HOLLYWOOD POLICE
PDF |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
LOCK |
EAGLE GR. EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
EAGLE GR. EQUITY UNIVERSE HERE |
LOCK |
LOCK |
EAGLE GR. EQUITY RISK HERE |
LOCK |
LOCK |
EAGLE VALUE EXECUTIVE HERE |
LOCK |
LOCK |
EAGLE VALUE UNIVERSE HERE |
LOCK |
LOCK |
EAGLE VALUE RISK HERE |
LOCK |
EAGLE SMALL CAP EXECUTIVE HERE |
LOCK |
LOCK |
EAGLE SMALL CAP UNIVERSE HERE |
LOCK |
LOCK |
EAGLE SMALL CAP RISK HERE |
LOCK |
|
Leesburg Police Officers' Pension Plan |
|
Leesburg Police Officers' Pension Plan |
% |
|
Leesburg Police Officers' Pension
Plan |
|
Leesburg Police Officers' Pension
Plan |
|
Leesburg Police Officers' Pension
Plan |
|
Leesburg Police Officers' Pension Plan |
% |
Leesburg Police Officers' Pension Plan |
|
|
Leesburg Police Officers' Pension Plan |
|
Leesburg Police Officers' Pension Plan |
% |
|
Eagle Growth Stocks |
|
Eagle Growth Stocks |
|
Eagle Growth Stocks |
|
Eagle Value Stocks |
|
Eagle Value Stocks |
|
Eagle Value Stocks |
|
Eagle Small Cap Stocks |
|
Eagle Small Cap Stocks |
|
Eagle Small Cap Stocks |
|
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
|
35 |
|
Broad Large Cap Growth Core |
|
37 |
|
31 |
|
Broad Large Cap Value Core |
|
33 |
|
39 |
|
Broad Small Cap Core |
|
41 |
|
|
Inception date is March 31, 1999 |
|
36 |
|
2 Yr |
|
Inception date is March 31, 1999 |
|
32 |
|
2 Yr |
|
Inception date is March 31, 1999 |
|
40 |
|
2 Yr |
|
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
|
Returns are net of fees. |
|
Incept is March 31, 1999 to June 30,
2003 |
|
Batting Average |
|
Returns are net of fees. |
|
Incept is March 31, 1999 to June 30,
2003 |
|
Batting Average |
|
Returns are net of fees. |
|
Incept is March 31, 1999 to June 30,
2003 |
|
Batting Average |
|
|
Account Reconciliation |
|
Trailing Returns through June 30,
2003 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30,
2003 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30, 2003 |
|
Worst Qtr |
|
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
|
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
|
Ending Value |
|
FR1000G |
|
Standard Deviation |
|
Ending Value |
|
FR1000V |
|
Standard Deviation |
|
Ending Value |
|
FR2000 |
|
Standard Deviation |
|
|
6/30/2003 |
|
Return |
|
Beta |
|
6/30/2003 |
|
Return |
|
Beta |
|
6/30/2003 |
|
Return |
|
Beta |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
1,643 |
|
Universe |
|
R-Squared |
|
1,638 |
|
Universe |
|
R-Squared |
|
867 |
|
Universe |
|
R-Squared |
|
|
-11 |
|
5th %-tile |
|
Sharpe Ratio |
|
-10 |
|
5th %-tile |
|
Sharpe Ratio |
|
-5 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
253 |
|
25th %-tile |
|
Treynor Ratio |
|
221 |
|
25th %-tile |
|
Treynor Ratio |
|
199 |
|
25th %-tile |
|
Treynor Ratio |
|
|
1,886 |
|
50th %-tile |
|
Tracking Error |
|
1,848 |
|
50th %-tile |
|
Tracking Error |
|
1,061 |
|
50th %-tile |
|
Tracking Error |
|
|
2003 |
|
75th %-tile |
|
Information Ratio |
|
2003 |
|
75th %-tile |
|
Information Ratio |
|
2003 |
|
75th %-tile |
|
Information Ratio |
|
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
1,683 |
|
2 Qtrs |
|
5 |
|
1,713 |
|
2 Qtrs |
|
4 |
|
918 |
|
2 Qtrs |
|
4 |
|
|
-16 |
|
13.1 |
|
3 |
|
-15 |
|
8.88 |
|
4 |
|
-8 |
|
16.59 |
|
4 |
|
|
219 |
|
24 |
|
50 |
|
151 |
|
80 |
|
37.5 |
|
152 |
|
32 |
|
50 |
|
|
1,886 |
|
13.09 |
|
-20.21 |
|
1,848 |
|
11.57 |
|
-19.09 |
|
1,061 |
|
17.88 |
|
-23.27 |
|
|
3/31/1999 |
|
24 |
|
17.28 |
|
3/31/1999 |
|
31 |
|
13.52 |
|
3/31/1999 |
|
23 |
|
23.95 |
|
|
Incept |
|
18.36 |
|
37.49 |
|
Incept |
|
13.43 |
|
32.61 |
|
Incept |
|
24.13 |
|
47.22 |
|
|
2,228 |
|
13 |
|
-28.14 |
|
1,511 |
|
11.63 |
|
-24.75 |
|
1,724 |
|
17.58 |
|
-32.84 |
|
|
-6 |
|
10.88 |
|
21.59 |
|
544 |
|
10.98 |
|
18.43 |
|
-1,153 |
|
14.33 |
|
24.84 |
|
|
-336 |
|
9.53 |
|
1.03 |
|
-207 |
|
9.27 |
|
1.01 |
|
490 |
|
12.16 |
|
1.02 |
|
|
1,886 |
1,886,000 |
|
7.52 |
|
1.56 |
|
1,848 |
1,848,000 |
|
7.02 |
|
-2.95 |
|
1,061 |
1,061,000 |
|
9.27 |
|
0.7 |
|
|
Investment Policy |
|
3 Qtrs |
|
0.97 |
|
Investment Policy |
|
3 Qtrs |
|
0.95 |
|
Investment Policy |
|
3 Qtrs |
|
0.92 |
|
|
Index |
|
18.9 |
|
-0.65 |
|
Index |
|
16.68 |
|
-0.54 |
|
Index |
|
28.16 |
|
-0.27 |
|
|
Russell 1000 Growth |
|
28 |
|
-13.68 |
|
Russell 1000 Value |
|
77 |
|
-9.89 |
|
Russell 2000 |
|
12 |
|
-6.69 |
|
|
Total |
|
21.17 |
|
3.74 |
|
Total |
|
21.85 |
|
4.14 |
|
Total |
|
25.14 |
|
7.15 |
|
|
Weight |
|
16 |
|
0.23 |
|
Weight |
|
12 |
|
-0.72 |
|
Weight |
|
19 |
|
0.04 |
|
|
100 |
|
24.41 |
|
FR1000G |
|
100 |
|
23.47 |
|
FR1000V |
|
100 |
|
34.64 |
|
FR2000 |
|
|
100 |
|
19.11 |
|
5 |
|
100 |
|
20.89 |
|
4 |
|
100 |
|
23.89 |
|
4 |
|
|
Trailing Returns through June 30, 2003 |
|
16.58 |
|
3 |
|
Trailing Returns through June 30,
2003 |
|
19.3 |
|
4 |
|
Trailing Returns through June 30, 2003 |
|
20.24 |
|
4 |
|
|
Fund |
|
14.7 |
|
50 |
|
Fund |
|
16.92 |
|
62.5 |
|
Fund |
|
17.75 |
|
50 |
|
|
FR1000G |
|
10.56 |
|
-19.41 |
|
FR1000V |
|
13.01 |
|
-18.77 |
|
FR2000 |
|
12.05 |
|
-21.4 |
|
|
Diff |
|
1 Yr |
|
15.14 |
|
Diff |
|
1 Yr |
|
17.27 |
|
Diff |
|
1 Yr |
|
23.42 |
|
|
1 Yr |
|
1 Yr FUND |
-1.43 |
-0.0143 |
|
34.55 |
|
1 Yr |
|
1 Yr FUND |
-5.59 |
-0.0559 |
|
36.04 |
|
1 Yr |
|
1 Yr FUND |
-1.66 |
-0.0166 |
|
44.82 |
|
|
-1.43 |
|
UNIVERSE |
42 |
|
-27.89 |
|
############################## |
|
UNIVERSE |
91 |
|
-22.79 |
|
################################# |
|
UNIVERSE |
48 |
|
-26.97 |
|
|
2.94 |
|
POLICY |
2.94 |
0.0294 |
|
20.62 |
|
-1.02 |
|
POLICY |
-1.02 |
-0.0102 |
|
17.74 |
|
-1.64 |
|
POLICY |
-1.64 |
-0.0164 |
|
23.43 |
|
|
-4.37 |
|
13 |
|
1 |
|
-4.57 |
|
51 |
|
1 |
|
-0.02 |
|
47 |
|
1 |
|
|
2 Yr |
|
5.13 |
|
0 |
|
2 Yr |
|
3.2 |
|
0 |
|
2 Yr |
|
8.62 |
|
0 |
|
|
-12.16 |
|
0.22 |
|
1 |
|
############################## |
|
0.09 |
|
1 |
|
################################# |
|
1.78 |
|
1 |
|
|
-13.01 |
|
-2.32 |
|
-0.72 |
|
-5.07 |
|
-0.97 |
|
-0.39 |
|
-5.18 |
|
-1.95 |
|
-0.3 |
|
|
0.85 |
|
-4.12 |
|
-14.94 |
|
-2.99 |
|
-3.4 |
|
-7 |
|
0.29 |
|
-4.4 |
|
-7.11 |
|
|
3 Yr |
|
-7.49 |
|
0 |
|
3 Yr |
|
-6.78 |
|
0 |
|
3 Yr |
|
-10.08 |
|
0 |
|
|
################################# |
|
2 Yr |
|
Diff |
|
-2.45 |
|
2 Yr |
|
Diff |
|
-2.75 |
|
2 Yr |
|
Diff |
|
Incept ROR |
-21.54 |
|
-12.16 |
|
0 |
|
|
############################## |
|
-8.06 |
|
0 |
|
################################# |
|
-4.89 |
|
0 |
|
Fund |
4.98 |
|
40 |
|
0 |
|
|
-2.26 |
|
50 |
|
0 |
|
0.55 |
|
67 |
|
0 |
|
Policy |
4 Yr |
|
-13.01 |
|
0 |
|
|
4 Yr |
|
-5.07 |
|
-25 |
|
4 Yr |
|
-5.18 |
|
0 |
|
|
-8.45 |
|
52 |
|
-0.8 |
|
-5.96 |
|
19 |
|
-0.32 |
|
-0.75 |
|
69 |
|
-1.87 |
|
|
-11.73 |
|
-6.46 |
|
2.14 |
|
############################## |
|
-0.49 |
|
-3.75 |
|
1/0/1900 |
|
7.14 |
|
0.53 |
|
|
3.28 |
|
-10.22 |
|
2.94 |
|
-3.51 |
|
-5.98 |
|
-3.43 |
|
-1.58 |
|
-0.54 |
|
2.4 |
|
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
-12.89 |
|
-0.25 |
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
|
-8.12 |
|
-1.96 |
|
5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
|
-3.1 |
|
-5.87 |
|
|
3/31/1999 |
|
-15.1 |
|
0.97 |
|
3/31/1999 |
|
-9.66 |
|
0.69 |
|
3/31/1999 |
|
-5.91 |
|
1.41 |
|
|
Incept |
|
-17.68 |
|
0.03 |
|
Incept |
|
-11.38 |
|
0.01 |
|
Incept |
|
-11.68 |
|
0.02 |
|
|
-7.33 |
|
3 Yr |
|
1.56 |
|
-2.76 |
|
3 Yr |
|
-2.95 |
|
6.21 |
|
3 Yr |
|
0.7 |
|
|
-10.29 |
|
3 Yr FUND |
-16.56 |
-0.1656 |
|
-0.03 |
|
0.18 |
|
3 Yr FUND |
-2.45 |
-0.0245 |
|
-0.05 |
|
4.27 |
|
3 Yr FUND |
-2.75 |
-0.0275 |
|
-0.08 |
|
|
2.96 |
|
UNIVERSE |
43 |
|
0.07 |
|
############################## |
|
UNIVERSE |
33 |
|
-0.15 |
|
1/1/1900 |
|
UNIVERSE |
69 |
|
0.03 |
|
|
Calendar Year Returns |
|
POLICY |
-21.54 |
-0.2154 |
|
1.26 |
|
Calendar Year Returns |
|
POLICY |
-0.19 |
-0.0019 |
|
-2.89 |
|
Calendar Year Returns |
|
POLICY |
-3.3 |
-0.033 |
|
0.42 |
|
|
Fund |
|
91 |
|
3.74 |
|
Fund |
|
24 |
|
4.14 |
|
Fund |
|
74 |
|
7.15 |
|
|
FR1000G |
|
-10.87 |
|
3 Yr |
|
FR1000V |
|
8.57 |
|
3 Yr |
|
FR2000 |
|
14.09 |
|
3 Yr |
|
|
Diff |
|
-14.88 |
|
# of Negative Qtrs |
|
Diff |
|
-0.75 |
|
# of Negative Qtrs |
|
Diff |
|
6.6 |
|
# of Negative Qtrs |
|
|
6/30/2003 |
|
-17.38 |
|
# of Positive Qtrs |
|
6/30/2003 |
|
-6.15 |
|
# of Positive Qtrs |
|
6/30/2003 |
|
0.25 |
|
# of Positive Qtrs |
|
|
Qtr |
|
-19.3 |
|
Batting Average |
|
Qtr |
|
-11.24 |
|
Batting Average |
|
Qtr |
|
-3.46 |
|
Batting Average |
|
|
15.47 |
|
-22.93 |
|
Worst Qtr |
|
13.52 |
|
-11.96 |
|
Worst Qtr |
|
23.04 |
|
-10.81 |
|
Worst Qtr |
|
|
1/14/1900 |
|
4 Yr |
|
Best Qtr |
|
1/17/1900 |
|
4 Yr |
|
Best Qtr |
|
1/23/1900 |
|
4 Yr |
|
Best Qtr |
|
|
1.16 |
|
-8.45 |
|
Range |
|
-3.75 |
|
-5.96 |
|
Range |
|
-0.38 |
|
-0.75 |
|
Range |
|
|
2003 |
|
47 |
|
Worst 4 Qtrs |
|
2003 |
|
60 |
|
Worst 4 Qtrs |
|
2003 |
|
87 |
|
Worst 4 Qtrs |
|
|
YTD |
|
-11.73 |
|
Standard Deviation |
|
YTD |
|
-2.45 |
|
Standard Deviation |
|
YTD |
|
0.83 |
|
Standard Deviation |
|
|
13.1 |
|
|
87 |
|
Beta |
|
1/8/1900 |
|
29 |
|
Beta |
|
1/16/1900 |
|
81 |
|
Beta |
|
|
13.09 |
|
|
-1.63 |
|
Annualized Alpha |
|
11.57 |
|
2.75 |
|
Annualized Alpha |
|
17.88 |
|
13.47 |
|
Annualized Alpha |
|
|
0.01 |
|
-6.7 |
|
R-Squared |
|
-2.69 |
|
-1.93 |
|
R-Squared |
|
-1.29 |
|
8.82 |
|
R-Squared |
|
|
2002 |
|
-8.64 |
|
Sharpe Ratio |
|
2002 |
|
-4.91 |
|
Sharpe Ratio |
|
2002 |
|
4.44 |
|
Sharpe Ratio |
|
|
-27.09 |
|
-10.57 |
|
Treynor Ratio |
|
-17.74 |
|
-7.06 |
|
Treynor Ratio |
|
-23.02 |
|
1.54 |
|
Treynor Ratio |
|
|
################################# |
|
-13.52 |
|
Tracking Error |
|
############################## |
|
-8.02 |
|
Tracking Error |
|
################################# |
|
-4.73 |
|
Tracking Error |
|
|
0.8 |
|
5 Yr |
|
Information Ratio |
|
-2.22 |
|
5 Yr |
|
Information Ratio |
|
-2.54 |
|
5 Yr |
|
Information Ratio |
|
|
2001 |
|
5 Yr FUND |
3 |
0.03 |
|
Fund |
|
2001 |
|
5 Yr FUND |
4.36 |
0.0436 |
|
Fund |
|
2001 |
|
5 Yr FUND |
12.56 |
0.1256 |
|
Fund |
|
|
-13.55 |
|
N/A |
-0.93 |
|
8 |
|
-6.27 |
|
N/A |
0.97 |
|
5 |
|
14.12 |
|
N/A |
7.26 |
|
6 |
|
|
-20.42 |
|
|
-2.9 |
-0.029 |
|
4 |
|
-5.59 |
|
|
-1.18 |
-0.0118 |
|
7 |
|
2.49 |
|
|
3.32 |
0.0332 |
|
6 |
|
|
6.87 |
|
-4.73 |
|
66.67 |
|
-0.68 |
|
-2 |
|
41.67 |
|
11.63 |
|
1.35 |
|
50 |
|
|
2000 |
|
-7.53 |
|
-20.21 |
|
2000 |
|
-3.73 |
|
-19.09 |
|
2000 |
|
-2.69 |
|
-23.27 |
|
|
################################# |
|
6 Yr |
|
17.28 |
|
5.61 |
|
6 Yr |
|
13.52 |
|
-2.64 |
|
6 Yr |
|
23.95 |
|
|
-22.42 |
|
6.75 |
|
37.49 |
|
1/7/1900 |
|
8.09 |
|
32.61 |
|
################################# |
|
12.72 |
|
47.22 |
|
|
4.47 |
|
3.14 |
|
-39.67 |
|
-1.4 |
|
4.63 |
|
-24.75 |
|
0.38 |
|
9.04 |
|
-32.84 |
|
|
1999 1998 1997 1996 1995 1994 |
|
1.9 |
|
25.95 |
|
1999 1998 1997 1996 1995 1994 |
|
2.99 |
|
19.79 |
|
1999 1998 1997 1996 1995 1994 |
|
5.87 |
|
29.87 |
|
|
Returns in Up Markets |
|
0.06 |
|
0.96 |
|
Returns in Up Markets |
|
2.14 |
|
0.99 |
|
Returns in Up Markets |
|
3.64 |
|
1.04 |
|
|
Fund |
|
-2.07 |
|
4.75 |
|
|
Fund |
|
-0.09 |
|
-2.17 |
-0.0217 |
Fund |
|
-0.06 |
|
1.16 |
|
|
FR1000G |
|
7 Yr |
|
0.97 |
|
FR1000V |
|
7 Yr |
|
0.96 |
|
FR2000 |
|
7 Yr |
|
0.93 |
|
|
Ratio |
|
10.19 |
|
-0.76 |
|
Ratio |
|
11.33 |
|
-0.28 |
|
Ratio |
|
14.53 |
|
-0.2 |
|
|
2 Yr |
|
6.43 |
|
-20.53 |
|
2 Yr |
|
7.98 |
|
-5.66 |
|
2 Yr |
|
11.25 |
|
-5.67 |
|
|
42.4 |
|
5.1 |
|
4.83 |
|
41.1 |
|
6.79 |
|
3.76 |
|
82.1 |
|
8.16 |
|
7.76 |
|
|
41 |
|
3.91 |
|
1.03 |
|
43.2 |
|
5.62 |
|
-0.6 |
|
65 |
|
5.3 |
|
0.07 |
|
|
103.3 |
|
1.82 |
|
FR1000G |
|
95.2 |
|
3.86 |
|
FR1000V |
|
126.3 |
|
2.87 |
|
FR2000 |
|
|
3 Yr |
|
8 Yr |
|
8 |
|
3 Yr |
|
8 Yr |
|
5 |
|
3 Yr |
|
8 Yr |
|
6 |
|
|
55.5 |
|
11.63 |
|
4 |
|
32.7 |
|
13.07 |
|
7 |
|
57.6 |
|
15.51 |
|
6 |
|
|
52.9 |
|
8.15 |
|
33.33 |
|
34.4 |
|
10.01 |
|
58.33 |
|
53.7 |
|
12.77 |
|
50 |
|
|
104.9 |
|
7.12 |
|
-21.35 |
|
95.1 |
|
8.92 |
|
-18.77 |
|
107.1 |
|
9.73 |
|
-21.4 |
|
|
4 Yr |
|
5.97 |
|
15.14 |
|
4 Yr |
|
7.7 |
|
17.27 |
|
4 Yr |
|
7.99 |
|
23.42 |
|
|
2/26/1900 |
|
3.63 |
|
36.49 |
|
24.3 |
|
5.72 |
|
36.04 |
|
61.3 |
|
4.8 |
|
44.82 |
|
|
61.4 |
|
Calendar Year Returns |
|
-45.64 |
|
29.1 |
|
Calendar Year Returns |
|
-22.79 |
|
55.5 |
|
Calendar Year Returns |
|
-26.97 |
|
|
94.2 |
|
Fund |
|
26.73 |
|
83.6 |
|
Fund |
|
19.61 |
|
110.5 |
|
Fund |
|
27.82 |
|
|
3/31/1999 |
|
Return |
|
1 |
|
3/31/1999 |
|
Return |
|
|
1 |
|
3/31/1999 |
|
Return |
|
|
1 |
|
|
Incept |
|
%-tile |
|
0 |
|
Incept |
|
%-tile |
|
0 |
|
Incept |
|
%-tile |
|
0 |
|
|
50.4 |
|
FR1000G |
|
1 |
|
28 |
|
FR1000V |
|
|
1 |
|
73.7 |
|
FR2000 |
|
|
1 |
|
|
54 |
|
Return |
|
-0.92 |
|
31.4 |
|
Return |
|
-0.17 |
|
57.9 |
|
Return |
|
-0.23 |
|
|
93.3 |
|
%-tile |
|
-24.69 |
|
89.2 |
|
%-tile |
|
-3.34 |
|
127.4 |
|
%-tile |
|
-6.45 |
|
|
Returns in Down Markets |
|
Universe |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
Returns in Down Markets |
|
Universe |
|
0 |
|
|
Fund |
|
5th %-tile |
|
Diff |
|
Fund |
|
5th %-tile |
|
Diff |
|
Fund |
|
5th %-tile |
|
Diff |
|
|
FR1000G |
|
25th %-tile |
|
0 |
|
FR1000V |
|
25th %-tile |
|
0 |
|
FR2000 |
|
25th %-tile |
|
0 |
|
|
Ratio |
|
50th %-tile |
|
0 |
|
Ratio |
|
50th %-tile |
|
0 |
|
Ratio |
|
50th %-tile |
|
0 |
|
|
2 Yr |
|
75th %-tile |
|
33.34 |
|
2 Yr |
|
75th %-tile |
|
-16.66 |
|
2 Yr |
|
75th %-tile |
|
0 |
|
|
-38.7 |
|
95th %-tile |
|
1.14 |
|
-40.1 |
|
95th %-tile |
|
-0.32 |
|
-50.3 |
|
95th %-tile |
|
-1.87 |
|
|
-39.2 |
|
Qtr |
|
2.14 |
|
-37 |
|
Qtr |
|
-3.75 |
|
-45.5 |
|
Qtr |
|
0.53 |
|
|
98.7 |
|
QU. FUND |
15.47 |
0.1547 |
|
1 |
|
108.2 |
|
QU. FUND |
13.52 |
0.1352 |
|
-3.43 |
|
110.6 |
|
QU. FUND |
23.04 |
0.2304 |
|
2.4 |
|
|
3 Yr |
|
UNIVERSE |
19 |
|
5.97 |
|
3 Yr |
|
UNIVERSE |
85 |
|
-1.96 |
|
3 Yr |
|
UNIVERSE |
21 |
|
-5.87 |
|
|
-38.9 |
|
POLICY |
14.31 |
0.1431 |
|
-0.78 |
|
-36.6 |
|
POLICY |
17.27 |
0.1727 |
|
0.18 |
|
-40 |
|
POLICY |
23.42 |
0.2342 |
|
2.05 |
|
|
-43.8 |
|
34 |
|
-0.04 |
|
-34.2 |
|
14 |
|
-0.01 |
|
-39.2 |
|
20 |
|
0.04 |
|
|
88.8 |
|
18.83 |
|
4.75 |
|
107 |
|
18.3 |
|
-2.17 |
|
102 |
|
29.31 |
|
1.16 |
|
|
4 Yr |
|
14.77 |
|
-0.03 |
|
4 Yr |
|
16.24 |
|
-0.04 |
|
4 Yr |
|
22.46 |
|
-0.07 |
|
|
-34 |
|
13.27 |
|
0.16 |
|
-34.3 |
|
15.29 |
|
-0.11 |
|
-38.9 |
|
19.67 |
|
0.03 |
|
|
-38.5 |
|
11.78 |
|
4.16 |
|
-32 |
|
14.14 |
|
-2.32 |
|
-34.6 |
|
17.41 |
|
0.78 |
|
|
88.1 |
|
9.89 |
|
4.83 |
|
107.3 |
|
12.27 |
|
3.76 |
|
112.5 |
|
14.37 |
|
7.76 |
|
|
3/31/1999 |
|
YTD |
|
4 Yr |
|
3/31/1999 |
|
YTD |
|
4 Yr |
|
3/31/1999 |
|
YTD |
|
4 Yr |
|
|
Incept |
|
13.1 |
|
# of Negative Qtrs |
|
Incept |
|
8.88 |
|
# of Negative Qtrs |
|
Incept |
|
16.59 |
|
# of Negative Qtrs |
|
|
-34 |
|
24 |
|
# of Positive Qtrs |
|
-34.3 |
|
80 |
|
# of Positive Qtrs |
|
-38.9 |
|
32 |
|
# of Positive Qtrs |
|
|
-38.5 |
|
13.09 |
|
|
Batting Average |
|
-32 |
|
11.57 |
|
|
Batting Average |
|
-34.6 |
|
17.88 |
|
Batting Average |
|
|
88.1 |
|
24 |
|
Worst Qtr |
|
107.3 |
|
31 |
|
Worst Qtr |
|
112.5 |
|
23 |
|
Worst Qtr |
|
|
18.36 |
|
|
Best Qtr |
|
45.7 |
|
13.43 |
|
|
Best Qtr |
|
37 |
|
24.13 |
|
Best Qtr |
|
|
13 |
|
Range |
|
84.7 |
|
11.63 |
|
Range |
|
90.6 |
|
17.58 |
|
Range |
|
|
10.88 |
|
Worst 4 Qtrs |
|
9/30/1995 |
|
10.98 |
|
Worst 4 Qtrs |
|
9/30/1995 |
|
14.33 |
|
Worst 4 Qtrs |
|
|
9.53 |
|
Standard Deviation |
|
Incept |
|
9.27 |
|
Standard Deviation |
|
Incept |
|
12.16 |
|
Standard Deviation |
|
|
7.52 |
|
Beta |
|
37.9 |
|
7.02 |
|
Beta |
|
32.2 |
|
9.27 |
|
Beta |
|
|
2002 |
|
Annualized Alpha |
|
42.1 |
|
2002 |
|
Annualized Alpha |
|
34.9 |
|
2002 |
|
Annualized Alpha |
|
|
2002 FUND |
-27.09 |
-0.2709 |
|
R-Squared |
|
90 |
|
2002 FUND |
-17.74 |
-0.1774 |
|
R-Squared |
|
92.3 |
|
2002 FUND |
-23.02 |
-0.2302 |
|
R-Squared |
|
|
UNIVERSE |
62 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
UNIVERSE |
34 |
|
Sharpe Ratio |
|
Returns in Down Markets |
|
UNIVERSE |
85 |
|
Sharpe Ratio |
|
|
POLICY |
-27.89 |
-0.2789 |
|
Treynor Ratio |
|
Fund |
|
POLICY |
-15.52 |
-0.1552 |
|
Treynor Ratio |
|
Fund |
|
POLICY |
-20.48 |
-0.2048 |
|
Treynor Ratio |
|
|
68 |
|
Tracking Error |
|
Policy |
|
20 |
|
Tracking Error |
|
Policy |
|
73 |
|
Tracking Error |
|
|
-15.91 |
|
|
Information Ratio |
|
Ratio |
|
-11.31 |
|
Information Ratio |
|
Ratio |
|
-5.21 |
|
Information Ratio |
|
|
-23 |
|
Fund |
|
3 Yr |
|
-16.33 |
|
Fund |
|
3 Yr |
|
-14.2 |
|
Fund |
|
|
-25.5 |
|
10 |
|
-27.5 |
|
-19.88 |
|
8 |
|
-29.4 |
|
-16.62 |
|
8 |
|
|
-28.94 |
|
6 |
|
-43.8 |
|
-22.33 |
|
8 |
|
-34.5 |
|
-20.99 |
|
8 |
|
|
-32.42 |
|
56.25 |
|
62.8 |
|
-25.04 |
|
37.5 |
|
85 |
|
-27.89 |
|
56.25 |
|
|
2001 |
|
-20.21 |
|
5 Yr |
|
2001 |
|
-19.09 |
|
5 Yr |
|
2001 |
|
-23.27 |
|
|
2001 FUND |
-13.55 |
-0.1355 |
|
22.62 |
|
-27.1 |
|
2001 FUND |
-6.27 |
-0.0627 |
|
13.52 |
|
-26.5 |
|
2001 FUND |
14.12 |
0.1412 |
|
23.95 |
|
|
UNIVERSE |
14 |
|
42.83 |
|
-37.9 |
|
UNIVERSE |
39 |
|
32.61 |
|
-31.3 |
|
UNIVERSE |
24 |
|
47.22 |
|
|
POLICY |
-20.42 |
-0.2042 |
|
-39.67 |
|
71.4 |
|
POLICY |
-5.59 |
-0.0559 |
|
-24.75 |
|
84.6 |
|
POLICY |
2.49 |
0.0249 |
|
-32.84 |
|
|
61 |
|
25.91 |
|
7 Yr |
|
35 |
|
18.28 |
|
7 Yr |
|
58 |
|
29.53 |
|
|
-12.27 |
|
|
0.92 |
|
-27.1 |
|
5.61 |
|
|
0.99 |
|
-26.5 |
|
28.33 |
|
1.07 |
|
|
-15.3 |
|
2.4 |
|
|
-37.9 |
|
-3.21 |
|
-3.52 |
|
-31.3 |
|
13.24 |
|
-0.92 |
|
|
-19.4 |
|
0.97 |
|
71.4 |
|
-8.64 |
|
0.95 |
|
84.6 |
|
4.74 |
|
0.91 |
|
|
-22.65 |
|
-0.47 |
|
9/30/1995 |
|
-12.12 |
|
-0.53 |
|
9/30/1995 |
|
-2.43 |
|
-0.15 |
|
|
-26.27 |
|
-13.2 |
|
Incept |
|
-14.21 |
|
-9.75 |
|
Incept |
|
-13.59 |
|
-4.15 |
|
|
2000 |
|
5.07 |
|
-27.1 |
|
2000 |
|
4.17 |
|
-26.5 |
|
2000 |
|
9.26 |
|
|
2000 FUND |
-17.95 |
-0.1795 |
|
0.65 |
|
-37.9 |
|
2000 FUND |
5.61 |
0.0561 |
|
-0.84 |
|
-31.3 |
|
2000 FUND |
-2.64 |
-0.0264 |
|
-0.17 |
|
|
UNIVERSE |
84 |
|
FR1000G |
|
71.4 |
|
UNIVERSE |
37 |
|
FR1000V |
|
84.6 |
|
UNIVERSE |
90 |
|
FR2000 |
|
|
POLICY |
-22.42 |
-0.2242 |
|
10 |
|
POLICY |
7.01 |
0.0701 |
|
7 |
|
POLICY |
-3.02 |
-0.0302 |
|
8 |
|
|
96 |
|
6 |
|
33 |
|
9 |
|
90 |
|
8 |
|
|
-0.8 |
|
|
43.75 |
|
20.68 |
|
|
62.5 |
|
32.01 |
|
43.75 |
|
|
-7.05 |
|
-21.35 |
|
9.66 |
|
-18.77 |
|
19.05 |
|
-21.4 |
|
|
-11.72 |
|
25.14 |
|
0.81 |
|
17.27 |
|
10.3 |
|
23.42 |
|
|
-16.14 |
|
46.49 |
|
-9.06 |
|
36.04 |
|
3.7 |
|
44.82 |
|
|
-22.27 |
|
-45.64 |
|
-9.96 |
|
-22.79 |
|
-7.1 |
|
-26.97 |
|
|
1999 |
|
27.71 |
|
1999 |
|
18.05 |
|
1999 |
|
26.22 |
|
|
1999 FUND |
56.01 |
0.5601 |
|
1 |
|
1999 FUND |
22.9 |
0.229 |
|
1 |
|
1999 FUND |
44.2 |
0.442 |
|
1 |
|
|
N/A |
40.12 |
|
0 |
|
N/A |
20.37 |
|
0 |
|
N/A |
27.05 |
|
0 |
|
|
|
32.43 |
0.3243 |
|
1 |
|
|
14.99 |
0.1499 |
|
1 |
|
|
16.64 |
0.1664 |
|
1 |
|
|
26.37 |
|
-0.56 |
|
3.15 |
|
-0.34 |
|
10 |
|
-0.11 |
|
|
19.99 |
|
|
-15.42 |
|
-5.6 |
|
|
-6.14 |
|
-3.23 |
|
-2.86 |
|
|
1998 |
|
0 |
|
1998 |
|
0 |
|
1998 |
|
0 |
|
|
49.36 |
|
Diff |
|
30.24 |
|
Diff |
|
18.14 |
|
Diff |
|
|
37.1 |
|
0 |
|
28.06 |
|
1 |
|
5.24 |
|
0 |
|
|
31.26 |
|
0 |
|
19.31 |
|
-1 |
|
0.12 |
|
0 |
|
|
26.52 |
|
12.5 |
|
11.45 |
|
-25 |
|
-6.16 |
|
12.5 |
|
|
1998 FUND |
16.34 |
|
1.14 |
|
1998 FUND |
4.41 |
|
-0.32 |
|
1998 FUND |
-12.86 |
|
-1.87 |
|
|
N/A |
1997 |
|
-2.52 |
|
N/A |
1997 |
|
-3.75 |
|
N/A |
1997 |
|
0.53 |
|
|
|
36.92 |
|
|
-3.66 |
|
|
38.51 |
|
|
-3.43 |
|
|
37.54 |
0.3754 |
|
2.4 |
|
|
32.06 |
|
5.97 |
|
32.94 |
|
-1.96 |
|
|
31.27 |
|
-5.87 |
|
|
28.41 |
|
|
-1.8 |
|
30.77 |
|
|
0.23 |
|
25.98 |
0.2598 |
|
3.31 |
|
|
23.82 |
|
-0.08 |
|
26.72 |
|
-0.01 |
|
20.2 |
|
0.07 |
|
|
17.55 |
|
2.4 |
|
22.19 |
|
-3.52 |
|
12.83 |
|
-0.92 |
|
|
1996 |
|
-0.03 |
|
1996 |
|
-0.05 |
|
1996 |
|
-0.09 |
|
|
31.41 |
|
0.09 |
|
28.7 |
|
-0.19 |
|
38.3 |
|
-0.04 |
|
|
23.23 |
|
2.22 |
|
23.06 |
|
-3.61 |
|
26.2 |
|
-1.29 |
|
|
20.57 |
|
5.07 |
|
21.86 |
|
4.17 |
|
21.94 |
|
9.26 |
|
|
17.81 |
|
Incept |
Incept |
|
19.07 |
|
Incept |
Incept |
|
18.47 |
|
Incept |
Incept |
|
|
11.91 |
|
|
# of Negative Qtrs |
|
14.29 |
0.1429 |
|
# of Negative Qtrs |
|
10.81 |
|
|
# of Negative Qtrs |
|
|
1995 |
|
# of Positive Qtrs |
|
1995 |
|
# of Positive Qtrs |
|
1995 |
|
# of Positive Qtrs |
|
|
40.73 |
|
|
Batting Average |
|
43.02 |
0.4302 |
|
Batting Average |
|
48.22 |
|
|
Batting Average |
|
|
36.43 |
|
Worst Qtr |
|
37.11 |
|
Worst Qtr |
|
36.89 |
|
Worst Qtr |
|
|
32.69 |
|
Best Qtr |
|
34.97 |
|
Best Qtr |
|
29.88 |
|
Best Qtr |
|
|
28.78 |
|
Range |
|
31.72 |
|
Range |
|
23.65 |
|
Range |
|
|
23.75 |
|
Worst 4 Qtrs |
|
26.07 |
|
Worst 4 Qtrs |
|
19.72 |
|
Worst 4 Qtrs |
|
|
Standard Deviation |
|
23.58 |
|
Standard Deviation |
|
14.65 |
|
Standard Deviation |
|
|
Beta |
|
16.51 |
|
Beta |
|
6.14 |
|
Beta |
|
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
1997 |
|
Annualized Alpha |
|
|
R-Squared |
|
32.79 |
|
R-Squared |
|
32.62 |
|
R-Squared |
|
|
Sharpe Ratio |
|
16 |
|
Sharpe Ratio |
|
23 |
|
Sharpe Ratio |
|
|
Treynor Ratio |
|
30.49 |
|
Treynor Ratio |
|
33.36 |
|
Treynor Ratio |
|
|
Tracking Error |
|
33 |
|
Tracking Error |
|
14 |
|
Tracking Error |
|
|
Information Ratio |
|
36.25 |
|
Information Ratio |
|
35.83 |
|
Information Ratio |
|
|
Fund |
Fund |
|
31.71 |
|
Fund |
Fund |
|
32.4 |
|
Fund |
Fund |
|
|
10 |
|
27.23 |
|
8 |
|
29.2 |
|
8 |
|
|
|
7 |
|
23.02 |
|
9 |
|
26.22 |
|
9 |
|
|
Batting Average |
52.94 |
|
15.42 |
|
Batting Average |
41.18 |
|
19.15 |
|
Batting Average |
58.82 |
|
|
|
-20.21 |
|
1996 |
|
|
-19.09 |
|
1996 |
|
|
-23.27 |
|
|
|
22.62 |
|
33.91 |
|
|
13.53 |
|
22.92 |
|
|
33.11 |
|
|
|
42.83 |
|
1 |
|
|
32.62 |
|
27 |
|
|
56.38 |
|
|
|
-39.67 |
|
23.12 |
|
|
-24.75 |
|
22.96 |
|
|
-32.84 |
|
|
Standard Deviation |
25.22 |
|
18 |
|
Standard Deviation |
19.02 |
|
26 |
|
Standard Deviation |
32.41 |
|
|
Beta |
0.92 |
|
27.27 |
|
Beta |
1.01 |
|
27.28 |
|
Beta |
1.15 |
|
|
Annualized Alpha |
2.11 |
0.0211 |
|
22.3 |
|
Annualized Alpha |
-2.81 |
|
23.01 |
|
Annualized Alpha |
2.43 |
0.0243 |
|
R-Squared |
0.97 |
|
19.92 |
|
R-Squared |
0.95 |
|
21.51 |
|
R-Squared |
0.87 |
|
|
-0.44 |
|
16.6 |
|
-0.34 |
|
18.9 |
|
0.08 |
|
|
-12.03 |
|
11.13 |
|
-6.44 |
|
15.28 |
|
2.15 |
|
|
4.98 |
|
1995 |
|
4.31 |
|
1995 |
|
12.26 |
|
|
0.59 |
|
39.33 |
|
-0.68 |
|
38.57 |
|
0.16 |
|
|
Policy |
FR1000G |
|
35.5 |
|
Policy |
FR1000V |
|
36.55 |
|
Policy |
FR2000 |
|
|
10 |
|
31.58 |
|
7 |
|
33.47 |
|
8 |
|
|
7 |
|
27.42 |
|
10 |
|
30.16 |
|
9 |
|
|
47.06 |
|
22.06 |
|
58.82 |
|
24.43 |
|
41.18 |
|
|
-21.35 |
|
-18.77 |
|
-21.4 |
|
|
25.14 |
|
17.27 |
|
23.42 |
|
|
46.49 |
|
36.04 |
|
44.82 |
|
|
-45.64 |
|
-22.79 |
|
-26.97 |
|
|
Standard Deviation |
27.02 |
|
Standard Deviation |
18.32 |
|
Standard Deviation |
26.33 |
|
|
1 |
|
1 |
|
1 |
|
|
0 |
|
0 |
|
0 |
|
|
1 |
|
1 |
|
1 |
|
|
-0.52 |
|
-0.19 |
|
0.02 |
|
|
-14.03 |
|
-3.56 |
|
0.53 |
|
|
0 |
|
0 |
|
0 |
|
|
Diff |
|
Diff |
|
Diff |
|
|
0 |
|
1 |
|
0 |
|
|
0 |
|
-1 |
|
0 |
|
|
5.88 |
|
-17.64 |
|
17.64 |
|
|
1.14 |
|
-0.32 |
|
-1.87 |
|
|
-2.52 |
|
-3.74 |
|
9.69 |
|
|
-3.66 |
|
-3.42 |
|
11.56 |
|
|
5.97 |
|
-1.96 |
|
-5.87 |
|
|
-1.8 |
|
0.7 |
|
6.08 |
|
|
-0.08 |
|
0.01 |
|
0.15 |
|
|
2.11 |
|
-2.81 |
|
2.43 |
|
|
-0.03 |
|
-0.05 |
|
-0.13 |
|
|
0.08 |
|
-0.15 |
|
0.06 |
|
|
2 |
|
-2.88 |
|
1.62 |
|
|
4.98 |
|
4.31 |
|
12.26 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|