HOLLYWOOD POLICE PDF
LOCK TOTAL FUND EXECUTIVE HERE LOCK LOCK TOTAL FUND UNIVERSE HERE(p1) LOCK TOTAL FUND UNIVERSE HERE(p2) LOCK TOTAL FUND RISK MEASURES LOCK LOCK TOTAL EQUITY EXECUTIVE HERE LOCK LOCK TOTAL EQUITY UNIVERSE HERE(p1) N/A LOCK LOCK TOTAL EQUITY RISK HERE LOCK LOCK TOTAL FIXED EXECUTIVE HERE LOCK TOTAL FIXED UNIVERSE HERE(p1) N/A LOCK LOCK TOTAL FIXED RISK MEAS. HERE LOCK
START @B3 Hollywood Police Pension Fund START @E3 Hollywood Police Pension Fund % Hollywood Police Pension Fund START @H3 Hollywood Police Pension Fund % START @N3 Hollywood Police Pension Fund START @Q3 Hollywood Police Pension Fund Hollywood Police Pension Fund % Hollywood Police Pension Fund Hollywood Police Pension Fund Hollywood Police Pension Fund Hollywood Police Pension Fund Hollywood Police Pension Fund
Total Fund Total Net Returns Total Fund Total Net Returns Total Net Returns Total Fund Total Net Returns Total Equity Total Equity Returns Total Equity Total Equity Returns Total Equity Returns Total Equity Returns INVERNESS Bond Returns INVERNESS Bond Returns INVERNESS Bond Returns INVERNESS Bond Returns
Executive Summary Universe Universe Comparisons Universe Comparisons Risk Measures Risk Measures Executive Summary Universe Universe Comparisons Universe Comparisons Risk Measures Executive Summary Universe Comparisons Universe Comparisons Risk Measures
3 33%BLCC,10%BLCG,7%BLCVC,4%BSC,23%BFI,23%IFI 33%BLCC,10%BLCG,7%BLCVC,4%BSC,23%BFI,23%IFI 22 27 61.1%BLCC, 18.5%BLCG, 13%BLCVC, 7.4%BSC 61.1%BLCC, 18.5%BLCGC, 13%BLCVC, 7.4%BSC 29 38 50% Broad FI, 50% Intermediate FI 50% Broad FI, 50% Intermediate FI 41
Inception date is September 30, 1992 5 6 3 Yr Inception date is September 30, 1992 28 40 3 Yr Inception date is September 30, 1992 39 29 3 Yr
All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs All dollar values are shown in thousands. 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
Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. 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. Returns for periods exceeding one year are annualized. # of Positive Qtrs
Returns are net of fees. Incept is September 30, 1992 to December 31, 2008 Fiscal Year Returns Ending September Batting Average Returns are net of fees. Incept is September 30, 1992 to December 31, 2008 Fiscal Year Returns Ending September Batting Average Returns are gross of fees. Incept is September 30, 1992 to December 31, 2008 Fiscal Year Returns Ending September Batting Average
Account Reconciliation Trailing Returns through December 31, 2008 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through December 31, 2008 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through December 31, 2008 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr
Beginning Value 5-25th %tile 25-50th %tile 50-75th %tile 75-95th %tile Fund Index Best Qtr Beginning Value Fund 75-95th %tile Fund Index Best Qtr Beginning Value Fund 75-95th %tile Fund Index Best Qtr
Net Flows 75-95th %tile Fund Index -20.00% Range Net Flows Return -40.00% Range Net Flows Return -5.00% Range
Investment G/L -35.00% -15.00% Worst 4 Qtrs Investment G/L %-tile -30.00% Worst 4 Qtrs Investment G/L %-tile 0.00% Worst 4 Qtrs
Ending Value -30.00% -10.00% Standard Deviation Ending Value Index -20.00% Standard Deviation Ending Value Index 5.00% Standard Deviation
12/31/2008 -25.00% -5.00% Beta 12/31/2008 Return -10.00% Beta 12/31/2008 Return 10.00% Beta
Qtr -20.00% 0.00% Annualized Alpha Qtr %-tile 0.00% Annualized Alpha Qtr %-tile 15.00% Annualized Alpha
186,800 -15.00% 5.00% R-Squared 107,287 Universe 10.00% R-Squared 71,599 Universe 20.00% R-Squared
-785 -10.00% 10.00% Sharpe Ratio -4,064 5th %-tile 20.00% Sharpe Ratio 713 5th %-tile 25.00% Sharpe Ratio
-20,277 -5.00% 15.00% Treynor Ratio -24,046 25th %-tile 30.00% Treynor Ratio 3,939 25th %-tile Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Treynor Ratio
165,738 0.00% 20.00% Tracking Error 79,177 50th %-tile 40.00% Tracking Error 76,252 50th %-tile Fiscal Year Returns Ending September Tracking Error
2009 5.00% 25.00% Information Ratio 2009 75th %-tile 50.00% Information Ratio 2009 75th %-tile Fund Information Ratio
YTD 10.00% 30.00% Fund YTD 95th %-tile 60.00% Fund YTD 95th %-tile Return Fund
186,800 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr Qtr YTD 2008 2007 2006 2005 2004 2003 2002 2001 6 107,287 1 Yr Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 6 71,599 1 Yr %-tile 4
-785 Trailing Returns through December 31, 2008   Fiscal Year Returns Ending September 6 -4,064 -35 -0.3536 Fiscal Year Returns Ending September   6 713 5.04 0.0504 Index 8
-20,277 Fund Fund 41.67 -24,046 2 Fund 58.33 3,939 3 Return 41.67
165,738 Return   Return -10.81 79,177 -37 -0.3698 Return   -22.49 76,252 5.4 0.054 %-tile -1.89
9/30/1992 %-tile %-tile 4.73 9/30/1992 1/28/1900 %-tile 8.33 9/30/1992 2 Universe 5.36
Incept Index Index 15.54 Incept -35.78 Index 30.82 Incept 3.57 5th %-tile 7.25
59,084 Return Return -20.09 18,638 -37 Return -35.36 36,929 -1.29 25th %-tile 2.5
-43 %-tile %-tile 9.56 94 -38 %-tile 15.52 -10,596 -5.54 50th %-tile 4.83
106,697 Universe Universe 1.07 60,444 -38 Universe 0.99 49,918 -11.18 75th %-tile 1.12
165,738  165,738,000 5th %-tile 5th %-tile 1.07 79,177     79,177,000 -39 5th %-tile 3.06 76,252    76,252,000                                                                                                            (20) 95th %-tile -0.8
Investment Policy 25th %-tile ####### 25th %-tile 0.97 Investment Policy 2 Yr 25th %-tile 0.98 Investment Policy 2 Yr Qtr 0.97
Index 50th %-tile ####### 50th %-tile ####### -0.5 Index -14.14 -0.1414 50th %-tile -0.6 Index 5.93 0.0593 QU. FUND 0.1 0.001 0.33
S&P 500 1 Yr FUND 75th %-tile ####### 75th %-tile -4.5 S&P 500 1 75th %-tile -9.41 Barclays Capital Gov/Credit-Intermediate 3 UNIVERSE 49 1.42
Barclays Capital Gov/Credit-Intermediate UNIVERSE 95th %-tile ####### 95th %-tile ####### 1.72 Russell 1000 Growth -18.51 -0.1851   95th %-tile   2.41 Barclays Capital Gov/Credit Bond 6.36 0.0636 POLICY 0.03 0.0003 1.01
Barclays Capital Gov/Credit Bond POLICY 1 Yr Qtr 0.5 Russell 1000 Value 40   Qtr 1.2 Total 2 59   -0.19
Other -20.09 -0.2009 Qtr -10.81 -0.1081 Index Russell 2000 1 Yr FUND -16.52 Qtr -1.98 -0.0198 Index Weight 4.86 0.61 Index
Weight 21 UNIVERSE 9 6 Weight UNIVERSE -18.07 UNIVERSE 29 6 50 1.8 0.31   4
33 -19.47 -0.1947 POLICY -10.11 -0.1011 6 61.1 POLICY -18.75 POLICY -1.9 -0.019 6 50 1 Yr FUND -0.82 0.09 8
23 14 5 58.33 18.5 -19.63 26 41.67 100 UNIVERSE -4.17 -0.1 58.33
23 -18.2 -0.182 -10.21 -10.11 13 -20.9 -0.9 -22.43 Trailing Returns through December 31, 2008 POLICY -9.35 -0.36 -1.52
21 -20.61   -11.7 4.35 7.4 3 Yr -1.9   6.89 Fund 3 Yr YTD 5.63
Trailing Returns through December 31, 2008 -22.71 -13.01 14.46 Trailing Returns through December 31, 2008 -5.56 -0.0556 -2.42 29.32 Index 5.35 0.0535 0.07   7.15
Fund -25.62   -14.94 -19.47 Fund 1 -3.3   -36.98 Diff 2 71 2.78
Index -30.12 -18.07 8.79 Index -8.45 -0.0845 -4.73 15.49 1 Yr 5.54 0.0554 -0.12   4.25
Diff 2 Yr YTD 1 Diff 26 YTD 1 5.04 2 81 1
1 Yr -6.07 -10.81 -0.1081 0 1 Yr -7.56 6.28 0 5.4 4.48 2.16 0
-20.09 -0.2009 1 9 1 -35.36 -8.43 12 1 -0.36 2.51 1.15 1
-19.47 -7.43 -10.11 -0.1011 -0.65 -36.98 -8.98 5.07 -0.79 2 Yr 0.85 0.49 0.42
-0.62 -0.0062 3 5 -5.67 1.62 -9.61 37 -12.21 5.93 -1.31 -0.05 1.78
2 Yr -7.84 -10.21 0 2 Yr -10.43 7.09 0 6.36 -4.39 -0.53 0
-6.07 -9.38 -0.0938 -11.7 Diff -14.14 4 Yr   5.48 Diff ############################################### 4 Yr 2005 Diff
-7.43 -10.65 -0.1065 -13.01 0 -18.51 -2.52 -0.0252 4.59   0 3 Yr 4.43 2004 2.02 0.0202 0
1.36 3 YR FUND -12.12 -0.1212 -14.94 0 4.37 1 3.64   0 5.35 3 UNIVERSE 68 0
3 Yr UNIVERSE -14.5 -0.145 -18.07 -16.66 3 Yr -5.2 -0.052 1.56     16.66 5.54 4.63 POLICY 2.02 0.0202 -16.66
-1.05 -0.0105 POLICY 3 Yr 2008   -0.7 -5.56 38 2005 -0.06 -0.19 2 68   -0.37
-1.91 -1.05 -0.0105 2004 -11.16 -0.1116 0.38 -8.45 3 YR FUND -3.92 2004 14.34 0.1434 1.44 4 Yr 3.82 4.66 -0.27
0.86 0.0086 1 UNIVERSE 16   1.08 2.89 UNIVERSE -4.92 UNIVERSE 41 1.5 4.43 2.4 2.94   0.1
4 Yr -1.91 -0.0191 POLICY -10.76 -0.1076 -0.62 4 Yr POLICY -5.4 POLICY 13.15 0.1315 1.62 4.63 3 YR FUND 1.13 2.38 -0.28
0.31 1 12 0.77 -2.52 -5.87 63 0.03 -0.2 UNIVERSE -0.42 1.89 0.58
-0.51 -2.61 -0.0261 -10.04 0.07 -5.2 -6.67 18.21 -0.01 5 Yr POLICY -2.75 1.28 0.12
0.82 -3.68 -11.79 1.07 2.68 5 Yr 15.44   3.06 4.32 5 Yr 2004 -0.8
5 Yr -4.43   -13.04 -0.03 5 Yr -0.14 -0.0014 13.73 -0.02 4.43 4.32 0.0432 2003 3.49 0.0349 -0.03
1.61 -5.53 -14.31 0.15 -0.14 2 12.47   0.19 -0.11 3 UNIVERSE 33 -0.09
1.1 -7.21 -17.38 1.17 -2.11 -2.11 -0.0211 9.75   2.8 6 Yr 4.43 0.0443 POLICY 3 0.03 -0.36
0.51 4 Yr 2007   1.72 1.97 43 2004 2.41 4.59 2 49   1.01
6 Yr 0.31 2003 15.31 0.1531 5 Yr 5 Yr 6 Yr -0.73 2003 12.54 0.1254 5 Yr 5 Yr 4.44 3.79 7.43 5 Yr 5 Yr
3.98 1 UNIVERSE 1   # of Negative Qtrs 4.1 -1.71 UNIVERSE 59 # of Negative Qtrs 0.15 2.71 3.83   # of Negative Qtrs
3.74 -0.51 POLICY 11.28 0.1128 # of Positive Qtrs 2.68 -2.23 POLICY 13.64 0.1364 # of Positive Qtrs 7 Yr 1.75 2.96 # of Positive Qtrs
0.24 1 31 Batting Average 1.42 -2.69 40 Batting Average 5.42 0.65 2.27 Batting Average
7 Yr -1   12.69 Worst Qtr 7 Yr -3.5 18.31 Worst Qtr 5.27 -1.07 1.54 Worst Qtr
2.63 -1.86 -0.0186 11.44 Best Qtr 1/0/1900 6 Yr 14.62 Best Qtr 1/0/1900 6 Yr 2003 Best Qtr
1.9 -2.42 -0.0242 10.74 Range -1.49 4.1 13.05 Range 8 Yr 4.59 2002 7.39 0.0739 Range
1/0/1900 5 YR FUND -3.15 -0.0315 10.14 Worst 4 Qtrs 1/2/1900 8 11.06 Worst 4 Qtrs 5.86 2 UNIVERSE 21 Worst 4 Qtrs
8 Yr UNIVERSE -4.45 -0.0445 8.89 Standard Deviation 8 Yr 2.68 0.0268 8.09   Standard Deviation 5.7 4.44 POLICY 6.26 0.0626 Standard Deviation
1/2/1900 POLICY 5 Yr 2006   Beta -0.58 39 2003 Beta 0.16 3 27   Beta
1.25 1.61 0.0161 2002 7.57 0.0757 Annualized Alpha -3.07 5 YR FUND 4.28 0.0428 2002 20.44 0.2044 Annualized Alpha 9 Yr 4.09 15.41 Annualized Alpha
0.78 1 UNIVERSE 32   R-Squared 2.49 UNIVERSE 2.99 UNIVERSE 88 R-Squared 6.35 3.21 0.0321 6.36   R-Squared
9 Yr 1.1 0.011 POLICY 7.18 0.0718 Sharpe Ratio 9 Yr POLICY 2.48 POLICY 25.89 0.2589 Sharpe Ratio 6.28 5 YR FUND 2.49 4.78 Sharpe Ratio
1.23 4 47 Treynor Ratio -2.28 2.08 18 Treynor Ratio 0.07 UNIVERSE 1.62 0.0162 3.82 Treynor Ratio
0.89 0.91 0.0091 8.77 Tracking Error ############################################### 1.23 28.13 Tracking Error 10 Yr POLICY 0.11 2.69 Tracking Error
0.34 0.06 7.8 Information Ratio 1/1/1900 7 Yr 25.31   Information Ratio 5.63 7 Yr 2002 Information Ratio
10 Yr -0.47   7.1 Fund Fund 10 Yr 0.83 23.7 Fund Fund 5.54 5.42 2001 8.77 0.0877 Fund Fund
2.53 -1.04 6.56 8 0.38 6 21.94   8 0.09 1 UNIVERSE 6 7
1/1/1900 -2.11 5.49 12 ############################################### -1.49 18.64   12 9/30/1992 5.27 POLICY 8.65 0.0865 13
0.8 6 Yr 2005   Batting Average 50 2.34 55 2002 Batting Average 55 Incept 2 8   Batting Average 45
9/30/1992 3.98 2001 8.74 0.0874 -10.81 9/30/1992 1/0/1900 2001 -9.95 -0.0995 -22.49 6.2 4.69 8.8 -2.18
Incept 4 UNIVERSE 54   5.57 Incept -0.69 UNIVERSE 5 9.12 1/6/1900 3.85 7.65   5.36
6.61 3.74 POLICY 8.03 0.0803 16.38 7.88 -1.38 POLICY -20.84 -0.2084 31.61 0.06 3.16 6.86 7.54
5.88 8 76 -20.09 6.65 -1.94 71 -35.36   Fiscal Year Returns Ending September 2.34 5.67 -0.51
0.73 3.91 11.11 Standard Deviation 8.04 1.23 -3.05 -10.38 Standard Deviation 13.17 Fund 0.93 1.79 Standard Deviation 4.26
Fiscal Year Returns Ending September 3.16 9.7 Beta 1.06 Fiscal Year Returns Ending September 8 Yr -17.34 Beta 0.99 Index 8 Yr 2001 Beta 1.04
Fund 2.65 8.87 Annualized Alpha 0.47 0.0047 Fund -0.58 -19.53 Annualized Alpha 1.98 0.0198 Diff 5.86 2000 13.27 0.1327 Annualized Alpha -0.28 -0.0028
Index 2.09 8.03 R-Squared 0.97 Index 14 -21.08 R-Squared 0.97 12/31/2008 1 UNIVERSE 4 R-Squared 0.96
Diff 1.17 7.24 -0.19 Diff -3.07 -23.77   -0.25 Qtr 5.7 POLICY 13.04 0.1304 0.29
12/31/2008 7 Yr 2004   -1.41 12/31/2008 3/3/1900 2001 -3.27 5.36 2 7   1.17
Qtr 2.63 2000 8.1 0.081 1.56 Qtr 0.55 2000 -31.03 -0.3103 2.17 5.63 5.07 13.13 0.84
-10.81 -0.1081 4 UNIVERSE 87   0.33 -22.49 -1.71 UNIVERSE 76 0.91 -0.27 4.24 12.35   -0.13
-10.11 -0.1011 1.9 POLICY 8.75 0.0875 Policy Index -22.43 -2.77 POLICY -30.46 -0.3046 Policy Index 2009 3.64 11.69 Policy Index
-0.7 17 75 8 -0.06 -3.35 73 8 YTD 2.9 10.55 7
2009 2.42 12.63 12 2009 -4.86 -5.3 12 1/5/1900 1.68 0.57 13
YTD 1.67 10.72 50 YTD 9 Yr -17.68 45 5.63 9 Yr 2000 55
-10.81 1.12 9.56 -10.11 -22.49 -2.28 -27.57 -22.43 -0.27 6.35 6.22 -2.84
-10.11 0.62 8.73 5.49 -22.43 42 -30.96 9.73 2008 1 33 5.63
-0.7 -0.22 7.25 15.6 -0.06 -4.15 -39.84 32.16 2.5 6.28 6.47 8.47
2008 8 Yr 2003 -19.47 2008 81 2000 -36.98 2.78 2 17 -0.86
-11.16 2.03 12.74 Standard Deviation 7.45 -18.93 1.36 17.11 Standard Deviation 13.18 -0.28 5.62 6.94 Standard Deviation 4.01
-10.76 9 95 1 -21.41 -1.14 36 1 2007 4.85 6.33 1
-0.4 1.25 16.91 0 2.48 -2.99 12.38 0 5.02 4.26 5.96 0
2007 26 33 1 2007 -3.98 67 1 5.27 3.49 5.47 1
15.31 2.38 22.25 -0.27 23.49 -5.37 37.21 -0.4 -0.25 2.18 2.92 0.33
11.28 1.27 17.63 -2 16.43 10 Yr 20.71 -5.21 2006 10 Yr 1999 1.33
4.03 0.62 15.95 0 7.06 0.38 14.58 0 3.52 5.63 -0.41 0
2006 0.06 14.68 Diff 2006 25 10.6 Diff 3.43 1 72 Diff
7.57 -0.74 12.66 0 11.04 -1.96 2.15 0 0.09 5.54 -0.5 0
7.18 9 Yr 2002 0 10.36 80 1999 0 2005 2 75 0
0.39 1.23 -2.02 0 0.68 2.25 30.59 10 2.02 5 3.72 -10
2005 39 3 -0.7 2005 0.31 23 -0.06 2.02 4.24 1.67 0.66
8.74 0.89 -7.82 0.08 14.34 -1.07 26.68 -0.61 0 3.69 0.54 -0.27
8.03 47 66 0.78 13.15 -1.85 51 -0.55 2004 3.06 -0.58 -0.93
0.71 3.09 -3.21 -0.62 1.19 -2.58 42.92 1.62 3.49 2.01 -2.06 0.35
2004 1.87 -5.68 0.59 2004 Fiscal Year Returns Ending September 29.79 -0.01 3 Fiscal Year Returns Ending September 1998 0.25
8.1 0.79 -7.28 0.06 12.54 Fund 26.74 -0.01 0.49 Fund 11.65 0.04
8.75 0.11 -8.24 0.47 13.64 Return 17.54 1.98 2003 Return 7 -0.28
-0.65 -1.1 -9.92 -0.03 -1.1 %-tile 2.98 -0.03 7.39 %-tile 11.62 -0.04
2003 10 Yr 2001 0.08 2003 Index 1998 0.15 6.26 Index 8 -0.04
12.74 2.53 -13.38 0.59 20.44 Return 6.61 1.94 1.13 Return 12.17 -0.16
16.91 19 88 1.56 25.89 %-tile 37 2.17 2002 %-tile 9.97 0.84
-4.17 1.73 -12.38 10 Yr -5.45 Universe 10.1 10 Yr 8.77 Universe 8.86 10 Yr
2002 45 86 # of Negative Qtrs 2002 5th %-tile 11 # of Negative Qtrs 8.65 5th %-tile 7.67 # of Negative Qtrs
-2.02 3.42 3.96 # of Positive Qtrs -9.95 25th %-tile 12.45 # of Positive Qtrs 0.12 25th %-tile 2.96 # of Positive Qtrs
-7.82 2.23 -3.73 Batting Average ############################################### 50th %-tile 8.45   Batting Average 6/23/1905 50th %-tile 16.26   Batting Average
5.8 1.6 -8.05 Worst Qtr 10.89 75th %-tile 4.58 Worst Qtr 13.27 75th %-tile 12.82 Worst Qtr
6/23/1905 1.04 -10.12 Best Qtr 2001 95th %-tile -2.5   Best Qtr 13.04 95th %-tile 8.28   Best Qtr
-13.38 0.25 -15.92 Range -31.03 Qtr -15.76 Range 0.23 Qtr 27 Range
-12.38 5.05 4.07 Worst 4 Qtrs ############################################### -22.49 -0.2249 -17.25   Worst 4 Qtrs 6/22/1905 5.36 0.0536 9.46   Worst 4 Qtrs
-1 4.43 Standard Deviation -0.57 46 19 Standard Deviation 6.22 2 3.7 Standard Deviation
6/22/1905 Beta 2000 -22.43 -0.2243 17.44   Beta 6.47 5.63 0.0563 2.37   Beta
12.39 Annualized Alpha 17.11 44 15.88 Annualized Alpha -0.25 1 1.11 Annualized Alpha
1/9/1900 R-Squared 12.38 -21.28 14.26 R-Squared Returns in Up Markets 3.62 0.39 R-Squared
2.97 Sharpe Ratio 4.73 -22.06 YTD Sharpe Ratio Fund 0.87 YTD Sharpe Ratio
Returns in Up Markets Treynor Ratio Returns in Up Markets -22.58 12.31 Treynor Ratio Index -1.51 4.44 Treynor Ratio
Fund Tracking Error Fund -23.06 65 Tracking Error Ratio -5.17 37 Tracking Error
Index Information Ratio Index -23.98 13.02 Information Ratio 3 Yr -11.97 5.23 Information Ratio
Ratio Fund Ratio YTD 50 Fund 10.2 YTD 29 Fund
3 Yr 15 3 Yr -22.49 -0.2249 17.59 17 10.6 5.36 0.0536 16.11 9
15.3 25 23.2 46 14.43 23 96.4 2 5.92 31
12.2 57.5 18.1 -22.43 -0.2243 13.01 57.5 5 Yr 5.63 0.0563 3.67 52.5
125.6 -10.81 128.2 44 11.77 -22.49 9.2 1 1.98 -2.18
5 Yr 11.33 5 Yr -21.28 9.97 19.48 9.7 3.62 0.87 5.36
11.6 22.14 18.6 -22.06 2002 41.97 94.6 0.87 2002 7.54
10.8 -20.09 16.3 2002 FUND -22.58 -21.65   -35.36 10 Yr 2002 FUND -1.51 10.49   -0.66
108.1 8.33 4/22/1900 UNIVERSE -23.06 88 15 1/9/1900 UNIVERSE -5.17 11 4.02
10 Yr 0.97 10 Yr POLICY -23.98 -20.67   0.94 9.7 POLICY -11.97 11.02   0.98
1/14/1900 0.86 26.5 2008 84   2.23 97.4 2008 8 0.18
1/14/1900 0.94 1/26/1900 -18.93 -0.1893 -9.82 0.95 9/30/1992 2.5 11.72   0.96
100.8 -0.09 4/11/1900 5 -13.94 -0.19 Incept 9 9.31 0.58
9/30/1992 -0.79 9/30/1992 -21.41 -0.21 -16.68 -3.11 10 2.78 7.69   2.38
Incept 2.1 Incept 36 -19.33 3.41 10.1 8 4.45 0.78
15.7 0.38 26.6 -18.99 -23.14 0.69 98.4 3.19 -2.07 0.12
1/15/1900 Index 26.5 -21.04 2001 Index Returns in Down Markets 0.07 2001 Index
103.8 17 100.6 2001 FUND -21.95 -5.89   18 Fund 2001 FUND -2.48 8.73   12
Returns in Down Markets 23 Returns in Down Markets UNIVERSE -22.93 74 22 Index UNIVERSE -5.37 14 28
Fund 42.5 Fund POLICY -24.6 -11.08   42.5 Ratio POLICY -10.07 8.51   47.5
Index -10.11 Index 2007 96 -22.43 3 Yr 2007 18 -2.84
Ratio 9.86 Ratio 23.49 0.2349 5.46 15.78 -3.8 5.02 9.68   5.63
3 Yr 19.97 3 Yr 1 -0.02 38.21 -3.9 19 8.13 8.47
-15.1 -19.47 -27.6 16.43 0.1643 -3.26 -36.98 96.4 5.27 7.33   -0.89
-14.2 8.34 -29 50 -6.04 15.65 5 Yr 16 6.21 4.01
106 1 95.1 19.46 -10.93 1 -4.1 6.16 0.36 1
5 Yr 0 5 Yr 17.45 2000 0 -4.7 4.8 2000 0
-11.8 1 -22.8 2000 FUND 16.4 -5.56   1 88 2000 FUND 4.05 12.61   1
-11.8 -0.19 -24.4 UNIVERSE 15.54 98 -0.34 10 Yr UNIVERSE 3.34 8 0.56
99.5 -1.57 93.3 POLICY 13.75 -6.49   -5.26 -2.7 POLICY 2.49 11.84   2.24
10 Yr 0 10 Yr 2006 99 0 -3.5 2006 15 0
-11.8 Diff -24.3 11.04 0.1104 16.45 Diff 76.9 3.52 13.05   Diff
-13.3 -2 ############################################### 21 9.38 -1 9/30/1992 51 11.01 -3
88.7 2 87.4 10.36 0.1036 5.82 1 Incept 3.43 9.44   3
9/30/1992 15 9/30/1992 2/5/1900 1.47 15 -3 56 7.02 5
Incept -0.7 Incept 12.6 -4.06 -0.06 -3.6 5.33 -8.83 0.66
-11.3 1.47 -24.8 10.79 1999 3.7 83.8 4 1999 -0.27
-12.3 2.17 -27.3 1999 FUND 9.93 19.52   3.76 1999 FUND 3.53 -2.72   -0.93
92.2 -0.62 90.6 UNIVERSE 8.97 46 1.62 UNIVERSE 3.11 88 0.23
-0.01 POLICY 7.11 20.41   -0.65 POLICY 2.62 -2.15   0.01
-0.03 2005 41 -0.06 2005 83 -0.02
0.86 14.34 0.1434 35.59 2.23 2.02 7   0.18
-0.06 38 24.4 -0.05 68 2.72 -0.04
0.1 13.15 0.1315 18.88 0.15 2.02 0.33   0.02
0.78 62 13.96 2.15 68 -1.4 0.14
2.1 17.18 8.02 3.41 4.66 -3.93 0.78
Incept 15.14 1998 Incept 2.94 1998 Incept
# of Negative Qtrs 1998 FUND 13.76 16.91   # of Negative Qtrs 1998 FUND 2.38 9.74   # of Negative Qtrs
# of Positive Qtrs UNIVERSE 12.58 13 # of Positive Qtrs UNIVERSE 1.89 7 # of Positive Qtrs
Batting Average POLICY 11.43 20.4   Batting Average POLICY 1.28 9.47   Batting Average
Worst Qtr 2004 6 Worst Qtr 2004 8 Worst Qtr
Best Qtr 12.54 0.1254 21.24 Best Qtr 3.49 9.93   Best Qtr
Range 78 14.25 Range 33 8.09 Range
Worst 4 Qtrs 13.64 0.1364 9.97 Worst 4 Qtrs 3 6.94 Worst 4 Qtrs
Standard Deviation 60 6.68 Standard Deviation 49 5.76 Standard Deviation
Beta 19.44 1.46 Beta 7.43 -0.13 Beta
Annualized Alpha 15.95 1997 Annualized Alpha 3.83 1997 Annualized Alpha
R-Squared 14.05 38.59 R-Squared 2.96 8.55 R-Squared
Sharpe Ratio 12.79 1 Sharpe Ratio 2.27 54 Sharpe Ratio
Treynor Ratio 10.36 30.86 Treynor Ratio 1.54 9.75 Treynor Ratio
Tracking Error 2003 16 Tracking Error 2003 26 Tracking Error
Information Ratio 20.44 0.2044 33.38 Information Ratio 7.39 14.34 Information Ratio
Fund 89 29.54 Fund 21 9.77 Fund
17 25.89 26.7 19 6.26 8.72 15
48 27 23.64 46 27 7.12 50
56.92 29.03 16.88 53.85 15.41 5.89 58.46
-10.81 26.06 1996 -22.49 6.36 1996 -2.78
11.33 24.32 19.67 22.14 4.78 5.98 5.99
22.14 22.66 69 44.63 3.82 20 8.77
-20.09 18.57 21.34 -35.36 2.69 2.91 -3.65
7.94 2002 52 14.4 2002 74 3.98
0.99 -9.95 28.78 0.94 8.77 13.49 1
0.77 2 24.05 1.53 6 5.37 0.08
0.93 -20.84 21.49 0.94 8.65 3.97 0.97
0.35 81 18.8 0.28 8 2.83 0.6
2.81 -10.85 14.89 4.31 8.8 1.19 2.37
2.14 -16.27 1995 3.65 7.65 1995 0.73
0.34 -19.32 37.47 0.34 6.86 23.05 0.08
Index -20.6 31.79 Index 5.67 18.43 Index
20 -22.5 28.75 20 1.79 16.26 18
45 2001 25.73 45 2001 12.82 47
43.08 -31.03 21.74 46.15 13.27 8.28 41.54
-10.11 86 -22.43 4 -2.84
10.38 -30.46 21.13 13.04 5.74
20.49 83 43.56 7 8.58
-19.47 -2.29 -36.98 13.13 -2.9
7.73 -14.81 14.78 12.35 3.92
1 -25.8 1 11.69 1
0 -29.55 0 10.55 0
1 -37.74 1 0 1
0.27 0.19 0.59
2.05 2.82 2.31
0 0 0
Diff Diff Diff
-3 -1 -3
3 1 3
13.84 7.7 16.92
-0.7 -0.06 0.06
0.95 1.01 0.25
1.65 1.07 0.19
-0.62 1.62 -0.75
0.21 -0.38 0.06
-0.01 -0.06 0
0.77 1.53 0.08
-0.07 -0.06 -0.03
0.08 0.09 0.01
0.76 1.49 0.06
2.14 3.65 0.73