|
95th %-tile |
|
2.97 |
|
S&P 500 |
|
%-tile |
|
UNIVERSE |
50th %-tile |
|
28.2 |
|
Russell 2000 |
|
75th %-tile |
|
50th %-tile |
|
75.79 |
|
|
Total |
|
1 Yr |
|
Qtr |
|
4.54 |
|
Total |
|
S&P500 |
|
POLICY |
75th %-tile |
#VALUE! |
|
3.24 |
|
Total |
|
95th %-tile |
|
75th %-tile |
|
7.58 |
|
|
Weight |
|
31.43 |
0.3143 |
QU. FUND |
0.98 |
0.0098 |
|
0.89 |
|
Weight |
|
Return |
|
95th %-tile |
|
-3.48 |
|
Weight |
|
Qtr |
|
95th %-tile |
|
|
-2.99 |
|
|
100 |
|
75 |
|
UNIVERSE |
81 |
|
S&P |
|
100 |
|
%-tile |
|
Qtr |
|
S&P500 |
|
100 |
|
3.85 |
|
Qtr. FUND |
Qtr |
|
Policy |
FR2000 |
|
|
100 |
|
35.12 |
0.3512 |
POLICY |
1.69 |
0.0169 |
|
500 |
|
100 |
|
Universe |
|
-0.6 |
-0.006 |
|
0 |
|
100 |
|
84 |
|
UNIVERSE |
3.85 |
0.0385 |
|
0 |
|
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Trailing Returns through March 31, 2004 |
|
1 Yr FUND |
39 |
|
50 |
|
4 |
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Trailing Returns through March 31,
2004 |
|
5th %-tile |
|
92 |
|
4 |
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Trailing Returns through March 31, 2004 |
|
6.26 |
|
POLICY |
84 |
|
4 |
|
|
Fund |
|
UNIVERSE |
46.22 |
|
4.69 |
|
8 |
|
Fund |
|
25th %-tile |
|
1.69 |
0.0169 |
|
75 |
|
Fund |
|
34 |
|
6.26 |
0.0626 |
|
100 |
|
|
S&P 500 |
|
POLICY |
37.64 |
|
2.55 |
|
41.67 |
|
S&P500 |
|
50th %-tile |
|
35 |
|
1.69 |
|
FR2000 |
|
8.77 |
|
34 |
|
6.26 |
|
|
Diff |
|
34.56 |
|
1.68 |
|
-17.28 |
|
Diff |
|
75th %-tile |
|
4.8 |
|
15.39 |
|
Diff |
|
6.87 |
|
8.77 |
|
23.42 |
|
|
1 Yr |
|
31.35 |
|
|
1.24 |
|
|
15.39 |
|
1 Yr |
|
95th %-tile |
|
|
2.11 |
|
13.7 |
|
1 Yr |
|
5.64 |
|
6.87 |
|
|
17.16 |
|
|
31.43 |
|
25.07 |
|
|
-0.36 |
|
32.67 |
|
1/23/1900 |
|
2 Qtrs |
|
|
1.21 |
|
35.12 |
|
2/10/1900 |
|
4.36 |
|
5.64 |
|
63.83 |
|
|
35.12 |
|
2 Yr |
|
|
YTD |
|
|
-24.76 |
|
35.12 |
|
8.3 |
|
|
0.61 |
|
9.66 |
|
63.83 |
|
2.51 |
|
4.36 |
|
Standard Deviation |
12.71 |
|
|
-3.69 |
|
2.91 |
|
0.98 |
|
16.85 |
|
-11.28 |
|
95 |
|
-1.1 |
|
1 |
|
-22.66 |
|
YTD |
|
2.51 |
|
1 |
|
|
2 Yr |
|
20 |
|
81 |
|
1 |
|
2 Yr |
|
14.08 |
|
YTD |
|
0 |
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
3.85 |
|
YTD |
|
0 |
|
|
2.91 |
|
0.83 |
|
1.69 |
|
0 |
|
############################## |
|
19 |
|
-0.6 |
|
1 |
|
3/31/2003 |
|
84 |
|
3.85 |
|
1 |
|
|
0.83 |
|
41 |
|
50 |
|
1 |
|
0.83 |
|
17.3 |
|
92 |
|
3.53 |
|
Incept |
|
6.26 |
|
84 |
|
4.94 |
|
|
2.08 |
|
6.66 |
|
4.69 |
|
-0.07 |
|
-2.5 |
|
13.46 |
|
1.69 |
|
34.12 |
|
41.17 |
|
34 |
|
6.26 |
|
62.83 |
|
|
3 Yr |
|
2.3 |
|
2.55 |
|
-1.26 |
|
3 Yr |
|
12.14 |
|
35 |
|
0 |
|
63.83 |
|
8.77 |
|
34 |
|
0 |
|
|
1/4/1900 |
|
0.54 |
|
1.68 |
|
0 |
|
-0.47 |
|
10.46 |
|
4.8 |
|
Diff |
|
-22.66 |
|
INCEPTION |
6.87 |
0.0687 |
|
8.77 |
|
Diff |
|
Incept ROR |
0.63 |
|
-0.89 |
|
1.24 |
|
Diff |
|
|
1/0/1900 |
|
8.17 |
|
2002 FUND |
2.11 |
0.0211 |
|
1 |
|
Calendar Year Returns |
|
UNIVERSE |
5.64 |
|
6.87 |
|
0 |
|
Fund |
4.02 |
|
-3.75 |
|
-0.36 |
|
0 |
|
|
-1.1 |
|
3 Qtrs |
|
UNIVERSE |
1.21 |
|
-1 |
|
Fund |
|
POLICY |
4.36 |
0.0436 |
|
5.64 |
|
0 |
|
Policy |
4 Yr |
|
3 Yr |
|
2003 |
|
0 |
|
|
4 Yr |
|
12.01 |
|
POLICY |
0.61 |
0.0061 |
|
-50 |
|
FR2000 |
|
2.51 |
|
4.36 |
|
-100 |
|
|
-4.35 |
|
4.65 |
0.0465 |
2002 FUND |
29.18 |
0.2918 |
|
16.66 |
|
############################## |
|
89 |
|
-1.1 |
|
-2.29 |
|
Diff |
|
Incept |
|
2.51 |
|
-2.41 |
|
|
-5.48 |
|
9 |
|
UNIVERSE |
29 |
|
1.81 |
|
############################## |
|
17.09 |
|
2003 |
|
-4.83 |
|
3/31/2004 |
|
41.17 |
|
2003 |
|
-8.95 |
|
|
1.13 |
|
0.63 |
0.0063 |
POLICY |
28.68 |
0.2868 |
|
-0.62 |
|
-1.1 |
|
33 |
|
22.53 |
0.2253 |
|
-2.54 |
|
Qtr |
|
96 |
|
59.11 |
|
-6.54 |
|
|
5 Yr |
|
3 Yr FUND |
41 |
|
34 |
|
-2.43 |
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
24.86 |
|
|
85 |
|
-11.28 |
|
3.85 |
|
|
63.83 |
|
45.79 |
|
-22.66 |
|
|
1.02 |
|
UNIVERSE |
6.89 |
|
35.07 |
|
5.34 |
|
3/31/2000 |
|
17.52 |
|
28.68 |
0.2868 |
|
-1.38 |
|
1/6/1900 |
|
16 |
|
40.3 |
|
-4.55 |
|
|
-1.22 |
|
POLICY |
1.67 |
|
29.63 |
|
-0.56 |
|
Incept |
|
15.89 |
|
37 |
|
-0.19 |
|
-2.41 |
|
76.67 |
|
36.49 |
|
-0.47 |
|
|
2.24 |
|
0.35 |
|
27.91 |
|
-0.07 |
|
-6.58 |
|
13.61 |
|
38.01 |
|
-3.11 |
|
2004 |
|
61.25 |
|
29.24 |
|
8.58 |
|
|
6 Yr |
|
-0.93 |
|
|
25.2 |
|
|
4.04 |
|
-5.48 |
|
10.48 |
|
2001 FUND |
30.97 |
|
-0.1 |
|
YTD |
|
3 Yr FUND |
56.32 |
|
2002 |
|
|
-0.32 |
|
|
3.06 |
|
-3.92 |
|
|
20.9 |
|
-0.07 |
|
-1.10 |
|
1 Yr |
|
UNIVERSE |
26.77 |
|
-0.77 |
|
1/3/1900 |
|
UNIVERSE |
50.27 |
|
-4.62 |
|
-0.02 |
|
|
1.85 |
|
4 Yr |
|
|
2002 |
|
|
0.24 |
|
Calendar Year Returns |
|
1 Yr FUND |
23.84 |
0.2384 |
POLICY |
24.36 |
|
-5.92 |
|
6.26 |
|
POLICY |
44.53 |
|
-12.79 |
|
|
12.96 |
|
|
1.21 |
|
-4.35 |
|
2001 FUND |
-16.08 |
-0.1608 |
|
4.23 |
|
Fund |
|
UNIVERSE |
94 |
|
20.43 |
|
3.24 |
|
-2.41 |
|
-17 |
|
7.58 |
|
|
7 Yr |
|
37 |
|
UNIVERSE |
8 |
|
4.54 |
|
S&P500 |
|
POLICY |
35.12 |
0.3512 |
|
2002 |
|
2 Yr |
|
2003 2002 2001 2000 1999 1998 1997
1996 1995 |
|
-22.21 |
|
|
8.17 |
|
-5.48 |
|
POLICY |
-22.1 |
-0.221 |
5 Yr |
5 Yr |
|
Diff |
|
26 |
|
-18.73 |
-0.1873 |
|
# of Negative Qtrs |
|
Returns in Up Markets |
|
-30.29 |
|
|
1/7/1900 |
|
49 |
|
47 |
|
# of Negative Qtrs |
|
3/31/2004 |
|
45.44 |
|
9 |
|
# of Positive Qtrs |
|
Fund |
|
2001 |
|
|
0.75 |
|
3.81 |
|
-15.02 |
|
# of Positive Qtrs |
|
Qtr |
|
35.21 |
|
-22.1 |
-0.221 |
|
Batting Average |
|
FR2000 |
|
28.96 |
|
|
8 Yr |
|
-2.09 |
|
-19.91 |
|
Batting Average |
|
-0.6 |
|
31.09 |
|
19 |
|
Worst Qtr |
|
Ratio |
|
15.1 |
|
|
1/9/1900 |
|
|
-5.61 |
|
-22.25 |
|
Worst Qtr |
|
1/1/1900 |
|
27.75 |
|
-15.91 |
|
Best Qtr |
|
3/31/2003 |
|
6 |
|
|
8.92 |
|
|
-6.74 |
|
-23.64 |
|
Best Qtr |
|
-2.29 |
|
23.27 |
|
2000 FUND |
-23 |
|
Range |
|
Incept |
|
-2.67 |
|
|
0.54 |
|
-10.38 |
|
-26.8 |
|
Range |
|
2004 |
|
2 Yr |
|
UNIVERSE |
-25.5 |
|
Worst 4 Qtrs |
|
41.2 |
|
-14.89 |
|
|
9 Yr |
|
5 Yr |
|
2001 |
|
Worst 4 Qtrs |
|
YTD |
|
-1.67 |
|
N/A |
-28.94 |
|
Standard Deviation |
|
63.8 |
|
2000 |
|
|
11.01 |
|
1.02 |
0.0102 |
2000 FUND |
-8.82 |
-0.0882 |
|
Standard Deviation |
|
############################## |
|
51 |
|
-32.42 |
|
Beta |
|
3/4/1900 |
|
32.63 |
|
|
11.36 |
|
28 |
|
UNIVERSE |
26 |
|
Beta |
|
1.69 |
|
0.83 |
|
2001 |
|
Annualized Alpha |
|
Returns in Down Markets |
|
20.08 |
|
|
-0.35 |
|
-1.22 |
-0.0122 |
POLICY |
-11.88 |
-0.1188 |
|
Annualized Alpha |
|
-2.29 |
|
30 |
|
-14.21 |
-0.1421 |
|
R-Squared |
|
Fund |
|
11.34 |
|
|
10 Yr |
|
5 Yr FUND |
52 |
|
48 |
|
R-Squared |
|
2003 |
|
5.12 |
|
18 |
|
Sharpe Ratio |
|
FR2000 |
|
2.49 |
|
|
11.43 |
|
UNIVERSE |
9.66 |
|
0.69 |
|
Sharpe Ratio |
|
22.53 |
|
1.45 |
|
-11.88 |
-0.1188 |
|
Treynor Ratio |
|
Ratio |
|
-14.08 |
|
|
1/11/1900 |
|
POLICY |
1.38 |
|
-8.82 |
|
Treynor Ratio |
|
1/28/1900 |
|
|
-1.62 |
|
Tracking Error |
|
3/31/2003 |
|
1999 |
|
|
-0.34 |
|
-1.18 |
|
-12.07 |
|
Tracking Error |
|
-6.15 |
|
-3.6 |
|
Information Ratio |
|
Incept |
|
49.45 |
|
|
9/30/1992 |
|
-2.09 |
|
|
-13.76 |
|
|
Information Ratio |
|
2002 |
|
-5.7 |
|
|
Fund |
|
5 Yr FUND |
|
29.79 |
|
|
|
Incept |
|
-4.94 |
|
|
-19.6 |
|
Fund |
Fund |
|
-18.73 |
|
3 Yr |
|
|
4 |
|
N/A |
|
15.79 |
|
|
11.66 |
|
6 Yr |
|
|
2000 |
|
|
9 |
|
-22.1 |
|
3 Yr FUND |
-0.47 |
-0.0047 |
|
|
4 |
|
|
|
5.54 |
|
|
|
11.24 |
|
3.06 |
|
1999 FUND |
-15.65 |
-0.1565 |
|
11 |
|
3.37 |
|
UNIVERSE |
36 |
|
50 |
|
-3.68 |
|
|
0.42 |
|
25 |
|
UNIVERSE |
96 |
|
Batting Average |
55 |
|
2001 |
|
POLICY |
0.63 |
0.0063 |
|
-14.71 |
|
1998 |
|
|
Calendar Year Returns |
|
1.85 |
|
POLICY |
-9.11 |
-0.0911 |
|
-15.47 |
|
-14.21 |
|
28 |
|
10.56 |
|
18.23 |
|
|
Fund |
|
44 |
|
65 |
|
|
19.48 |
|
############################## |
|
3.68 |
|
25.27 |
|
|
|
4.91 |
|
|
S&P 500 |
|
7.64 |
|
15.56 |
|
|
34.95 |
|
-2.33 |
|
0.91 |
|
-21.93 |
|
0.03 |
|
|
Diff |
|
2.97 |
|
0.06 |
|
|
-31.06 |
|
2000 1999 1998 1997 1996 1995 |
|
-2.05 |
|
14.51 |
|
-6.16 |
|
|
3/31/2004 |
|
1.62 |
|
-6.88 |
|
Standard Deviation |
16.81 |
|
Returns in Up Markets |
|
-3.86 |
|
0.82 |
|
-12.27 |
|
|
Qtr |
|
0.67 |
|
-9.62 |
|
Beta |
0.96 |
|
|
Fund |
|
-6.43 |
|
|
|
-2.51 |
|
|
1997 |
|
|
|
0.98 |
|
-2.03 |
|
-15.34 |
|
Annualized Alpha |
2.28 |
0.0228 |
|
S&P500 |
|
4 Yr |
|
|
|
0.95 |
|
37.13 |
|
|
1.69 |
|
7 Yr |
|
1999 |
|
R-Squared |
0.91 |
|
Ratio |
|
-6.58 |
|
|
|
-0.2 |
|
31.48 |
|
|
-0.71 |
|
8.17 |
|
1998 FUND |
27.75 |
0.2775 |
|
-0.14 |
|
1 Yr |
|
18 |
|
-3.6 |
|
25.91 |
|
|
2004 |
|
25 |
|
UNIVERSE |
18 |
|
-2.4 |
|
23.8 |
|
-5.48 |
|
4.5 |
|
20.09 |
|
|
YTD |
|
7.42 |
|
POLICY |
20.14 |
0.2014 |
|
4.98 |
|
35.1 |
|
13 |
|
-0.56 |
|
13.07 |
|
|
0.98 |
|
36 |
|
53 |
|
0.45 |
|
67.9 |
|
-3.16 |
|
S&P500 |
|
1996 |
|
|
1.69 |
|
11.91 |
|
40.15 |
|
Policy |
S&P |
|
2 Yr |
|
-7.8 |
|
3 |
|
34.75 |
|
|
-0.71 |
|
8.12 |
|
24.24 |
|
500 |
|
24.4 |
|
5 Yr FUND |
-10.62 |
|
5 |
|
25.3 |
|
|
2003 |
|
7.04 |
|
20.43 |
|
9 |
|
35.7 |
|
N/A |
-12.88 |
|
50 |
|
20.84 |
|
|
29.18 |
|
5.65 |
|
15.61 |
|
11 |
|
68.3 |
|
-15.73 |
|
-17.28 |
|
17.4 |
|
|
28.68 |
|
2.86 |
|
5.6 |
|
45 |
|
3 Yr |
|
5 Yr |
|
15.39 |
|
10.54 |
|
|
1/0/1900 |
|
8 Yr |
|
1998 |
|
-17.28 |
|
24.2 |
|
6.8 |
|
32.67 |
|
|
2002 |
|
9.46 |
|
26.36 |
|
15.39 |
|
31.2 |
|
0.19 |
|
-24.76 |
|
|
-16.08 |
|
20 |
|
45 |
|
32.67 |
|
77.7 |
|
|
-2.87 |
|
17.27 |
|
|
################################### |
|
8.92 |
|
29.62 |
|
-26.62 |
|
3/31/2000 |
|
-4.9 |
|
1 |
|
|
|
|
|
|
1/6/1900 |
|
25 |
|
19 |
|
Standard Deviation |
16.79 |
|
Incept |
|
-8.04 |
|
0 |
|
|
2001 |
|
11.91 |
|
35.85 |
|
1 |
|
24.2 |
|
6 Yr |
|
1 |
|
|
|
|
-8.82 |
|
8.87 |
|
28.5 |
|
0 |
|
31.2 |
|
7.42 |
|
-0.03 |
|
|
-11.88 |
|
8.22 |
|
25.14 |
|
1 |
|
77.7 |
|
3.26 |
|
-0.45 |
|
|
3.06 |
|
6.8 |
|
17.48 |
|
-0.27 |
|
Returns in Down Markets |
|
0.88 |
|
0 |
|
|
2000 |
|
4.05 |
|
7.55 |
|
-4.54 |
|
Fund |
|
-1.08 |
|
Diff |
|
|
-15.65 |
|
9 Yr |
|
1997 |
|
0 |
|
S&P500 |
|
-3.27 |
|
1 |
|
|
-9.11 |
|
11.01 |
|
32.63 |
|
Diff |
|
Ratio |
|
7 Yr |
|
-1 |
|
|
-6.54 |
|
32 |
|
29 |
|
0 |
|
1 Yr 2 Yr |
|
11.05 |
|
0 |
|
|
1999 |
|
11.36 |
|
33.5 |
|
0 |
|
-26.4 |
|
7.94 |
|
2.57 |
|
|
27.75 |
|
21 |
|
18 |
|
10 |
|
-30.6 |
|
6.16 |
|
-4.83 |
|
|
20.14 |
|
13.95 |
|
36.26 |
|
|
1.81 |
|
86.2 |
|
4.64 |
|
|
-7.4 |
|
QU. FUND |
|
|
|
|
|
7.61 |
|
11.11 |
|
32.81 |
|
4.09 |
|
3 Yr |
|
2.08 |
|
|
2.83 |
|
UNIVERSE |
|
|
|
1998 |
|
10.3 |
|
30.27 |
|
|
2.28 |
|
-36.1 |
|
8 Yr |
|
|
-2.76 |
|
POLICY |
|
|
|
|
|
26.36 |
|
8.79 |
|
25.81 |
|
-4.44 |
|
-40.8 |
|
12.22 |
|
-0.18 |
|
|
29.62 |
|
6.48 |
|
15.95 |
|
0.02 |
|
88.5 |
|
8.7 |
|
-2.51 |
|
|
-3.26 |
|
10 Yr |
|
1996 |
|
-0.04 |
|
3/31/2000 |
|
7.17 |
|
-0.05 |
|
|
1997 |
|
11.43 |
|
20.54 |
|
2.28 |
|
Incept |
|
5.68 |
|
-0.17 |
|
|
32.63 |
|
27 |
|
61 |
|
-0.09 |
|
-29.7 |
|
3.66 |
|
-3.15 |
|
|
33.5 |
|
11.77 |
|
23.66 |
|
0.13 |
|
-31.9 |
|
4.5 |
|
|
################################### |
|
20 |
|
23 |
|
2.14 |
|
4/2/1900 |
|
3 Yr |
|
|
|
|
1996 |
|
13.52 |
|
28.82 |
|
4.98 |
|
# of Negative Qtrs |
|
|
20.54 |
|
11.46 |
|
23.34 |
|
10 Yr |
|
# of Positive Qtrs |
|
|
23.66 |
|
10.59 |
|
21.69 |
|
|
# of Negative Qtrs |
|
Batting Average |
|
|
-3.12 |
|
8.92 |
|
18.67 |
|
# of Positive Qtrs |
|
Worst Qtr |
|
|
1995 |
|
6.61 |
|
13.52 |
|
|
Batting Average |
|
Best Qtr |
|
|
27.6 |
|
9.87 |
|
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 |
|
|
|
|
|
32.6 |
|
Sharpe Ratio |
|
Tracking Error |
|
|
31.2 |
|
|
|
Treynor Ratio |
|
Information Ratio |
|
|
104.5 |
|
Tracking Error |
|
Fund |
|
|
5 Yr |
|
Information Ratio |
|
5 |
|
|
34.4 |
|
Fund |
|
7 |
|
|
32.5 |
|
10 |
|
58.33 |
|
|
105.9 |
|
30 |
|
-14.71 |
|
|
10 Yr |
|
|
|
|
|
47.5 |
|
|
|
10.56 |
|
2001 FUND |
|
|
|
|
|
30.1 |
|
|
|
-15.47 |
|
|
|
25.27 |
|
UNIVERSE |
|
|
|
31.3 |
|
|
|
|
|
22.14 |
|
|
|
-21.93 |
|
POLICY |
|
|
|
|
|
95.9 |
|
37.61 |
|
14.53 |
|
|
9/30/1992 |
|
|
|
-31.06 |
|
0.84 |
|
|
Incept |
|
15.48 |
|
|
-1.14 |
|
|
28.6 |
|
0.95 |
|
0.95 |
|
|
28.4 |
|
0.25 |
|
|
|
-0.16 |
|
|
|
|
100.5 |
|
0.92 |
|
-2.81 |
|
|
Returns in Down Markets |
|
0.46 |
|
4.28 |
|
|
Fund |
|
|
|
|
|
7.57 |
|
|
|
-0.26 |
|
2000 FUND |
|
|
|
|
|
S&P 500 |
|
|
|
4.55 |
|
|
|
S&P500 |
|
UNIVERSE |
|
|
|
Ratio |
|
|
|
|
|
-0.07 |
|
|
|
4 |
|
POLICY |
|
|
|
|
|
3 Yr |
|
S&P |
|
8 |
|
|
-34.8 |
|
|
|
500 |
|
41.67 |
|
|
-40.8 |
|
10 |
|
-17.28 |
|
|
85.4 |
|
30 |
|
15.39 |
|
|
5 Yr |
|
52.5 |
|
32.67 |
|
|
-28.7 |
|
-17.28 |
|
-24.76 |
|
|
-31 |
|
21.13 |
|
16.85 |
|
|
92.7 |
|
|
|
|
|
38.41 |
|
|
|
1 |
|
1999 FUND |
|
|
|
|
|
10 Yr |
|
|
|
-26.62 |
|
|
|
0 |
|
N/A |
|
|
|
-29.9 |
|
|
|
|
|
15.52 |
|
|
|
1 |
|
|
|
|
|
|
|
-31.1 |
|
1 |
|
-0.07 |
|
|
96.2 |
|
|
|
0 |
|
-1.26 |
|
|
9/30/1992 |
|
1 |
|
0 |
|
|
Incept |
|
0.49 |
|
Diff |
|
|
-28.7 |
|
7.53 |
|
1 |
|
|
-29.6 |
|
0 |
|
-1 |
|
|
97.2 |
|
Diff |
|
16.66 |
|
|
|
|
0 |
|
|
|
2.57 |
|
1998 FUND |
|
|
|
|
|
0 |
|
|
|
-4.83 |
|
N/A |
|
|
|
|
|
|
|
-5 |
|
|
|
-7.4 |
|
|
|
|
|
|
|
1.81 |
|
2.83 |
|
|
|
|
|
|
1.01 |
|
-2.32 |
|
|
|
|
-0.8 |
|
-0.16 |
|
|
-4.44 |
|
-1.14 |
|
|
-0.04 |
|
-0.05 |
|
|
-0.05 |
|
-0.09 |
|
|
0.25 |
|
-1.55 |
|
|
-0.08 |
|
4.28 |
|
|
Incept |
-0.03 |
|
Incept |
Incept |
|
|
|
|
0.04 |
|
# of Negative Qtrs |
|
|
|
|
4.55 |
|
# 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 |
|
8 |
|
|
Batting Average |
Fund |
|
Batting Average |
56.25 |
|
|
|
11 |
|
|
-14.71 |
|
|
|
35 |
|
|
10.56 |
|
|
|
50 |
|
|
25.27 |
|
|
|
-15.47 |
|
|
-30.23 |
|
|
Standard Deviation |
22.14 |
|
Standard Deviation |
15.58 |
|
|
Beta |
37.61 |
|
Beta |
0.88 |
|
|
Annualized Alpha |
-31.06 |
-0.3106 |
|
Annualized Alpha |
-1.84 |
-0.0184 |
|
0 |
|
R-Squared |
14.8 |
|
R-Squared |
0.91 |
|
|
0.96 |
|
-0.61 |
|
|
0.86 |
|
-10.77 |
|
|
0.91 |
|
5.04 |
|
|
0.51 |
|
-0.22 |
|
|
Policy |
7.89 |
|
Policy |
S&P500 |
|
|
4.43 |
|
8 |
|
|
0.09 |
|
8 |
|
|
S&P |
|
43.75 |
|
|
500 |
|
-17.28 |
|
|
11 |
|
15.39 |
|
|
35 |
|
32.67 |
|
|
50 |
|
-26.62 |
|
|
Standard Deviation |
-17.28 |
|
Standard Deviation |
16.83 |
|
|
21.13 |
|
1 |
|
|
38.41 |
|
0 |
|
|
-26.62 |
|
1 |
|
|
14.72 |
|
-0.5 |
|
|
1 |
|
-8.38 |
|
|
0 |
|
0 |
|
|
1 |
|
Diff |
|
|
0.49 |
|
0 |
|
|
7.15 |
|
0 |
|
|
0 |
|
12.5 |
|
|
Diff |
|
2.57 |
|
|
0 |
|
-4.83 |
|
|
0 |
|
-7.4 |
|
|
0 |
|
-3.61 |
|
|
1.81 |
|
-1.25 |
|
|
1.01 |
|
-0.12 |
|
|
-0.8 |
|
-1.84 |
|
|
-4.44 |
|
-0.09 |
|
|
0.08 |
|
-0.11 |
|
|
-0.04 |
|
-2.39 |
|
|
0.86 |
|
5.04 |
|
|
-0.09 |
|
|
0.02 |
|
|
0.74 |
|
|
4.43 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|