HOLLYWOOD POLICE PDF |
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TOTAL FUND EXECUTIVE HERE |
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TOTAL FUND UNIVERSE HERE |
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TOTAL FUND RISK MEASURES |
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TOTAL EQUITY EXECUTIVE HERE |
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TOTAL EQUITY UNIVERSE HERE |
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TOTAL EQUITY RISK HERE |
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TOTAL FIXED EXECUTIVE HERE |
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TOTAL FIXED UNIVERSE HERE |
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TOTAL FIXED RISK MEAS. HERE |
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START @B3 |
Hollywood Police Pension Fund |
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START @E3 |
Leesburg Police Officers' Pension Plan |
% |
START @H3 |
Hollywood Police Pension Fund |
% |
START @K3 |
Hollywood Police Pension Fund |
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START @N3 |
Leesburg Police Officers' Pension Plan |
% |
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Hollywood Police Pension Fund |
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Hollywood Police Pension Fund |
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Leesburg Police Officers' Pension
Plan |
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Hollywood Police Pension Fund |
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Total Fund |
Total Gross Returns
(Inverness + DHJ + Eagle + Israeli Bonds) |
Total Fund |
Total Return (Eagle + SEI) |
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Total Fund |
Total Gross Returns (Inverness + DHJ
+ Eagle + Israeli Bonds) |
Total Equity |
Total Equity Returns |
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Total Equity |
Combined Equity |
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Total Equity Returns |
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INVERNESS Bond Returns |
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Eagle Asset Management Bonds |
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INVERNESS Bond Returns |
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Executive Summary |
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Universe |
Universe Comparisons |
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Risk Measures |
Risk Measures |
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Executive Summary |
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Universe |
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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1 |
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19%BLCG 19%BLCV 10%BSC 7%IE 40%BFI
5%GMM |
20 |
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33 |
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34.5% BLCG, 34.5% BLCV, 18% BSC, 13%
IE |
41 |
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23 |
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Broad Fixed |
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31 |
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Inception date is September 30, 1992 |
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6 |
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3 Yr |
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Inception date is September 30, 1992 |
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20 |
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3 Yr |
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Inception date is September 30, 1992 |
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20 |
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3 Yr |
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All dollar values are shown in
thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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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 |
|
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
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 December 31, 1995 to June
30, 2003 |
Batting Average |
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Returns are gross of fees. |
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Incept is December 31, 1995 to June
30, 2003 |
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Batting Average |
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Returns are gross of fees. |
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Incept is December 31, 1995 to June
30, 2003 |
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Batting Average |
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Account Reconciliation |
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Trailing Returns through June 30,
2003 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through June 30,
2003 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through June 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 |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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Worst 4 Qtrs |
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Ending Value |
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Index |
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Standard Deviation |
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Ending Value |
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Index |
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Standard Deviation |
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Ending Value |
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LBGC |
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Standard Deviation |
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9/30/2003 |
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Return |
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Beta |
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9/30/2003 |
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Return |
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Beta |
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9/30/2003 |
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Return |
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Beta |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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Qtr |
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%-tile |
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Annualized Alpha |
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146,067 |
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Universe |
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R-Squared |
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77,457 |
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Universe |
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R-Squared |
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56,247 |
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Universe |
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R-Squared |
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49 |
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5th %-tile |
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Sharpe Ratio |
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1,974 |
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5th %-tile |
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Sharpe Ratio |
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-1,078 |
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5th %-tile |
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Sharpe Ratio |
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2,776 |
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25th %-tile |
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Treynor Ratio |
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2,452 |
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25th %-tile |
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Treynor Ratio |
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295 |
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25th %-tile |
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Treynor Ratio |
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148,892 |
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50th %-tile |
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Tracking Error |
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81,882 |
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50th %-tile |
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Tracking Error |
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55,464 |
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50th %-tile |
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Tracking Error |
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2003 |
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75th %-tile |
|
Information Ratio |
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2003 |
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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 |
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Fund |
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YTD |
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95th %-tile |
|
Fund |
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YTD |
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95th %-tile |
|
Fund |
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137,768 |
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2 Qtrs |
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5 |
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62,107 |
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2 Qtrs |
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6 |
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56,988 |
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2 Qtrs |
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0 |
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-1,993 |
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8.39 |
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7 |
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9,868 |
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12.31 |
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6 |
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-4,613 |
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4.44 |
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12 |
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13,117 |
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46 |
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66.67 |
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9,907 |
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65 |
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58.33 |
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3,088 |
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37 |
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58.33 |
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148,892 |
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9.34 |
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-5.87 |
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81,882 |
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13.02 |
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-15 |
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55,464 |
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5.23 |
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0.07 |
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9/30/1992 |
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30 |
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7.4 |
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9/30/1992 |
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50 |
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13.48 |
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9/30/1992 |
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29 |
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4.93 |
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Incept |
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13.48 |
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13.27 |
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Incept |
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17.59 |
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28.48 |
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Incept |
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16.11 |
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4.86 |
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59,084 |
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9.71 |
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-13.09 |
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18,638 |
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14.43 |
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-31.03 |
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36,929 |
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5.92 |
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5.62 |
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2,870 |
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8.24 |
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8.48 |
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14,529 |
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13.01 |
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17.87 |
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-16,720 |
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3.67 |
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3.99 |
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86,938 |
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7.24 |
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0.89 |
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48,715 |
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11.77 |
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0.96 |
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35,255 |
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1.98 |
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0.89 |
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148,892 |
148,892,000 |
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6.22 |
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-0.29 |
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81,882 |
81,882,000 |
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9.97 |
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0.31 |
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55,464 |
55,464,000 |
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0.87 |
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1.46 |
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Investment Policy |
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3 Qtrs |
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0.91 |
|
Investment Policy |
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3 Qtrs |
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0.94 |
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Investment Policy |
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3 Qtrs |
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0.98 |
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Index |
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12.47 |
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-0.45 |
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Index |
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20.72 |
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-0.67 |
|
Index |
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5.39 |
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1.77 |
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S&P 500 |
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53 |
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-4.33 |
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S&P 500 |
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29 |
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-12.45 |
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Lehman Gov/Credit-Intermediate |
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45 |
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7.92 |
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Lehman Gov/Credit-Intermediate |
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14.88 |
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2.75 |
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Russell 2000 |
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21.64 |
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4.57 |
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Lehman Gov/Credit Bond |
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7.05 |
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0.79 |
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Lehman Gov/Credit Bond |
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26 |
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-0.06 |
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Total |
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23 |
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0.14 |
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Total |
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29 |
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0.63 |
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Russell 2000 |
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20.79 |
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Index |
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Weight |
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25.8 |
|
Index |
|
Weight |
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23.53 |
|
Index |
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Weight |
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14.95 |
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6 |
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92.6 |
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21.31 |
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6 |
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50 |
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7.64 |
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2 |
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50 |
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12.6 |
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6 |
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7.4 |
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18.87 |
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6 |
|
50 |
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4.94 |
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10 |
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|
23 |
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11.34 |
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33.33 |
|
100 |
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16.76 |
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41.67 |
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100 |
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2.91 |
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41.67 |
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23 |
|
9.78 |
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-7.33 |
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Trailing Returns through September
30, 2003 |
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14.58 |
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-17.28 |
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Trailing Returns through September
30, 2003 |
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1.64 |
|
-0.35 |
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|
4 |
|
1 Yr |
|
9.96 |
|
Fund |
|
1 Yr |
|
15.98 |
|
Fund |
|
1 Yr |
|
5.11 |
|
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Trailing Returns through
September 30, 2003 |
1 Yr FUND |
3.03 |
0.0303 |
|
17.29 |
|
Index |
|
1 Yr FUND |
-3.54 |
-0.0354 |
|
33.26 |
|
Index |
|
1 Yr FUND |
11.26 |
0.1126 |
|
5.46 |
|
|
Fund |
|
UNIVERSE |
52 |
|
-9.93 |
|
Diff |
|
UNIVERSE |
81 |
|
-26.62 |
|
Diff |
|
UNIVERSE |
30 |
|
4.9 |
|
|
Index |
|
POLICY |
5.65 |
0.0565 |
|
9.1 |
|
1 Yr |
|
POLICY |
-0.31 |
-0.0031 |
|
18.01 |
|
1 Yr |
|
POLICY |
13.14 |
0.1314 |
|
4.44 |
|
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Diff |
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19 |
|
1 |
|
20.44 |
|
38 |
|
1 |
|
7.39 |
|
21 |
|
1 |
|
|
1 Yr |
|
7.92 |
|
0 |
|
25.6 |
|
5.79 |
|
0 |
|
6.26 |
|
19.77 |
|
0 |
|
|
13.14 |
|
5.05 |
|
1 |
|
-5.16 |
|
0.7 |
|
1 |
|
1.13 |
|
11.93 |
|
1 |
|
|
16.76 |
|
3.13 |
|
-0.4 |
|
2 Yr |
|
-1.24 |
|
-0.7 |
|
2 Yr |
|
9.34 |
|
1.48 |
|
|
-3.62 |
|
1.73 |
|
-3.68 |
|
4.14 |
|
-3.1 |
|
-12.57 |
|
8.08 |
|
5.74 |
|
6.55 |
|
|
2 Yr |
|
-0.33 |
|
0 |
|
-0.06 |
|
-5.04 |
|
0 |
|
7.45 |
|
2.71 |
|
0 |
|
|
5.46 |
|
2 Yr |
|
Diff |
|
4.2 |
|
2 Yr |
|
Diff |
|
1/0/1900 |
|
2 Yr |
|
Diff |
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|
3.87 |
|
-0.86 |
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-1 |
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3 Yr |
|
-8.42 |
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0 |
|
3 Yr |
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10.06 |
|
-2 |
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1.59 |
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41 |
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1 |
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-9.22 |
|
92 |
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0 |
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9.78 |
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13 |
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2 |
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3 Yr |
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0.13 |
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33.34 |
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-9.84 |
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-8.02 |
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|
16.66 |
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9.28 |
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10.66 |
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16.66 |
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-1.12 |
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22 |
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1.46 |
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0.62 |
|
91 |
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2.28 |
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0.5 |
|
9 |
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0.42 |
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-0.95 |
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1.8 |
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-2.56 |
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4 Yr |
|
0.61 |
|
-2.5 |
|
4 Yr |
|
11.39 |
|
-0.18 |
|
|
-0.17 |
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-0.08 |
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-4.02 |
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-3.26 |
|
-2.65 |
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-4.78 |
|
8.88 |
|
9.1 |
|
-0.6 |
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4 Yr |
|
-1.21 |
|
-3.16 |
|
-4.55 |
|
-4.62 |
|
-4.41 |
|
8.57 |
|
7.75 |
|
0.72 |
|
|
2.17 |
|
-2.29 |
|
-0.62 |
|
1.29 |
|
-6.44 |
|
-0.14 |
|
0.31 |
|
5.96 |
|
-0.45 |
|
|
1.65 |
|
-3.98 |
|
-0.11 |
|
5 Yr |
|
-8.89 |
|
-0.04 |
|
5 Yr |
|
2.92 |
|
-0.11 |
|
|
0.52 |
|
3 Yr |
|
-0.29 |
|
2.73 |
|
3 Yr |
|
0.31 |
|
6.96 |
|
3 Yr |
|
1.46 |
|
|
5 Yr |
|
3 YR FUND |
-0.13 |
-0.0013 |
|
-0.09 |
|
1.19 |
|
3 YR FUND |
-8.13 |
-0.0813 |
|
-0.06 |
|
6.69 |
|
3 YR FUND |
10.74 |
0.1074 |
|
-0.02 |
|
|
4.54 |
|
UNIVERSE |
36 |
|
-0.05 |
|
1.54 |
|
UNIVERSE |
94 |
|
0.03 |
|
0.27 |
|
UNIVERSE |
8 |
|
0.29 |
|
|
3.79 |
|
POLICY |
-0.79 |
-0.0079 |
|
-0.65 |
|
6 Yr |
|
POLICY |
-9.75 |
-0.0975 |
|
0.12 |
|
6 Yr |
|
POLICY |
10.82 |
0.1082 |
|
1.37 |
|
|
0.75 |
|
46 |
|
2.75 |
|
3.36 |
|
98 |
|
4.57 |
|
7.72 |
|
8 |
|
0.79 |
|
|
6 Yr |
|
3 |
|
5 Yr |
5 Yr |
|
2.63 |
|
2.93 |
|
5 Yr |
5 Yr |
|
7.5 |
|
11.29 |
|
5 Yr |
5 Yr |
|
|
5.29 |
|
0.6 |
|
# of Negative Qtrs |
|
0.73 |
|
-0.63 |
|
# of Negative Qtrs |
|
0.22 |
|
9.48 |
|
# of Negative Qtrs |
|
|
4.76 |
|
-1.05 |
|
# of Positive Qtrs |
|
7 Yr |
|
-2.81 |
|
# of Positive Qtrs |
|
7 Yr |
|
8.24 |
|
# of Positive Qtrs |
|
|
0.53 |
|
-2.47 |
|
Batting Average |
|
7.4 |
|
-5.21 |
|
Batting Average |
|
7.93 |
|
6.16 |
|
Batting Average |
|
|
7 Yr |
|
-4.99 |
|
Worst Qtr |
|
7.35 |
|
-8.74 |
|
Worst Qtr |
|
7.7 |
|
2.14 |
|
Worst Qtr |
|
|
7.41 |
|
4 Yr |
|
Best Qtr |
|
1/0/1900 |
|
4 Yr |
|
Best Qtr |
|
1/0/1900 |
|
4 Yr |
|
Best Qtr |
|
|
6.88 |
|
0.99 |
|
Range |
|
8 Yr |
|
-4.68 |
|
Range |
|
8 Yr |
|
8.94 |
|
Range |
|
|
1/0/1900 |
|
51 |
|
Worst 4 Qtrs |
|
1/8/1900 |
|
99 |
|
Worst 4 Qtrs |
|
7.55 |
|
10 |
|
Worst 4 Qtrs |
|
|
8 Yr |
|
1.21 |
|
Standard Deviation |
|
9 |
|
-5.25 |
|
Standard Deviation |
|
7.33 |
|
9.15 |
|
Standard Deviation |
|
|
1/7/1900 |
|
44 |
|
Beta |
|
-0.1 |
|
99 |
|
Beta |
|
0.22 |
|
8 |
|
Beta |
|
|
7.42 |
|
3.83 |
|
Annualized Alpha |
|
9 Yr |
|
4.87 |
|
Annualized Alpha |
|
9 Yr |
|
9.69 |
|
Annualized Alpha |
|
|
0.57 |
|
2.16 |
|
R-Squared |
|
10.48 |
|
2.51 |
|
R-Squared |
|
8.22 |
|
8.08 |
|
R-Squared |
|
|
9 Yr |
|
1 |
|
Sharpe Ratio |
|
11.11 |
|
0.63 |
|
Sharpe Ratio |
|
7.93 |
|
7.16 |
|
Sharpe Ratio |
|
|
9.03 |
|
-0.16 |
|
Treynor Ratio |
|
-0.63 |
|
-0.97 |
|
Treynor Ratio |
|
0.29 |
|
5.72 |
|
Treynor Ratio |
|
|
8.6 |
|
-2.3 |
|
Tracking Error |
|
10 Yr |
|
-3.46 |
|
Tracking Error |
|
10 Yr |
|
1.18 |
|
Tracking Error |
|
|
0.43 |
|
5 Yr |
|
Information Ratio |
|
1/9/1900 |
|
5 Yr |
|
Information Ratio |
|
6.97 |
|
5 Yr |
|
Information Ratio |
|
|
10 Yr |
|
5 YR FUND |
2.69 |
0.0269 |
Fund |
Fund |
|
1/10/1900 |
|
5 YR FUND |
-0.66 |
-0.0066 |
Fund |
Fund |
|
6.79 |
|
5 YR FUND |
7.68 |
0.0768 |
Fund |
Fund |
|
|
8.12 |
|
UNIVERSE |
45 |
|
7 |
|
-0.59 |
|
UNIVERSE |
90 |
|
9 |
|
0.18 |
|
UNIVERSE |
9 |
|
2 |
|
|
1/7/1900 |
|
POLICY |
3.21 |
0.0321 |
|
13 |
|
9/30/1992 |
|
POLICY |
-1.05 |
-0.0105 |
|
11 |
|
9/30/1992 |
|
POLICY |
7.83 |
0.0783 |
|
18 |
|
|
0.34 |
|
30 |
|
Batting Average |
60 |
|
Incept |
|
93 |
|
Batting Average |
60 |
|
Incept |
|
8 |
|
Batting Average |
60 |
|
|
9/30/1992 |
|
4.91 |
|
|
-5.87 |
|
10.82 |
|
5.93 |
|
|
-15 |
|
7.18 |
|
8.14 |
|
|
-0.99 |
|
|
Incept |
|
3.47 |
|
|
11.41 |
|
10.64 |
|
3.49 |
|
|
22.14 |
|
1/7/1900 |
|
6.9 |
|
|
4.93 |
|
|
8.79 |
|
2.49 |
|
|
17.28 |
|
0.18 |
|
1.99 |
|
|
37.14 |
|
0.12 |
|
6.26 |
|
|
5.92 |
|
|
8.02 |
|
1.54 |
|
|
-13.09 |
|
Calendar Year Returns |
|
0.6 |
|
|
-31.03 |
-0.3103 |
|
Calendar Year Returns |
|
5.32 |
|
|
-0.66 |
|
|
0.77 |
|
-0.41 |
|
Standard Deviation |
8.76 |
|
Fund |
|
-1.68 |
|
Standard Deviation |
17.16 |
|
Fund |
|
0.51 |
|
Standard Deviation |
3.71 |
|
|
Calendar Year Returns |
|
6 Yr |
|
Beta |
0.94 |
|
Index |
|
6 Yr |
|
Beta |
0.95 |
|
Index |
|
6 Yr |
|
Beta |
0.93 |
|
|
Fund |
|
5.05 |
|
Annualized Alpha |
0.96 |
0.0096 |
|
Diff |
|
3.63 |
|
Annualized Alpha |
1.61 |
|
Diff |
|
8.1 |
|
Annualized Alpha |
0.73 |
0.0073 |
|
Index |
|
42 |
|
R-Squared |
0.91 |
|
9/30/2003 |
|
71 |
|
R-Squared |
0.93 |
|
9/30/2003 |
|
9 |
|
R-Squared |
0.97 |
|
|
Diff |
|
5.64 |
|
0.1 |
|
Qtr |
|
3.22 |
|
-0.06 |
|
Qtr |
|
8.4 |
|
0.88 |
|
|
9/30/2003 |
|
26 |
|
0.91 |
|
3.12 |
|
78 |
|
-1 |
|
0.51 |
|
7 |
|
3.53 |
|
|
Qtr |
|
7.31 |
|
2.68 |
|
3.12 |
|
7.96 |
|
4.63 |
|
-0.26 |
|
8.59 |
|
0.73 |
|
|
1.9 |
|
5.68 |
|
0.28 |
|
0 |
|
5.87 |
|
0.33 |
|
0.77 |
|
7.34 |
|
0.37 |
|
|
1.61 |
|
4.8 |
|
Policy |
Index |
|
2003 |
|
4.77 |
|
Policy |
Index |
|
2003 |
|
6.68 |
|
Policy |
Index |
|
|
0.29 |
|
4.11 |
|
8 |
|
YTD |
|
3.35 |
|
9 |
|
YTD |
|
5.68 |
|
5 |
|
|
2003 |
|
2.43 |
|
12 |
|
14.76 |
|
1.37 |
|
11 |
|
1/5/1900 |
|
2.37 |
|
15 |
|
|
YTD |
|
7 Yr |
|
40 |
|
15.83 |
|
7 Yr |
|
40 |
|
4.47 |
|
7 Yr |
|
40 |
|
|
9.67 |
|
6.92 |
|
-7.33 |
|
-1.07 |
|
7.5 |
|
-17.28 |
|
1.11 |
|
8.06 |
|
-0.74 |
|
|
10.64 |
|
26 |
|
10.4 |
|
2002 |
|
47 |
|
21.3 |
|
2002 |
|
10 |
|
5.11 |
|
|
-0.97 |
|
7.31 |
|
17.73 |
|
-16.72 |
|
6.57 |
|
38.58 |
|
10.55 |
|
8.3 |
|
5.85 |
|
|
2002 |
|
18 |
|
-9.93 |
|
-22.1 |
|
67 |
|
-26.62 |
|
10.42 |
|
8 |
|
-0.89 |
|
|
-4.74 |
|
8.64 |
|
Standard Deviation |
8.9 |
|
5.38 |
|
10.22 |
|
Standard Deviation |
17.48 |
|
0.13 |
|
8.62 |
|
Standard Deviation |
3.94 |
|
|
-7.82 |
|
6.92 |
|
1 |
|
2001 |
|
8.5 |
|
1 |
|
2001 |
|
7.4 |
|
1 |
|
|
3.08 |
|
6.35 |
|
0 |
|
-9.91 |
|
7.38 |
|
0 |
|
9.02 |
|
6.79 |
|
0 |
|
|
2001 |
|
5.77 |
|
1 |
|
-11.88 |
|
6.14 |
|
1 |
|
8.75 |
|
5.88 |
|
1 |
|
|
-1.81 |
|
4.04 |
|
0.01 |
|
1.97 |
|
4.18 |
|
-0.14 |
|
0.27 |
|
3.86 |
|
0.76 |
|
|
-2.35 |
|
8 Yr |
|
0.11 |
|
2000 |
|
8 Yr |
|
-2.49 |
|
2000 |
|
8 Yr |
|
3.01 |
|
|
0.54 |
|
9.11 |
|
0 |
|
-14.85 |
|
12.24 |
|
0 |
|
10.31 |
|
8.15 |
|
0 |
|
|
2000 |
|
7.8 |
|
Diff |
|
-9.11 |
|
10.3 |
|
Diff |
|
10.97 |
|
7.06 |
|
Diff |
|
|
-4.64 |
|
7.16 |
|
-1 |
|
-5.74 |
|
9.26 |
|
0 |
|
-0.66 |
|
6.51 |
|
-3 |
|
|
-0.07 |
|
6.47 |
|
1 |
|
1999 |
|
8.11 |
|
0 |
|
1999 |
|
5.79 |
|
3 |
|
|
-4.57 |
|
5.49 |
|
20 |
|
27.75 |
|
6 |
|
20 |
|
-0.66 |
|
4.54 |
|
20 |
|
|
1999 |
|
Calendar Year Returns |
|
1.46 |
|
21.04 |
|
Calendar Year Returns |
|
2.28 |
|
-0.89 |
|
Calendar Year Returns |
|
-0.25 |
|
|
15.36 |
|
Fund |
|
1.01 |
|
6.71 |
|
Fund |
|
0.84 |
|
0.23 |
|
Fund |
|
-0.18 |
|
|
9.65 |
|
Return |
|
-0.45 |
|
1998 |
|
Return |
|
-1.44 |
|
1998 |
|
Return |
|
0.07 |
|
|
5.71 |
|
%-tile |
|
-3.16 |
|
26.36 |
|
%-tile |
|
-4.41 |
|
9.31 |
|
%-tile |
|
0.23 |
|
|
1998 |
|
Index |
|
-0.14 |
|
29.79 |
|
Index |
|
-0.32 |
|
8.94 |
|
LBGC |
|
-0.23 |
|
|
17.57 |
|
Return |
|
-0.06 |
|
-3.43 |
|
Return |
|
-0.05 |
|
0.37 |
|
Return |
|
-0.07 |
|
|
17.98 |
|
%-tile |
|
0.96 |
|
1997 |
|
%-tile |
|
1.61 |
|
1997 |
|
%-tile |
|
0.73 |
|
|
-0.41 |
|
Universe |
|
-0.09 |
|
32.63 |
|
Universe |
|
-0.07 |
|
9.07 |
|
Universe |
|
-0.03 |
|
|
1997 |
|
5th %-tile |
|
0.09 |
|
33.5 |
|
5th %-tile |
|
0.08 |
|
8.81 |
|
5th %-tile |
|
0.12 |
|
|
19.78 |
|
25th %-tile |
|
0.8 |
|
-0.87 |
|
25th %-tile |
|
1.49 |
|
0.26 |
|
25th %-tile |
|
0.52 |
|
|
18 |
|
50th %-tile |
|
2.68 |
|
1996 |
|
50th %-tile |
|
4.63 |
|
1996 |
|
50th %-tile |
|
0.73 |
|
|
1.78 |
|
75th %-tile |
|
10 Yr |
|
20.54 |
|
75th %-tile |
|
10 Yr |
|
3.27 |
|
75th %-tile |
|
10 Yr |
|
|
1996 |
|
95th %-tile |
|
# of Negative Qtrs |
|
23.66 |
|
95th %-tile |
|
# of Negative Qtrs |
|
3.48 |
|
95th %-tile |
|
# of Negative Qtrs |
|
|
11.57 |
|
Qtr |
|
# of Positive Qtrs |
|
-3.12 |
|
Qtr |
|
# of Positive Qtrs |
|
-0.21 |
|
Qtr |
|
# of Positive Qtrs |
|
|
11.46 |
|
QU. FUND |
10.49 |
0.1049 |
|
Batting Average |
|
6/17/1905 |
|
QU. FUND |
17.38 |
0.1738 |
|
Batting Average |
|
6/17/1905 |
|
QU. FUND |
2.85 |
0.0285 |
|
Batting Average |
|
|
0.11 |
|
UNIVERSE |
41 |
|
Worst Qtr |
|
27.6 |
|
UNIVERSE |
51 |
|
Worst Qtr |
|
18.45 |
|
UNIVERSE |
37 |
|
Worst Qtr |
|
|
6/17/1905 |
|
POLICY |
10.99 |
0.1099 |
|
Best Qtr |
|
37.44 |
|
POLICY |
17.64 |
0.1764 |
|
Best Qtr |
|
17.26 |
|
POLICY |
3.52 |
0.0352 |
|
Best Qtr |
|
|
21.85 |
|
28 |
|
Range |
|
-9.84 |
|
47 |
|
Range |
|
1.19 |
|
27 |
|
Range |
|
|
23.75 |
|
|
13.23 |
|
|
Worst 4 Qtrs |
|
6/16/1905 |
|
21.63 |
|
|
Worst 4 Qtrs |
|
6/16/1905 |
|
9.46 |
|
|
Worst 4 Qtrs |
|
|
-1.9 |
|
|
11.18 |
|
Standard Deviation |
|
2.1 |
|
19 |
|
Standard Deviation |
|
-3.5 |
|
3.7 |
|
Standard Deviation |
|
|
6/16/1905 |
|
|
10.17 |
|
|
Beta |
|
2.15 |
|
17.44 |
|
|
Beta |
|
-2.72 |
|
2.37 |
|
|
Beta |
|
|
-0.65 |
|
9.35 |
|
Annualized Alpha |
|
-0.05 |
|
15.88 |
|
Annualized Alpha |
|
-0.78 |
|
1.11 |
|
Annualized Alpha |
|
|
############################## |
|
8.39 |
|
R-Squared |
|
Returns in Up Markets |
|
14.26 |
|
R-Squared |
|
Returns in Up Markets |
|
0.39 |
|
R-Squared |
|
|
-0.62 |
|
YTD |
|
Sharpe Ratio |
|
Fund |
|
YTD |
|
Sharpe Ratio |
|
Fund |
|
YTD |
|
Sharpe Ratio |
|
|
Returns in Up Markets |
|
8.39 |
|
Treynor Ratio |
|
Index |
|
12.31 |
|
Treynor Ratio |
|
Index |
|
4.44 |
|
Treynor Ratio |
|
|
Fund |
|
46 |
|
Tracking Error |
|
Ratio |
|
65 |
|
Tracking Error |
|
Ratio |
|
37 |
|
Tracking Error |
|
|
Index |
|
9.34 |
|
Information Ratio |
|
3 Yr |
|
13.02 |
|
Information Ratio |
|
3 Yr |
|
5.23 |
|
Information Ratio |
|
|
Ratio |
|
30 |
|
Fund |
|
33 |
|
50 |
|
Fund |
|
11.5 |
|
29 |
|
Fund |
|
|
3 Yr |
|
13.48 |
|
9 |
|
32.4 |
|
17.59 |
|
11 |
|
11.5 |
|
16.11 |
|
7 |
|
|
17.4 |
|
9.71 |
|
31 |
|
101.9 |
|
14.43 |
|
29 |
|
100.3 |
|
5.92 |
|
33 |
|
|
18.5 |
|
8.24 |
|
57.5 |
|
5 Yr |
|
13.01 |
|
50 |
|
5 Yr |
|
3.67 |
|
65 |
|
|
94 |
|
7.24 |
|
-5.87 |
|
38.8 |
|
11.77 |
|
-15 |
|
9.6 |
|
1.98 |
|
-2.78 |
|
|
5 Yr |
|
6.22 |
|
11.41 |
|
38.3 |
|
9.97 |
|
22.14 |
|
9.7 |
|
0.87 |
|
5.99 |
|
|
18.7 |
|
2002 |
|
17.28 |
|
101.2 |
|
2002 |
|
37.14 |
|
99.3 |
|
2002 |
|
8.77 |
|
|
18.4 |
|
2002 FUND |
-8.52 |
-0.0852 |
|
-13.09 |
|
10 Yr |
|
2002 FUND |
-21.65 |
-0.2165 |
|
-31.03 |
|
10 Yr |
|
2002 FUND |
10.49 |
0.1049 |
|
-3.65 |
|
|
101.8 |
|
UNIVERSE |
57 |
|
8.13 |
|
1/29/1900 |
|
UNIVERSE |
88 |
|
15.41 |
|
1/10/1900 |
|
UNIVERSE |
11 |
|
3.89 |
|
|
10 Yr |
|
POLICY |
-7.47 |
-0.0747 |
|
0.99 |
|
1/30/1900 |
|
POLICY |
-20.67 |
-0.2067 |
|
0.95 |
|
10.3 |
|
POLICY |
11.02 |
0.1102 |
|
0.99 |
|
|
1/17/1900 |
|
41 |
|
0.45 |
|
95.3 |
|
84 |
|
|
-0.02 |
|
100.2 |
|
8 |
|
0.27 |
|
|
1/16/1900 |
|
|
-3.83 |
|
0.92 |
|
9/30/1992 |
|
-9.82 |
|
0.92 |
|
9/30/1992 |
|
11.72 |
|
|
0.97 |
|
|
102.1 |
|
|
-6.34 |
|
0.46 |
|
Incept |
|
-13.94 |
|
0.35 |
|
Incept |
|
9.31 |
|
0.67 |
|
|
9/30/1992 |
|
|
-8.07 |
|
3.81 |
|
28.4 |
|
-16.68 |
|
5.76 |
|
10.5 |
|
7.69 |
|
|
2.65 |
|
|
Incept |
|
-10.02 |
|
2.36 |
|
28.6 |
|
-19.33 |
|
4.33 |
|
10.6 |
|
4.45 |
|
0.66 |
|
|
16.9 |
|
-12.96 |
|
0.14 |
|
99.5 |
|
-23.14 |
|
-0.14 |
|
99.5 |
|
-2.07 |
|
0.27 |
|
|
1/15/1900 |
|
2001 |
|
Index |
|
Returns in Down Markets |
|
2001 |
|
Index |
|
Returns in Down Markets |
|
2001 |
|
Index |
|
|
106 |
|
2001 FUND |
0.24 |
0.0024 |
|
11 |
|
Fund |
|
2001 FUND |
-5.89 |
-0.0589 |
|
11 |
|
Fund |
|
2001 FUND |
8.73 |
0.0873 |
|
10 |
|
|
Returns in Down Markets |
|
UNIVERSE |
15 |
|
29 |
|
Index |
|
UNIVERSE |
74 |
|
29 |
|
Index |
|
UNIVERSE |
14 |
|
30 |
|
|
Fund |
|
POLICY |
-2.31 |
-0.0231 |
|
42.5 |
|
Ratio |
|
POLICY |
-11.08 |
-0.1108 |
|
50 |
|
Ratio |
|
POLICY |
8.51 |
0.0851 |
|
35 |
|
|
Index |
|
44 |
|
-7.33 |
|
3 Yr |
|
96 |
|
-17.28 |
|
3 Yr |
|
18 |
|
-2.59 |
|
|
Ratio |
|
|
2.62 |
|
10.4 |
|
-38 |
|
5.46 |
|
21.3 |
|
0.7 |
|
9.68 |
|
|
5.74 |
|
|
3 Yr |
|
|
-0.73 |
|
17.73 |
|
-38.6 |
|
-0.02 |
|
38.58 |
|
-0.6 |
|
8.13 |
|
8.33 |
|
|
-16.8 |
|
|
-2.71 |
|
-9.93 |
|
98.5 |
|
-3.26 |
|
-26.62 |
|
-113.1 |
|
7.33 |
|
|
-2.9 |
|
|
-17.2 |
|
-4.42 |
|
7.89 |
|
5 Yr |
|
-6.04 |
|
15.56 |
|
5 Yr |
|
6.21 |
|
3.89 |
|
|
97.1 |
|
-7.13 |
|
1 |
|
-28.9 |
|
-10.93 |
|
1 |
|
-0.6 |
|
0.36 |
|
1 |
|
|
5 Yr |
|
2000 |
|
0 |
|
-30.9 |
|
2000 |
|
0 |
|
-1.8 |
|
2000 |
|
0 |
|
|
-13.6 |
|
2000 FUND |
2.21 |
0.0221 |
|
1 |
|
93.3 |
|
2000 FUND |
-5.56 |
-0.0556 |
|
1 |
|
33.9 |
|
2000 FUND |
12.61 |
0.1261 |
|
1 |
|
|
-14.8 |
|
UNIVERSE |
60 |
|
0.43 |
|
10 Yr |
|
UNIVERSE |
98 |
|
0.39 |
|
10 Yr |
|
UNIVERSE |
8 |
|
0.63 |
|
|
92 |
|
POLICY |
1.4 |
0.014 |
|
3.43 |
|
-28.8 |
|
POLICY |
-6.49 |
-0.0649 |
|
6.06 |
|
-2.5 |
|
POLICY |
11.84 |
0.1184 |
|
2.44 |
|
|
10 Yr |
|
66 |
|
0 |
|
-29.5 |
|
99 |
|
0 |
|
-3.1 |
|
15 |
|
0 |
|
|
-12.3 |
|
|
10.36 |
|
Diff |
|
97.7 |
|
16.45 |
|
Diff |
|
80.8 |
|
13.05 |
|
|
Diff |
|
|
-12.6 |
|
|
5.79 |
|
-2 |
|
9/30/1992 |
|
9.38 |
|
0 |
|
9/30/1992 |
|
11.01 |
|
-3 |
|
|
97.5 |
|
|
3.33 |
|
2 |
|
Incept |
|
5.82 |
|
0 |
|
Incept |
|
9.44 |
|
|
3 |
|
|
9/30/1992 |
|
0.34 |
|
15 |
|
-28.8 |
|
1.47 |
|
0 |
|
-2.3 |
|
7.02 |
|
30 |
|
|
Incept |
|
-6.39 |
|
1.46 |
|
-29.5 |
|
-4.06 |
|
2.28 |
|
-2.9 |
|
-8.83 |
|
-0.19 |
|
|
-12.3 |
|
1999 |
|
1.01 |
|
97.7 |
|
1999 |
|
0.84 |
|
79.6 |
|
1999 |
|
0.25 |
|
|
-12.6 |
|
1999 FUND |
7.86 |
0.0786 |
|
-0.45 |
|
1999 FUND |
19.52 |
0.1952 |
|
-1.44 |
|
1999 FUND |
-2.72 |
-0.0272 |
|
0.44 |
|
|
97.5 |
|
UNIVERSE |
86 |
|
-3.16 |
|
UNIVERSE |
46 |
|
-4.41 |
|
UNIVERSE |
88 |
|
-0.75 |
|
|
POLICY |
10.28 |
0.1028 |
|
0.24 |
|
POLICY |
20.41 |
0.2041 |
|
-0.15 |
|
POLICY |
-2.15 |
-0.0215 |
|
0 |
|
|
71 |
|
-0.01 |
|
41 |
|
-0.05 |
|
83 |
|
-0.01 |
|
|
|
|
23.15 |
|
0.45 |
|
35.59 |
|
-0.02 |
|
7 |
|
|
0.27 |
|
|
|
|
15.63 |
|
-0.08 |
|
24.4 |
|
-0.08 |
|
2.72 |
|
-0.03 |
|
|
|
|
12.78 |
|
0.03 |
|
18.88 |
|
-0.04 |
|
0.33 |
|
|
0.04 |
|
|
9.69 |
|
0.38 |
|
13.96 |
|
-0.3 |
|
-1.4 |
|
0.21 |
|
|
5.27 |
|
2.36 |
|
8.02 |
|
4.33 |
|
-3.93 |
|
0.66 |
|
|
1998 |
|
Incept |
|
1998 |
|
Incept |
|
1998 |
|
Incept |
|
|
1998 FUND |
12.68 |
0.1268 |
|
# of Negative Qtrs |
|
1998 FUND |
16.91 |
0.1691 |
|
# of Negative Qtrs |
|
1998 FUND |
9.74 |
0.0974 |
|
# of Negative Qtrs |
|
|
UNIVERSE |
55 |
|
# of Positive Qtrs |
|
UNIVERSE |
13 |
|
# of Positive Qtrs |
|
UNIVERSE |
7 |
|
# of Positive Qtrs |
|
|
POLICY |
15.35 |
0.1535 |
|
Batting Average |
|
POLICY |
20.4 |
0.204 |
|
Batting Average |
|
POLICY |
9.47 |
0.0947 |
|
Batting Average |
|
|
24 |
|
Worst Qtr |
|
6 |
|
Worst Qtr |
|
8 |
|
Worst Qtr |
|
|
|
|
19.13 |
|
Best Qtr |
|
21.24 |
|
Best Qtr |
|
9.93 |
|
|
Best Qtr |
|
|
|
|
15.08 |
|
Range |
|
14.25 |
|
Range |
|
8.09 |
|
Range |
|
|
|
|
12.98 |
|
Worst 4 Qtrs |
|
9.97 |
|
Worst 4 Qtrs |
|
6.94 |
|
Worst 4 Qtrs |
|
|
10.38 |
|
Standard Deviation |
|
6.68 |
|
Standard Deviation |
|
5.76 |
|
Standard Deviation |
|
|
7.31 |
|
Beta |
|
1.46 |
|
Beta |
|
-0.13 |
|
Beta |
|
|
1997 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
21.2 |
|
R-Squared |
|
38.59 |
|
R-Squared |
|
8.55 |
|
R-Squared |
|
|
8 |
|
Sharpe Ratio |
|
1 |
|
Sharpe Ratio |
|
54 |
|
Sharpe Ratio |
|
|
19.61 |
|
Treynor Ratio |
|
30.86 |
|
Treynor Ratio |
|
9.75 |
|
Treynor Ratio |
|
|
30 |
|
Tracking Error |
|
16 |
|
Tracking Error |
|
26 |
|
Tracking Error |
|
|
21.9 |
|
Information Ratio |
|
33.38 |
|
Information Ratio |
|
14.34 |
|
Information Ratio |
|
|
20.03 |
|
Fund |
|
29.54 |
|
Fund |
|
9.77 |
|
Fund |
|
|
18.39 |
|
9 |
|
26.7 |
|
11 |
|
8.72 |
|
8 |
|
|
16.88 |
|
35 |
|
23.64 |
|
33 |
|
7.12 |
|
36 |
|
|
14.38 |
|
61.36 |
|
16.88 |
|
52.27 |
|
5.89 |
|
63.64 |
|
|
1996 |
|
-5.87 |
|
1996 |
|
-15 |
|
1996 |
|
-2.78 |
|
|
11.75 |
|
11.41 |
|
19.67 |
|
22.14 |
|
5.98 |
|
5.99 |
|
|
63 |
|
17.28 |
|
69 |
|
37.14 |
|
20 |
|
8.77 |
|
|
12.18 |
|
-13.09 |
|
21.34 |
|
-31.03 |
|
2.91 |
|
-3.65 |
|
|
53 |
|
7.84 |
|
52 |
|
14.87 |
|
74 |
|
3.84 |
|
|
17.2 |
|
0.98 |
|
28.78 |
|
0.95 |
|
13.49 |
|
0.98 |
|
|
14.53 |
|
0.87 |
|
24.05 |
|
0.68 |
|
5.37 |
|
0.27 |
|
|
12.48 |
|
0.9 |
|
21.49 |
|
0.92 |
|
3.97 |
|
0.97 |
|
|
10.52 |
|
0.58 |
|
18.8 |
|
0.44 |
|
2.83 |
|
0.77 |
|
|
9.11 |
|
4.65 |
|
14.89 |
|
6.94 |
|
1.19 |
|
3.01 |
|
|
1995 |
|
2.44 |
|
1995 |
|
4.27 |
|
1995 |
|
0.68 |
|
|
37.94 |
|
0.32 |
|
37.47 |
|
0.04 |
|
23.05 |
|
0.18 |
|
|
24.42 |
|
Index |
|
31.79 |
|
Index |
|
18.43 |
|
Index |
|
|
22.51 |
|
11 |
|
28.75 |
|
11 |
|
16.26 |
|
11 |
|
|
21.04 |
|
33 |
|
25.73 |
|
33 |
|
12.82 |
|
33 |
|
|
18.93 |
|
38.64 |
|
21.74 |
|
47.73 |
|
8.28 |
|
36.36 |
|
|
-7.33 |
|
-17.28 |
|
-2.59 |
|
|
10.4 |
|
21.3 |
|
5.74 |
|
|
17.73 |
|
38.58 |
|
8.33 |
|
|
-9.93 |
|
-26.62 |
|
-2.9 |
|
|
7.58 |
|
14.95 |
|
3.87 |
|
|
1 |
|
1 |
|
1 |
|
|
0 |
|
0 |
|
0 |
|
|
1 |
|
1 |
|
1 |
|
|
0.5 |
|
0.43 |
|
0.73 |
|
|
3.79 |
|
6.41 |
|
2.83 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
-2 |
|
0 |
|
-3 |
|
|
2 |
|
0 |
|
3 |
|
|
22.72 |
|
4.54 |
|
27.28 |
|
|
1.46 |
|
2.28 |
|
-0.19 |
|
|
1.01 |
|
0.84 |
|
0.25 |
|
|
-0.45 |
|
-1.44 |
|
0.44 |
|
|
-3.16 |
|
-4.41 |
|
-0.75 |
|
|
0.26 |
|
-0.08 |
|
-0.03 |
|
|
-0.02 |
|
-0.05 |
|
-0.02 |
|
|
0.87 |
|
0.68 |
|
0.27 |
|
|
-0.1 |
|
-0.08 |
|
-0.03 |
|
|
0.08 |
|
0.01 |
|
0.04 |
|
|
0.86 |
|
0.53 |
|
0.18 |
|
|
2.44 |
|
4.27 |
|
0.68 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|