HOLLYWOOD POLICE PDF |
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LOCK |
INVERNESS EQUITY EXECUTIVE HERE |
LOCK |
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INVERNESS EQ. UNIVERSE HERE(p1) |
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N/A |
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INVERNESS EQUITY RISK HERE |
LOCK |
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DHJ EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
DHJ EQUITY Universe HERE(p1) |
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N/A |
LOCK |
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DHJ EQUITY RISK HERE |
LOCK |
EAGLE SMALL CAP EXECUTIVE HERE |
LOCK |
LOCK |
EAGLE SMALL CAP UNIVERSE HERE(P1) |
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N/A |
LOCK |
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EAGLE SMALL CAP RISK HERE |
LOCK |
LOCK |
BUCKHEAD TOTAL EQ EXECUTIVE HERE |
LOCK |
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BUCKHEAD TOTAL EQ UNIVERSE HERE(P1) |
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N/A |
LOCK |
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BUCKHEAD TOTAL EQ RISK HERE |
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EAGLE MIDCAP EQUITY |
LOCK |
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EAGLE MIDCAP EQUITY |
LOCK |
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EAGLE MIDCAP EQUITY |
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 |
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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 |
% |
% |
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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Rhumbline Mid-cap Equity Index
(inception 4/1/09) |
Rhumbline Mid-cap Equity Index
(inception 4/1/09) |
Rhumbline Mid-cap Equity Index
(inception 4/1/09) |
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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 Net Returns (Stocks + Cash) |
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DHJ Total Net Returns (Stocks + Cash) |
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DHJ Total Gross Returns
(Stocks + Cash) |
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DHJ Total Net Returns (Stocks + Cash) |
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EAM Net Total (Small Cap Stocks + Cash) |
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EAM Net Total (Small Cap Stocks + Cash) |
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EAM Gross Total (Stocks + Cash) |
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EAM Net Total (Small Cap Stocks +
Cash) |
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Buckhead Net Total (Equity + Cash) |
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Buckhead Net Total (Equity + Cash) |
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Buckhead Gross Total (Equity + Cash) |
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Buckhead Net Total (Equity + Cash) |
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EAM Net Total (Mid-cap Stocks + Cash) |
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EAM Net Total (Mid-cap Stocks +
Cash) |
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EAM Net Total (Mid-cap Stocks +
Cash) |
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Executive Summary |
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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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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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Risk Measures |
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72 |
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505 Broad Large Cap, 50% Broad Small
Cap |
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74 |
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47 |
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Broad Large Cap Core |
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Broad Large Cap Core |
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49 |
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52 |
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Broad Large Cap Growth |
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Broad Large Cap Growth Core |
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54 |
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57 |
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Broad Small Cap |
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Broad Small Cap |
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59 |
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62 |
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Broad Large Cap Value Core |
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Broad Large Cap Value Core |
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64 |
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67 |
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50% Broad Large Cap, 50% Broad Small
Cap |
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69 |
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Inception date is March 31, 2009 |
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73 |
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Incept |
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Inception date is September 30, 1992 |
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48 |
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50 |
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3 Yr |
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Inception date is March 31, 2000 |
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53 |
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60 |
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3 Yr |
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Inception date is March 31, 2003 |
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58 |
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68 |
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Incept |
3 Yr |
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Inception date is December 31, 2003 |
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63 |
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76 |
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3 Yr |
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Inception date is December 31, 2008 |
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68 |
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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. |
# 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. |
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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. |
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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. |
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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. |
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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 |
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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. |
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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 for periods exceeding one year are annualized. |
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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 for periods exceeding one year are annualized. |
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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 for periods exceeding one year are annualized. |
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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 for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Returns are net of fees. |
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Incept is March 31, 2009 to December
31, 2009 |
Batting Average |
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Returns are gross of fees. |
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Incept is September 30, 1992 to December 31, 2009 |
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Fiscal Year Returns Ending September |
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Batting Average |
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Returns are net of fees. |
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Incept is March 31, 2000 to December 31, 2009 |
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Fiscal Year Returns
Ending September |
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Batting Average |
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Returns are net of fees. |
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Incept is March 31, 2003 to December 31, 2009 |
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Fiscal Year Returns Ending September |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 2003 to December 31, 2009 |
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Fiscal Year Returns Ending September |
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Batting Average |
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Returns are net of fees. |
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Incept is December 31, 2008 to
December 31, 2009 |
Batting Average |
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Account Reconciliation |
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Trailing Returns through December
31, 2009 |
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Worst Qtr |
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Account Reconciliation |
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Trailing Returns through December 31, 2009 |
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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 December 31, 2009 |
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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 December 31, 2009 |
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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 December 31, 2009 |
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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 December
31, 2009 |
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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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75-95th %tile Fund S&P 500 |
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Best Qtr |
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Beginning Value |
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Fund |
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75-95th %tile Fund R1000G |
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Best Qtr |
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Beginning Value |
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Fund |
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75-95th %tile Fund FR2000 |
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Best Qtr |
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Beginning Value |
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Fund |
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75-95th %tile Fund R1000V |
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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 |
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Return |
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-40.00% |
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Range |
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Net Flows |
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Return |
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-75.00% |
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Range |
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Net Flows |
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Return |
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-50.00% |
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Range |
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Net Flows |
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Return |
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-30.00% |
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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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-30.00% |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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-50.00% |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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-25.00% |
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Worst 4 Qtrs |
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Investment G/L |
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%-tile |
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-20.00% |
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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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S&P 400 |
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Standard Deviation |
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Ending Value |
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S&P 500 |
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-20.00% |
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Standard Deviation |
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Ending Value |
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R1000G |
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-25.00% |
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Standard Deviation |
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Ending Value |
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FR2000 |
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0.00% |
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Standard Deviation |
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Ending Value |
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R1000V |
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-10.00% |
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Standard Deviation |
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Ending Value |
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S&P400 |
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Standard Deviation |
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12/31/2009 |
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Return |
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Beta |
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12/31/2009 |
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Return |
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-10.00% |
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Beta |
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12/31/2009 |
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Return |
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0.00% |
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Beta |
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12/31/2009 |
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Return |
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25.00% |
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Beta |
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12/31/2009 |
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Return |
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0.00% |
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Beta |
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12/31/2009 |
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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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0.00% |
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Annualized Alpha |
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Qtr |
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%-tile |
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25.00% |
|
Annualized Alpha |
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Qtr |
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%-tile |
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50.00% |
|
Annualized Alpha |
|
Qtr |
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%-tile |
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10.00% |
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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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6,337 |
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Universe |
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R-Squared |
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41,048 |
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Universe |
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10.00% |
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R-Squared |
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21,982 |
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Universe |
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50.00% |
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R-Squared |
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8,934 |
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Universe |
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75.00% |
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R-Squared |
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11,850 |
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Universe |
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20.00% |
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R-Squared |
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5,821 |
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Universe |
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R-Squared |
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2 |
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5th %-tile |
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Sharpe Ratio |
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1,798 |
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5th %-tile |
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20.00% |
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Sharpe Ratio |
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37 |
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5th %-tile |
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75.00% |
|
Sharpe Ratio |
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2 |
|
5th %-tile |
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100.00% |
|
Sharpe Ratio |
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-1 |
|
5th %-tile |
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30.00% |
|
Sharpe Ratio |
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0 |
|
5th %-tile |
|
Sharpe Ratio |
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352 |
|
25th %-tile |
|
Treynor Ratio |
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2,224 |
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25th %-tile |
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30.00% |
|
Treynor Ratio |
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1,695 |
|
25th %-tile |
|
Qtr YTD 2005 2004 2003
2002 2001 2000 1999 1998 |
Treynor Ratio |
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356 |
|
25th %-tile |
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Qtr YTD 2005 2004 2003
2002 2001 2000 1999 1998 |
Treynor Ratio |
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719 |
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25th %-tile |
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40.00% |
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Treynor Ratio |
|
398 |
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25th %-tile |
|
Treynor Ratio |
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6,690 |
6690000 |
|
50th %-tile |
|
Tracking Error |
|
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45,070 |
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50th %-tile |
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40.00% |
|
Tracking Error |
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23,714 |
|
50th %-tile |
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Fiscal Year Returns
Ending September |
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Tracking Error |
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9,292 |
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50th %-tile |
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Fiscal Year Returns Ending September |
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Tracking Error |
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12,568 |
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50th %-tile |
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Qtr YTD 2005 2004 2003
2002 2001 2000 1999 1998 |
Tracking Error |
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6,219 |
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50th %-tile |
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Tracking Error |
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2010 |
|
75th %-tile |
|
Information Ratio |
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2010 |
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75th %-tile |
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50.00% |
|
Information Ratio |
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2010 |
|
75th %-tile |
|
Fund |
|
Information Ratio |
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2010 |
|
75th %-tile |
|
Fund |
|
Information Ratio |
|
2010 |
|
75th %-tile |
|
Fiscal Year Returns Ending September |
|
Information Ratio |
|
2010 |
|
75th %-tile |
|
Information Ratio |
|
YTD |
|
95th %-tile |
|
Fund |
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YTD |
|
95th %-tile |
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Qtr YTD 2005 2004 2003
2002 2001 2000 1999 1998 |
Fund |
|
YTD |
|
95th %-tile |
|
Return |
|
Fund |
|
YTD |
|
95th %-tile |
|
Return |
|
Fund |
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
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6,337 |
|
2 Qtrs |
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0 |
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|
41,048 |
|
1 Yr |
|
Fiscal Year Returns Ending September |
|
6 |
|
21,982 |
|
3 Qtrs |
|
%-tile |
|
4 |
|
8,934 |
|
2 Qtrs |
|
%-tile |
|
7 |
|
11,850 |
|
2 Qtrs |
|
Return |
|
7 |
|
5,821 |
|
2 Qtrs |
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1 |
|
2 |
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26.59 |
0.2659 |
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3 |
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|
1,798 |
|
23.82 |
0.2382 |
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Fund |
|
6 |
|
37 |
|
37.55 |
|
R1000G |
|
8 |
|
2 |
|
20.27 |
|
FR2000 |
|
5 |
|
-1 |
|
21.72 |
|
%-tile |
|
5 |
|
0 |
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24.04 |
0.2404 |
|
3 |
|
352 |
|
2 |
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0 |
|
|
2,224 |
|
82 |
|
|
Return |
|
58.33 |
|
1,695 |
|
86 |
|
Return |
|
50 |
|
356 |
|
87 |
|
Return |
|
Batting Average |
66.67 |
|
719 |
|
70 |
|
R1000V |
|
|
58.33 |
|
398 |
|
26 |
|
50 |
|
6,690 |
|
26.66 |
0.2666 |
|
5.55 |
|
|
45,070 |
|
26.46 |
0.2646 |
|
%-tile |
|
-23.27 |
|
23,714 |
|
43.11 |
|
%-tile |
|
-23.43 |
|
9,292 |
|
|
23.9 |
|
%-tile |
|
|
-22.88 |
|
12,568 |
|
23.23 |
|
Return |
|
|
-19.01 |
|
6,219 |
|
26.66 |
0.2666 |
|
-7.88 |
|
3/31/2009 |
|
2 |
|
19.94 |
|
|
9/30/1992 |
|
60 |
|
S&P 500 |
|
14.87 |
|
3/31/2000 |
|
35 |
|
Universe |
|
13.89 |
|
3/31/2003 |
|
51 |
|
Universe |
|
|
15.67 |
|
12/31/2003 |
|
19 |
|
%-tile |
|
|
14.76 |
|
12/31/2008 |
|
2 |
|
16.1 |
|
Incept |
|
25.7 |
|
14.39 |
|
|
Incept |
|
38.76 |
|
Return |
|
38.14 |
|
Incept |
|
48.71 |
|
5th %-tile |
|
37.32 |
|
Incept |
|
28.7 |
|
5th %-tile |
|
|
38.55 |
|
Incept |
|
25.34 |
|
Universe |
|
|
33.77 |
|
Incept |
|
25.7 |
|
23.98 |
|
4,428 |
|
24.12 |
|
17.45 |
|
|
18,638 |
|
32.31 |
|
%-tile |
|
-37.25 |
|
10,795 |
|
43.84 |
|
25th %-tile |
|
-36.52 |
|
4,822 |
|
25.84 |
|
25th %-tile |
|
|
-34.15 |
|
7,800 |
|
22.63 |
|
5th %-tile |
|
|
-32.13 |
|
|
4,648 |
|
24.12 |
|
32.22 |
|
32 |
|
22.92 |
|
1 |
|
|
-46,750 |
|
27.51 |
|
|
Universe |
|
19.65 |
|
14,519 |
|
41.96 |
|
50th %-tile |
|
18.39 |
|
252 |
|
23.93 |
|
50th %-tile |
|
Standard Deviation |
21.04 |
|
3,377 |
|
22.45 |
|
25th %-tile |
|
|
17.33 |
|
54 |
|
22.92 |
|
18.65 |
|
2,230 |
|
21.6 |
|
0.02 |
|
|
73,182 |
|
25.92 |
|
|
5th %-tile |
|
0.98 |
|
-1,599 |
|
39.28 |
|
75th %-tile |
|
0.92 |
|
4,218 |
|
21.66 |
|
75th %-tile |
|
Beta |
0.83 |
|
1,391 |
|
21.56 |
|
50th %-tile |
|
BETA |
0.8 |
|
1,516 |
|
21.6 |
|
0.78 |
|
6,690 |
|
19.89 |
|
1 |
|
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45,070 |
45,070,000 |
|
19 |
|
|
25th %-tile |
|
3.03 |
|
23,714 |
23,714,000 |
|
34.33 |
|
95th %-tile |
|
0.73 |
|
9,292 |
9,292,000 |
|
18.38 |
|
95th %-tile |
|
Annualized Alpha |
1.18 |
0.0118 |
|
12,568 |
12,568,000 |
|
19.9 |
|
75th %-tile |
|
ALPHA |
1.69 |
0.0169 |
|
6,219 |
6,219,000 |
|
19.89 |
|
2.87 |
|
Investment Policy |
|
3 Qtrs |
|
2.87 |
|
|
Investment Policy |
|
2 Yr |
|
50th %-tile |
|
0.96 |
|
Investment Policy |
|
1 Yr |
|
Qtr |
|
0.98 |
|
Investment Policy |
|
3 Qtrs |
|
Qtr |
|
R-Squared |
0.95 |
|
Investment Policy |
|
3 Qtrs |
|
95th %-tile |
|
|
0.95 |
|
Investment Policy |
|
3 Qtrs |
|
0.97 |
|
Index |
|
50.26 |
0.5026 |
|
50.14 |
|
|
Index |
|
-11.38 |
|
75th %-tile |
|
-0.25 |
|
Index |
|
33.32 |
0.3332 |
QU. FUND |
-3.66 |
-0.0366 |
|
-0.17 |
|
Index |
|
36.26 |
|
QU. FUND |
-2.59 |
-0.0259 |
|
-0.28 |
|
Index |
|
37.98 |
|
Qtr |
|
-0.44 |
|
Index |
|
43.53 |
0.4353 |
|
1.72 |
|
S&P Midcap 400 |
|
13 |
|
0.08 |
|
|
S&P 500 |
|
76 |
|
95th %-tile |
|
-5.03 |
|
Russell 1000 Growth |
|
53 |
|
UNIVERSE |
39 |
|
|
-3.41 |
|
Russell 2000 |
|
100 |
|
UNIVERSE |
12 |
|
|
-7.01 |
|
Russell 1000 Value |
|
95 |
|
-0.49 |
-0.0049 |
|
-9.45 |
|
S&P Midcap 400 |
|
74 |
|
41.09 |
|
Total |
|
50.4 |
0.504 |
|
-1.75 |
|
|
Total |
|
-10.74 |
|
Qtr |
|
3.74 |
|
Total |
|
37.21 |
0.3721 |
POLICY |
-3.9 |
-0.039 |
|
2.72 |
|
Total |
|
49.53 |
|
POLICY |
-5.02 |
-0.0502 |
|
6.33 |
|
Total |
|
43.81 |
|
36 |
|
|
5.85 |
|
Total |
|
50.4 |
0.504 |
|
6.13 |
|
Weight |
|
13 |
|
S&P 400 |
|
|
Weight |
|
56 |
|
-1.55 |
-0.0155 |
|
0.78 |
|
Weight |
|
33 |
|
46 |
|
0.36 |
|
Weight |
|
55 |
|
54 |
|
0.39 |
|
Weight |
|
19 |
|
0.59 |
0.0059 |
|
0.62 |
|
Weight |
|
13 |
|
-0.85 |
|
100 |
|
52.01 |
|
0 |
|
|
100 |
|
1 Yr FUND |
-6.78 |
|
QU. FUND |
41 |
|
|
S&P 500 |
|
100 |
|
47.11 |
|
-1.39 |
|
R1000G |
|
100 |
|
59.76 |
|
-1.91 |
|
Policy |
FR2000 |
|
100 |
|
47.17 |
|
|
13 |
|
|
R1000V |
|
100 |
|
52.01 |
|
S&P400 |
|
100 |
|
48.55 |
|
3 |
|
|
100 |
|
UNIVERSE |
-9.38 |
|
UNIVERSE |
-1.44 |
-0.0144 |
|
6 |
|
100 |
|
38.7 |
|
-3.05 |
|
5 |
|
100 |
|
53.47 |
|
-3.39 |
|
6 |
|
100 |
|
42.85 |
|
|
1.73 |
|
7 |
|
100 |
|
48.55 |
|
1 |
|
Trailing Returns through December
31, 2009 |
|
45.92 |
|
100 |
|
|
Trailing Returns through December 31, 2009 |
|
POLICY |
-10.63 |
|
POLICY |
30 |
|
6 |
|
Trailing Returns through December 31, 2009 |
|
33.72 |
|
-4.08 |
|
|
7 |
|
Trailing Returns through December 31, 2009 |
|
50.06 |
|
-4.84 |
|
|
6 |
|
Trailing Returns through December 31, 2009 |
|
41.97 |
|
|
-0.06 |
|
5 |
|
Trailing Returns through December
31, 2009 |
|
45.92 |
|
3 |
|
Fund |
|
43.33 |
|
5.56 |
|
|
Fund |
|
-11.36 |
|
0.64 |
|
41.67 |
|
Fund |
|
29.23 |
|
-5.16 |
|
50 |
|
Fund |
|
46.33 |
|
-6.35 |
|
33.33 |
|
Fund |
|
41.07 |
|
-1.29 |
|
41.67 |
|
Fund |
|
43.33 |
|
50 |
|
S&P 400 |
|
39.75 |
|
19.98 |
|
|
S&P 500 |
|
-13.76 |
|
-1.19 |
|
-21.94 |
|
R1000G |
|
24.94 |
|
-6.87 |
|
|
-22.79 |
|
FR2000 |
|
39.07 |
|
-9.22 |
|
|
-26.12 |
|
R1000V |
|
37.9 |
|
-1.6 |
|
-22.18 |
|
S&P400 |
|
39.75 |
|
-8.65 |
|
Diff |
|
1 Yr |
|
14.42 |
|
|
Diff |
|
3 Yr |
|
-1.85 |
|
15.93 |
|
Diff |
|
2 Yr |
|
YTD |
|
16.32 |
|
Diff |
|
1 Yr |
|
YTD |
|
20.69 |
|
Diff |
|
1 Yr |
|
-3.2 |
|
|
18.24 |
|
Diff |
|
1 Yr |
|
19.98 |
|
1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8
Yr 9 Yr 10 Yr |
37.57 |
|
17.5 |
|
|
1 Yr |
|
-2.71 |
-0.0271 |
|
-3.28 |
|
|
37.87 |
|
1 Yr |
|
-8.01 |
-0.0801 |
|
2.22 |
|
39.11 |
|
1 Yr |
|
21.04 |
0.2104 |
|
10.76 |
|
46.81 |
|
1 Yr |
|
24.85 |
0.2485 |
|
YTD |
|
40.42 |
|
1 Yr |
|
1 Yr FUND |
32.22 |
0.3222 |
|
28.63 |
|
3/31/2009 |
|
32.93 |
|
1 |
|
|
23.82 |
|
16 |
|
|
-5.66 |
|
-38.09 |
|
2/2/1900 |
|
25 |
|
64 |
|
-38.44 |
|
1/21/1900 |
|
100 |
|
20 |
|
-37.5 |
|
1/24/1900 |
|
66 |
|
|
6.81 |
|
|
-42.42 |
|
2/1/1900 |
|
UNIVERSE |
31 |
|
37.4 |
|
Incept |
|
29.75 |
|
0 |
|
|
26.46 |
|
-5.63 |
-0.0563 |
|
YTD |
|
|
19.63 |
|
37.21 |
|
-8.09 |
-0.0809 |
|
2.02 |
|
19.73 |
|
27.17 |
|
27.17 |
0.2717 |
|
9.44 |
|
Standard Deviation |
24.83 |
|
19.69 |
|
19.69 |
0.1969 |
|
24 |
|
|
21.1 |
|
37.4 |
|
POLICY |
37.4 |
0.374 |
|
23.66 |
|
50.26 |
|
26.67 |
|
1 |
|
|
-2.64 |
|
56 |
|
6.94 |
|
1 |
|
-3.89 |
|
25 |
|
67 |
|
1 |
|
-6.13 |
|
78 |
|
28 |
|
1 |
|
5.16 |
|
90 |
|
7.91 |
|
1 |
|
-5.18 |
|
6 |
|
1 |
|
50.4 |
|
22.42 |
|
2.87 |
|
|
2 Yr |
|
-1.82 |
|
16 |
|
0 |
|
2 Yr |
|
-4.93 |
|
8.65 |
|
0 |
|
2 Yr |
|
45.57 |
|
13.84 |
|
0 |
|
2 Yr |
|
30.22 |
|
13 |
|
0 |
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
37.57 |
|
0 |
|
-0.14 |
|
2 Yr |
|
50.28 |
|
|
-11.38 |
|
-3.67 |
|
|
4.85 |
|
1 |
|
############################################### |
|
-8.12 |
|
5.33 |
|
1 |
|
############################################### |
|
36.59 |
|
9.78 |
|
1 |
|
############################################### |
|
26.66 |
|
9.32 |
|
1 |
|
12/31/2008 |
|
32.93 |
|
1 |
|
Fiscal Year Returns Ending September |
|
-4.75 |
|
0 |
|
|
-10.74 |
|
-5.51 |
|
|
42 |
|
-0.4 |
|
-8.09 |
|
-9.82 |
|
|
2.98 |
|
-0.21 |
|
-8.24 |
|
30.45 |
|
|
7.83 |
|
-0.33 |
|
-13.06 |
|
26.22 |
|
6.74 |
|
-0.53 |
|
Incept |
|
29.75 |
|
1.57 |
|
Fund |
|
-7.56 |
|
Diff |
|
|
-0.64 |
|
-6.23 |
|
|
8.45 |
|
-7.85 |
|
0.08 |
|
-11.81 |
|
1.38 |
|
-4.11 |
|
-1.4 |
|
27.64 |
|
|
5.58 |
|
-8.28 |
|
6.39 |
|
22.76 |
|
4.82 |
|
-11.18 |
|
32.22 |
|
26.67 |
|
37.23 |
|
S&P 400 |
|
-8.84 |
|
0 |
|
|
3 Yr |
|
-9.01 |
|
5.82 |
|
0 |
|
3 Yr |
|
-15.49 |
|
|
-1.66 |
|
0 |
|
3 Yr |
|
23.07 |
|
|
1.51 |
|
0 |
|
3 Yr |
|
18.2 |
|
|
4.38 |
|
0 |
|
37.4 |
|
22.42 |
|
0 |
|
Diff |
|
-10.39 |
|
0 |
|
|
############################################### |
|
4 Yr |
|
4.67 |
|
Diff |
|
-0.92 |
|
3 Yr |
|
2005 |
|
|
Diff |
|
############################################### |
|
INCEPTION |
2 Yr |
|
2005 |
|
|
Diff |
|
############################################### |
|
|
2 Yr |
|
1.98 |
|
Diff |
|
-5.18 |
|
2 Yr |
|
Diff |
|
12/31/2009 |
|
-12.39 |
|
-100 |
|
Incept ROR |
-5.63 |
|
1.75 |
|
3.13 |
|
0 |
|
|
############################################### |
|
-0.92 |
-0.0092 |
2004 FUND |
13.12 |
0.1312 |
|
-1 |
|
############################################### |
|
UNIVERSE |
-9.64 |
|
2004 FUND |
21.9 |
0.219 |
|
1 |
|
############################################### |
|
|
-6.67 |
-0.0667 |
|
2005 |
|
0 |
|
|
Fiscal Year Returns Ending September |
|
-4.75 |
|
0 |
|
|
Qtr |
|
3 Yr |
|
-0.01 |
|
Fund |
2.92 |
|
8 |
|
0.06 |
|
0 |
|
|
0.97 |
|
20 |
|
UNIVERSE |
55 |
|
|
1 |
|
2.46 |
|
POLICY |
73 |
|
UNIVERSE |
23 |
|
|
-1 |
|
3.62 |
|
|
1 |
|
11.9 |
0.119 |
|
0 |
|
|
Fund |
|
-7.56 |
|
0 |
|
|
5.55 |
|
-1.61 |
|
-0.04 |
|
Policy |
4 Yr |
|
-0.67 |
|
2005 |
|
16.66 |
|
|
4 Yr |
|
-1.89 |
-0.0189 |
POLICY |
11.6 |
0.116 |
|
0 |
|
4 Yr |
|
-8.24 |
|
POLICY |
17.95 |
0.1795 |
|
33.34 |
|
4 Yr |
|
-13.06 |
-0.1306 |
|
62 |
|
|
16.66 |
|
|
S&P400 |
|
-8.84 |
|
0 |
|
|
5.56 |
|
-3.53 |
|
-0.03 |
|
|
1.75 |
|
51 |
|
14.04 |
|
|
-1.33 |
|
1/0/1900 |
|
30 |
|
71 |
|
-0.64 |
|
1/1/1900 |
|
60 |
|
63 |
|
3.24 |
|
############################################### |
|
90 |
|
16.69 |
0.1669 |
|
3.17 |
|
Diff |
|
-10.39 |
|
0.77 |
|
-0.01 |
|
-4.75 |
|
-0.05 |
|
|
-0.67 |
|
3 Yr FUND |
2.11 |
|
2004 FUND |
38 |
|
-1.06 |
|
1/0/1900 |
|
1 Yr FUND |
0.55 |
|
25.77 |
|
-2.43 |
|
############################################### |
|
1.07 |
|
26.4 |
|
-5.02 |
|
############################################### |
|
-8.35 |
|
23 |
|
-3.48 |
|
12/31/2009 |
|
-12.39 |
|
-3.88 |
|
2010 |
|
-5.92 |
|
0 |
|
|
2.42 |
|
UNIVERSE |
0.21 |
|
UNIVERSE |
12.25 |
|
0.27 |
|
-0.51 |
|
UNIVERSE |
-1.48 |
|
18.07 |
|
-1.79 |
|
2.12 |
|
-5.27 |
|
21.72 |
|
-8.26 |
|
1.57 |
|
-10.63 |
|
24.1 |
|
-6.65 |
|
Qtr |
|
3 Yr |
|
-4.65 |
|
YTD |
|
-7.69 |
|
0.02 |
|
|
5 Yr |
|
POLICY |
-0.67 |
|
POLICY |
57 |
|
0.84 |
|
5 Yr |
|
POLICY |
-3.1 |
|
13.56 |
|
|
1.92 |
|
5 Yr |
|
|
-7.15 |
|
19.25 |
|
|
3.35 |
|
5 Yr |
|
|
-10.94 |
|
|
16.12 |
|
10.29 |
|
6.83 |
|
-1.61 |
|
-5.18 |
|
5.55 |
|
4 Yr |
|
0 |
|
|
2.97 |
|
-1.32 |
|
22.88 |
|
0.02 |
|
1/1/1900 |
|
-4.78 |
|
11.02 |
|
-1.34 |
|
1/2/1900 |
|
-9.98 |
|
16.53 |
|
-3.79 |
|
1/0/1900 |
|
-12.05 |
|
12.74 |
|
|
-3.77 |
|
5.56 |
|
-3.53 |
|
-5.01 |
|
5.56 |
|
2.49 |
|
0 |
|
|
0.42 |
|
-2.84 |
|
15.79 |
|
-0.02 |
|
1.63 |
|
-6.33 |
|
7.76 |
|
|
-0.08 |
|
1/0/1900 |
|
-13.72 |
|
11.14 |
|
|
-0.17 |
|
############################################### |
|
-13.47 |
|
11.06 |
|
-0.2 |
|
1.27 |
|
-4.75 |
|
-0.22 |
|
-0.01 |
|
0.86 |
|
-0.14 |
|
|
2.55 |
|
5 Yr |
|
|
12.59 |
|
3.03 |
|
-0.55 |
|
4 Yr |
|
2004 |
|
|
0.73 |
|
2.22 |
|
3 Yr |
|
2004 |
|
|
1.18 |
|
0.81 |
|
3 Yr |
|
7.98 |
|
|
1.69 |
|
2010 |
|
-5.92 |
|
2.87 |
|
2009 2008 2007 2006 2005 2004 2003
2002 2001 |
-0.14 |
|
0.08 |
|
|
6 Yr |
|
2.97 |
0.0297 |
|
11.47 |
|
-0.04 |
|
6 Yr |
|
0.23 |
0.0023 |
2003 FUND |
4.69 |
0.0469 |
|
-0.02 |
|
6 Yr |
|
3 Yr FUND |
-3.6 |
-0.036 |
2003 FUND |
22.46 |
0.2246 |
|
-0.05 |
|
6 Yr |
|
|
-5.34 |
-0.0534 |
|
2004 |
|
|
-0.05 |
|
YTD |
|
3 Yr FUND |
-7.69 |
#REF! |
|
-0.03 |
|
Returns in Up Markets |
|
-1.05 |
|
|
3.97 |
|
8 |
|
|
7.61 |
|
0.15 |
|
1.90 |
|
46 |
|
UNIVERSE |
87 |
|
|
0.04 |
|
1/5/1900 |
|
UNIVERSE |
38 |
|
UNIVERSE |
26 |
|
|
0.05 |
|
1/2/1900 |
|
|
16 |
|
|
23.92 |
0.2392 |
|
0.09 |
|
1/6/1900 |
|
N/A |
4 Yr |
|
0.15 |
|
Fund |
|
-2.21 |
|
|
2.09 |
|
0.42 |
0.0042 |
|
2004 |
|
2.82 |
|
1/2/1900 |
|
0.74 |
0.0074 |
POLICY |
7.51 |
0.0751 |
|
0.7 |
|
1/3/1900 |
|
POLICY |
-6.06 |
-0.0606 |
POLICY |
18.78 |
0.1878 |
|
1.27 |
|
1/2/1900 |
|
|
-8.96 |
-0.0896 |
|
18.34 |
|
|
1.73 |
|
5.56 |
|
|
2.49 |
#REF! |
|
3.86 |
|
S&P 400 |
|
5 Yr |
|
|
1.88 |
|
59 |
|
13.63 |
|
3.74 |
|
-0.5 |
|
34 |
|
61 |
|
2.72 |
|
2.35 |
|
73 |
|
54 |
|
6.33 |
|
-0.06 |
|
94 |
|
14.42 |
0.1442 |
|
5.85 |
|
1.27 |
|
0.86 |
|
6.13 |
|
Ratio |
|
3.67 |
|
|
7 Yr |
|
3.14 |
|
2003 FUND |
39 |
|
5 Yr |
|
7 Yr |
|
3.28 |
|
15.25 |
|
5 Yr |
|
7 Yr 8 Yr 9 Yr 10 Yr |
|
1.47 |
|
28.92 |
|
5 Yr |
|
7 Yr 8 Yr 9 Yr 10 Yr |
|
-4.59 |
|
13.02 |
|
4 Yr |
|
2009 2008 2007 2006 2005 2004 2003
2002 2001 |
|
-0.14 |
|
3/31/2009 |
|
2.2 |
|
|
7.25 |
|
1.57 |
|
UNIVERSE |
13.87 |
|
5 Yr |
# of Negative Qtrs |
|
1/4/1900 |
|
1.07 |
|
|
11.67 |
|
# of Negative Qtrs |
|
3/31/2003 |
|
-2.28 |
|
22.49 |
|
# of Negative Qtrs |
|
12/31/2003 |
|
-5.65 |
|
8.08 |
|
# of Negative Qtrs |
|
Returns in Up Markets |
|
-1.05 |
|
Incept |
|
1.34 |
|
|
1/5/1900 |
|
0.75 |
|
POLICY |
35 |
|
# of Positive Qtrs |
|
1/5/1900 |
|
0.06 |
|
|
8.28 |
|
# of Positive Qtrs |
|
Incept |
|
-4.71 |
|
19.1 |
|
# of Positive Qtrs |
|
Incept |
|
-5.92 |
|
2003 |
|
# of Positive Qtrs |
|
Fund |
|
-2.21 |
|
2/19/1900 |
|
0.49 |
|
|
1.73 |
|
|
0.08 |
|
19.71 |
|
Batting Average |
|
############################################### |
|
-1.31 |
|
|
6.32 |
|
Batting Average |
|
1/9/1900 |
|
-6.24 |
|
16.07 |
|
Batting Average |
|
1/2/1900 |
|
-7.26 |
|
27.67 |
|
Batting Average |
|
S&P400 |
|
5 Yr |
|
50.4 |
|
-0.54 |
|
|
8 Yr |
|
|
-1.77 |
|
14.67 |
|
Worst Qtr |
|
8 Yr |
|
-3 |
|
2.06 |
|
Worst Qtr |
|
9.73 |
|
-9.21 |
|
8.02 |
|
Worst Qtr |
|
2.36 |
|
-9.2 |
|
23.98 |
|
Worst Qtr |
|
Ratio |
|
3.67 |
|
99.7 |
|
6 Yr |
|
|
1/4/1900 |
|
6 Yr |
|
13.19 |
|
Best Qtr |
|
1/1/1900 |
|
5 Yr |
|
2003 |
|
|
Best Qtr |
|
1/0/1900 |
|
4 Yr |
|
|
2003 |
|
|
Best Qtr |
|
############################################### |
|
4 Yr |
|
21.95 |
|
Best Qtr |
|
12/31/2008 |
|
2.2 |
|
Returns in Down Markets |
|
5.62 |
|
|
1.6 |
|
3.97 |
|
10.23 |
|
Range |
|
1/0/1900 |
|
1.08 |
0.0108 |
2002 FUND |
19.31 |
0.1931 |
|
Range |
|
Fiscal Year Returns Ending September |
|
1.64 |
0.0164 |
2002 FUND |
48.25 |
0.4825 |
|
Range |
|
Fiscal Year Returns Ending September |
|
-0.43 |
-0.0043 |
|
19.27 |
|
|
Range |
|
Incept |
|
1.34 |
|
Fund |
|
4.25 |
|
|
2.41 |
|
17 |
|
5.93 |
|
Worst 4 Qtrs |
|
0.3 |
|
60 |
|
UNIVERSE |
63 |
|
|
Worst 4 Qtrs |
|
Fund |
|
25 |
|
UNIVERSE |
34.58 |
|
|
Worst 4 Qtrs |
|
Fund |
|
20 |
|
15.84 |
|
Worst 4 Qtrs |
|
43.5 |
|
0.49 |
|
S&P 400 |
|
3.5 |
|
|
9 Yr |
|
2.09 |
|
2003 |
|
Standard Deviation |
|
9 Yr |
|
1.63 |
0.0163 |
POLICY |
25.91 |
0.2591 |
|
Standard Deviation |
|
FR2000 |
|
-0.48 |
-0.0048 |
POLICY |
30.01 |
0.3001 |
|
Standard Deviation |
|
R1000V |
#VALUE! |
|
-2 |
-0.02 |
|
2002 |
|
|
Standard Deviation |
|
50.4 |
|
5 Yr FUND |
-0.54 |
|
Ratio |
|
2.71 |
|
|
2.5 |
|
59 |
|
20.49 |
|
Beta |
|
############################################### |
|
45 |
|
17 |
|
Beta |
|
Diff |
|
62 |
|
25.9 |
|
Beta |
|
Diff |
|
82 |
|
-6.38 |
|
Beta |
|
86.4 |
|
N/A |
6 Yr |
|
3/31/2009 |
|
1.6 |
|
|
0 |
|
5 Yr FUND |
5.05 |
|
2002 FUND |
73 |
|
Annualized Alpha |
|
############################################### |
|
3 Yr FUND |
4.3 |
|
30.61 |
|
Annualized Alpha |
|
12/31/2009 |
|
5.24 |
|
19.17 |
|
Annualized Alpha |
|
12/31/2009 |
|
0.81 |
|
-15.42 |
|
Annualized Alpha |
|
Returns in Down Markets |
|
|
5.62 |
|
Incept |
|
7 Yr |
|
|
2.5 |
|
UNIVERSE |
3.15 |
|
UNIVERSE |
24.4 |
|
R-Squared |
|
1.03 |
|
UNIVERSE |
2.44 |
|
23.77 |
|
R-Squared |
|
Qtr |
|
1.56 |
|
2002 |
|
R-Squared |
|
Qtr |
|
-0.63 |
|
-18.95 |
|
R-Squared |
|
Fund |
|
4.25 |
|
9.67 |
|
|
10 Yr |
|
POLICY |
2.3 |
|
POLICY |
25 |
|
Sharpe Ratio |
|
10 Yr |
|
POLICY |
1.45 |
|
20.39 |
|
|
Sharpe Ratio |
|
3.99 |
|
0.06 |
|
6.59 |
|
|
Sharpe Ratio |
|
6.07 |
|
-0.93 |
|
-20.72 |
|
Sharpe Ratio |
|
S&P400 |
|
3.5 |
|
8.34 |
|
|
0.52 |
|
1.82 |
|
|
29.75 |
|
Treynor Ratio |
|
3/31/2000 |
|
0.35 |
|
18.37 |
|
Treynor Ratio |
|
3.87 |
|
-0.99 |
|
-1.82 |
|
Treynor Ratio |
|
4.22 |
|
-1.67 |
|
-24.03 |
|
|
Treynor Ratio |
|
Ratio |
|
2.71 |
|
7.57 |
|
|
############################################### |
|
0.81 |
|
|
24.33 |
|
Tracking Error |
|
Incept |
|
-1.17 |
|
14.19 |
|
|
Tracking Error |
|
1/0/1900 |
|
-3.28 |
|
-7.42 |
|
|
Tracking Error |
|
1/1/1900 |
|
-2.84 |
|
2001 |
|
Tracking Error |
|
12/31/2008 |
|
1.6 |
|
6.87 |
|
|
1.47 |
|
7 Yr |
|
23.28 |
|
Information Ratio |
|
-1.74 |
|
6 Yr |
|
2002 |
|
|
Information Ratio |
|
2010 |
|
5 Yr |
|
-12.12 |
|
|
Information Ratio |
|
2010 |
|
5 Yr |
|
5.47 |
|
|
Information Ratio |
|
Incept |
|
7 Yr |
|
5.87 |
|
|
9/30/1992 |
|
7.25 |
|
20.05 |
|
Fund |
Fund |
|
-4.76 |
|
1.9 |
0.019 |
2001 FUND |
-17.07 |
-0.1707 |
|
Fund |
|
YTD |
|
5 Yr FUND |
2.73 |
0.0273 |
2001 FUND |
-19.94 |
-0.1994 |
|
Fund |
|
YTD |
|
|
0.56 |
0.0056 |
|
-5.14 |
|
|
Fund |
|
-7.9 |
|
9.67 |
#REF! |
|
8 Yr |
|
|
Incept |
|
18 |
|
14.08 |
|
9 |
|
3.02 |
|
75 |
|
UNIVERSE |
15 |
|
|
6 |
|
1/3/1900 |
|
N/A |
28 |
|
UNIVERSE |
2001 |
|
|
10 |
|
1/6/1900 |
|
|
29 |
|
|
-13.19 |
-0.27 |
|
8 |
|
-8.6 |
|
8.34 |
|
6.29 |
|
|
9.04 |
|
5.52 |
|
2002 |
|
|
11 |
|
Fiscal Year Returns Ending September |
|
2.4 |
0.024 |
POLICY |
-22.51 |
-0.2251 |
|
14 |
|
3.87 |
|
|
0.51 |
0.0051 |
POLICY |
9.26 |
0.0926 |
|
10 |
|
4.22 |
|
|
-0.25 |
-0.0025 |
|
-23.01 |
|
|
8 |
|
91.1 |
|
7.57 |
#REF! |
|
4.89 |
|
|
8.03 |
|
58 |
|
-7.86 |
|
Batting Average |
55 |
|
Fund |
|
58 |
|
63 |
|
45 |
|
1/0/1900 |
|
73 |
|
-2.9 |
|
65 |
|
1/1/1900 |
|
77 |
|
-27 |
0.2225 |
|
43.75 |
|
6.87 |
|
3.99 |
|
|
1.01 |
|
8.81 |
|
2001 FUND |
1 |
|
|
-23.27 |
|
R1000G |
|
5.46 |
|
-12.11 |
|
-23.43 |
|
2009 |
|
6.13 |
|
-15.03 |
|
-22.88 |
|
2009 |
|
2.34 |
|
2000 |
|
-19.01 |
|
5.87 |
|
3.02 |
|
|
Fiscal Year Returns Ending September |
|
6.63 |
|
UNIVERSE |
-20.49 |
|
|
14.87 |
|
Diff |
|
3.7 |
|
-19.07 |
|
13.89 |
|
############################################### |
|
3.01 |
|
-25.09 |
|
15.67 |
|
############################################### |
|
0.77 |
|
22.25 |
|
14.76 |
|
8 Yr |
|
1.78 |
|
|
Fund |
|
5.7 |
|
POLICY |
60 |
|
|
38.14 |
|
12/31/2009 |
|
2.66 |
|
-21.45 |
|
37.32 |
|
############################################### |
|
1.77 |
|
-41.08 |
|
38.55 |
|
############################################### |
|
0.22 |
|
13.38 |
|
33.77 |
|
6.29 |
|
Fiscal Year Returns Ending September |
|
|
S&P 500 |
|
5.24 |
|
-10.38 |
|
|
-37.25 |
|
Qtr |
|
|
1.89 |
|
-23.71 |
|
-36.52 |
|
-0.68 |
|
0.29 |
|
2000 |
|
-34.15 |
|
5.96 |
|
-0.19 |
|
8.39 |
|
-32.13 |
|
4.89 |
|
Fund |
|
|
Diff |
|
4.21 |
|
-17.12 |
|
Standard Deviation |
16.03 |
|
7.7 |
|
|
0.18 |
|
-29.04 |
|
15.09 |
|
2008 |
|
-1.36 |
|
62.14 |
|
17.94 |
|
2008 |
|
-1.77 |
|
3.08 |
|
15.41 |
|
3.99 |
|
Return |
|
|
12/31/2009 |
|
8 Yr |
|
-19.82 |
|
Beta |
0.98 |
|
7.94 |
|
7 Yr |
|
2001 |
|
|
0.92 |
|
############################################### |
|
6 Yr |
|
39.49 |
|
Beta |
0.83 |
|
-20.81 |
|
6 Yr |
|
-3.5 |
|
|
0.79 |
|
3.02 |
|
%-tile |
|
|
Qtr |
|
4.01 |
|
-21.16 |
|
Annualized Alpha |
2.6 |
0.026 |
|
-0.24 |
|
4.55 |
|
2000 FUND |
-30.23 |
-0.3023 |
|
-0.49 |
-0.0049 |
-14.48 |
|
5.63 |
|
2000 FUND |
30.15 |
0.3015 |
Alpha |
2.07 |
0.0207 |
|
-23.56 |
|
2.3 |
|
1999 |
|
|
0.94 |
0.0094 |
|
1.78 |
|
|
|
S&P 400 |
|
|
5.25 |
|
12 |
|
-25.68 |
|
R-Squared |
0.95 |
|
|
2010 |
|
87 |
|
UNIVERSE |
7 |
|
|
0.98 |
|
0.7 |
|
22 |
|
UNIVERSE |
19.95 |
|
|
0.95 |
|
1/2/1900 |
|
30 |
|
28.08 |
0.1547 |
|
0.94 |
|
Fiscal Year Returns Ending September |
|
Return |
|
|
6.04 |
|
1.6 |
|
2001 |
|
0.01 |
|
YTD |
|
5.92 |
|
POLICY |
-45.64 |
-0.4564 |
|
-0.12 |
|
2007 |
|
3.28 |
|
POLICY |
9.11 |
0.0911 |
|
-0.01 |
|
2007 |
|
2.36 |
|
20.54 |
|
|
-0.21 |
|
Fund |
|
%-tile |
#VALUE! |
|
|
-0.79 |
|
59 |
|
-31.06 |
|
0.09 |
|
7.7 |
|
55 |
|
84 |
|
-1.96 |
|
1/22/1900 |
|
73 |
|
1999 |
|
-0.18 |
|
1/13/1900 |
|
29 |
|
15.47 |
0.0446 |
|
-4.15 |
|
Return |
####### |
|
Universe |
|
|
2010 |
|
5.03 |
|
2000 FUND |
84 |
|
3.57 |
|
7.94 |
|
5 Yr FUND |
9.12 |
|
-29.08 |
|
2.62 |
|
1/12/1900 |
|
8.56 |
|
50.94 |
|
5.44 |
|
14.45 |
|
4.7 |
|
11.7 |
|
5.5 |
|
%-tile |
|
5th %-tile |
#VALUE! |
|
|
YTD |
|
2.87 |
|
UNIVERSE |
-26.62 |
|
0.71 |
|
-0.24 |
|
UNIVERSE |
7.15 |
|
-35.09 |
|
-0.21 |
|
9.9 |
|
5.33 |
|
31.67 |
|
0.41 |
|
############################################### |
|
2.59 |
|
4.46 |
|
0.29 |
|
S&P400 |
####### |
|
25th %-tile |
|
|
5.25 |
|
1.78 |
|
POLICY |
52 |
|
Policy |
S&P 500 |
|
2009 |
|
POLICY |
6.06 |
|
-38.5 |
|
R1000G |
|
2006 |
|
4.45 |
|
21.4 |
|
FR2000 |
|
2006 |
|
1.95 |
|
1998 |
|
R1000V |
|
Return |
|
50th %-tile |
#VALUE! |
|
|
6.04 |
|
1.33 |
|
-12.56 |
|
8 |
|
############################################### |
|
5.26 |
|
-43.41 |
|
7 |
|
1/9/1900 |
|
3.06 |
|
11.57 |
|
8 |
|
1/11/1900 |
|
1.59 |
|
9.83 |
|
7 |
|
%-tile |
####### |
|
75th %-tile |
|
|
-0.79 |
|
0.32 |
|
-20.73 |
|
12 |
|
-1.85 |
|
3.81 |
|
-51.41 |
|
13 |
|
9.92 |
|
0.89 |
|
1.61 |
|
12 |
|
14.62 |
|
0.39 |
|
6.07 |
|
9 |
|
Universe |
|
95th %-tile |
#VALUE! |
|
|
2009 |
|
9 Yr |
|
-26.57 |
|
45 |
|
-3.37 |
|
8 Yr |
|
2000 |
|
55 |
|
-0.13 |
|
7 Yr |
|
1998 |
|
35 |
|
-2.99 |
|
7 Yr |
|
1.83 |
|
56.25 |
|
5th %-tile |
####### |
|
Qtr |
|
|
-9.73 |
|
2.5 |
|
-28.89 |
|
-21.94 |
|
2008 |
|
1.25 |
|
46.3 |
|
-22.79 |
|
2005 |
|
13.06 |
|
-1.61 |
|
-26.12 |
|
2005 |
|
8.27 |
|
-0.8 |
|
-22.18 |
|
25th %-tile |
|
5.55 |
0.0555 |
|
|
-6.91 |
|
17 |
|
-35.02 |
|
15.93 |
|
-17.06 |
|
64 |
|
27.14 |
|
16.32 |
|
1/20/1900 |
|
10.2 |
|
-9.72 |
|
20.69 |
|
11.29 |
|
6.13 |
|
-5.82 |
|
18.24 |
|
50th %-tile |
####### |
|
33 |
|
|
############################################### |
|
0 |
|
2000 |
|
37.87 |
|
-20.88 |
|
0.95 |
|
20.88 |
|
39.11 |
|
1/17/1900 |
|
9.03 |
|
-16.12 |
|
46.81 |
|
16.69 |
|
5.38 |
|
|
|
40.42 |
|
75th %-tile |
|
5.56 |
0.0556 |
|
|
2008 |
|
57 |
|
16.14 |
|
-38.09 |
|
3.82 |
|
70 |
|
14.34 |
|
-38.44 |
|
3 |
|
8.23 |
|
-20.15 |
|
-37.5 |
|
############################################### |
|
4.98 |
|
|
|
-42.42 |
|
95th %-tile |
####### |
|
33 |
|
|
-19.8 |
|
4.28 |
|
30 |
|
15.91 |
|
2007 |
|
|
4.93 |
|
8.45 |
|
16.17 |
|
2004 |
|
5.95 |
|
-27.66 |
|
21.17 |
|
2004 2003 2002 2001 |
|
3.29 |
|
|
|
18.79 |
|
Qtr |
|
6.46 |
|
|
############################################### |
|
1.68 |
|
13.28 |
|
Standard Deviation |
1 |
|
1/18/1900 |
|
2.77 |
|
1999 |
|
1 |
|
1/21/1900 |
|
8 Yr |
|
|
|
|
1 |
|
Returns in Up Markets |
|
8 Yr |
|
|
|
1 |
|
6.83 |
0.0683 |
|
5.71 |
|
|
1/2/1900 |
|
0.23 |
|
46 |
|
0 |
|
19.35 |
|
1.69 |
|
38.21 |
|
0 |
|
1/18/1900 |
|
9.76 |
|
|
|
0 |
|
Fund |
|
5.48 |
|
|
|
0 |
|
2 |
|
5.16 |
|
|
|
2007 |
|
-0.27 |
|
27.56 |
|
1 |
|
-1.15 |
|
0.69 |
|
31.55 |
|
1 |
|
2.72 |
|
7.18 |
|
|
|
|
1 |
|
R1000V |
|
2.65 |
|
|
|
1 |
|
5.56 |
0.0556 |
|
4.55 |
|
|
26.79 |
|
-2.07 |
|
17 |
|
-0.15 |
|
2006 |
|
-0.63 |
|
27.96 |
|
-0.08 |
|
2003 2002 2001 |
|
5.5 |
|
|
|
-0.11 |
|
Ratio |
|
1.57 |
|
|
|
-0.26 |
|
33 |
|
3.72 |
|
|
|
16.44 |
|
10 Yr |
|
13.02 |
|
-2.46 |
|
3.97 |
|
9 Yr |
|
26.33 |
|
-1.25 |
|
Returns in Up Markets |
|
4.18 |
|
|
|
-2.37 |
|
3 Yr |
|
1.29 |
0.0129 |
|
|
|
-4.85 |
|
QU. FUND |
6.46 |
#REF! |
|
YTD |
|
|
10.35 |
|
0.52 |
|
9.15 |
|
0 |
|
6.03 |
|
-0.65 |
|
20.01 |
|
0 |
|
Fund |
|
1.72 |
|
|
|
0 |
|
36.2 |
|
0.8 |
|
|
|
0 |
|
UNIVERSE |
5.71 |
|
5.55 |
0.0555 |
|
|
2006 |
|
43 |
|
1.34 |
|
Diff |
|
-2.06 |
|
57 |
|
1998 |
|
Diff |
|
FR2000 |
|
Fiscal Year Returns Ending September |
|
|
|
Diff |
|
40.3 |
|
Fiscal Year Returns Ending September |
#VALUE! |
|
|
|
Diff |
|
POLICY |
5.16 |
0.0516 |
|
33 |
|
|
13.06 |
|
-0.95 |
|
1999 |
|
1 |
|
2005 |
|
-1.68 |
|
16.52 |
|
-1 |
|
Ratio |
|
Fund |
|
|
|
2 |
|
89.7 |
|
Fund |
|
|
|
1 |
|
4.55 |
|
5.56 |
0.0556 |
|
|
10.79 |
|
60 |
|
30.59 |
|
-1 |
|
1/12/1900 |
|
77 |
|
9.1 |
|
1 |
|
3 Yr |
|
Return |
#VALUE! |
|
|
|
-2 |
|
4 Yr |
|
Return |
#VALUE! |
|
|
|
-1 |
|
3.72 |
0.0372 |
|
33 |
|
|
2.27 |
|
5.17 |
|
19 |
|
10 |
|
11.6 |
|
3.27 |
|
7.45 |
|
-10 |
|
32.8 |
|
%-tile |
|
|
|
30 |
|
26.8 |
|
%-tile |
|
|
|
-12.5 |
|
YTD |
|
6.46 |
|
|
2005 |
|
2.1 |
|
26.68 |
|
-1.33 |
|
0.84 |
|
0.89 |
|
2.95 |
|
-0.64 |
|
36.9 |
|
FR2000 |
#VALUE! |
|
|
|
3.24 |
|
32 |
|
R1000V |
#VALUE! |
|
|
|
3.17 |
|
6.83 |
0.0683 |
|
5.71 |
|
|
14.04 |
|
-0.36 |
|
41 |
|
-1.06 |
|
2004 |
|
-0.38 |
|
-4.96 |
|
-2.43 |
|
88.9 |
|
Return |
|
|
|
-5.02 |
|
83.7 |
|
Return |
|
|
|
-3.48 |
|
2 |
|
5.16 |
|
|
12.25 |
|
-1.21 |
|
36.18 |
|
|
0.27 |
|
1/4/1900 |
|
-1.59 |
|
|
|
|
-1.79 |
|
5 Yr |
|
QU. FUND |
%-tile |
#VALUE! |
|
|
|
|
-8.26 |
|
5 Yr |
|
|
%-tile |
#VALUE! |
|
|
|
-6.65 |
|
5.56 |
0.0556 |
|
4.55 |
|
|
1.79 |
|
-4.38 |
|
28.77 |
|
0.84 |
|
1/7/1900 |
|
-3.55 |
|
|
|
1.92 |
|
1/27/1900 |
|
UNIVERSE |
Universe |
|
|
|
3.35 |
|
1/19/1900 |
|
|
Universe |
|
|
|
10.29 |
|
33 |
|
3.72 |
|
|
2004 |
|
Fiscal Year Returns Ending September |
|
24.51 |
|
|
0.12 |
|
-3.34 |
|
Fiscal Year Returns Ending September |
|
|
|
-1.08 |
|
30.1 |
|
POLICY |
5th %-tile |
#VALUE! |
|
|
|
|
-3.23 |
|
23.8 |
|
|
5th %-tile |
#VALUE! |
|
|
|
-3.38 |
|
6.46 |
|
2009 |
|
|
13.69 |
|
Fund |
|
16.71 |
|
-0.02 |
|
2003 |
|
Fund |
|
|
|
-0.08 |
|
91.8 |
|
25th %-tile |
|
|
|
-0.17 |
|
82 |
|
25th %-tile |
|
|
|
-0.21 |
|
5.71 |
|
0.27 |
|
|
13.87 |
|
Return |
|
9.03 |
|
2.6 |
|
1/18/1900 |
|
Return |
|
|
|
-0.49 |
|
6 Yr |
|
50th %-tile |
#VALUE! |
|
|
|
2.07 |
|
12/31/2003 |
|
50th %-tile |
#VALUE! |
|
|
|
0.94 |
|
5.16 |
|
-3.61 |
|
|
-0.18 |
|
%-tile |
|
1998 |
|
-0.05 |
|
1/25/1900 |
|
%-tile |
|
|
|
-0.02 |
|
1/28/1900 |
|
75th %-tile |
|
|
|
-0.05 |
|
Incept |
|
75th %-tile |
|
|
|
-0.06 |
|
4.55 |
|
-5.78 |
|
|
2003 |
|
S&P 500 |
|
6.61 |
|
0.16 |
|
-7.18 |
|
R1000G |
|
|
|
-0.04 |
|
30.1 |
|
95th %-tile |
#VALUE! |
|
|
|
0.1 |
|
17.6 |
|
95th %-tile |
#VALUE! |
|
|
|
0.05 |
|
3.72 |
|
-7.86 |
|
|
20.49 |
|
Return |
|
31 |
|
2.55 |
|
2002 |
|
Return |
|
|
|
-0.71 |
|
94.9 |
|
Qtr |
|
|
|
2.19 |
|
22 |
|
Qtr |
|
|
|
0.7 |
|
2009 |
|
-10.15 |
|
|
24.4 |
|
%-tile |
|
10.1 |
|
3.57 |
|
############################################### |
|
%-tile |
#VALUE! |
|
|
|
2.62 |
|
3/31/2003 |
|
3.99 |
0.0399 |
|
|
|
5.44 |
|
79.7 |
|
6.07 |
0.0607 |
|
|
|
5.5 |
|
0.27 |
|
2008 |
|
|
############################################### |
|
Universe |
|
13 |
|
10 Yr |
|
############################################### |
|
Universe |
|
|
|
9 Yr |
|
Incept |
|
70 |
|
|
|
6 Yr |
|
Returns in Down Markets |
|
20 |
|
|
|
5 Yr |
|
-3.61 |
|
Incept |
|
-15.24 |
|
|
2002 |
|
5th %-tile |
|
15.53 |
|
# of Negative Qtrs |
|
5.01 |
|
5th %-tile |
#VALUE! |
|
|
|
# of Negative Qtrs |
|
31.9 |
|
3.87 |
0.0387 |
|
|
|
# of Negative Qtrs |
|
Fund |
|
4.22 |
0.0422 |
|
|
|
# of Negative Qtrs |
|
-5.78 |
|
-17.94 |
|
|
-7.86 |
|
25th %-tile |
|
7.46 |
|
# of Positive Qtrs |
|
2001 |
|
25th %-tile |
|
|
|
# of Positive Qtrs |
|
37.1 |
|
75 |
|
|
|
# of Positive Qtrs |
|
R1000V |
|
84 |
|
|
|
# of Positive Qtrs |
|
-7.86 |
|
-19.91 |
|
|
-20.49 |
|
50th %-tile |
|
3.17 |
|
|
Batting Average |
|
############################################### |
|
50th %-tile |
#VALUE! |
|
|
|
Batting Average |
|
85.8 |
|
6.34 |
|
|
|
Batting Average |
|
Ratio |
|
6.83 |
|
|
|
Batting Average |
|
2002 FUND |
-10.15 |
#REF! |
|
-22.35 |
|
|
12.63 |
|
75th %-tile |
|
-0.89 |
|
Worst Qtr |
|
-45.64 |
|
75th %-tile |
|
|
|
Worst Qtr |
|
Returns in Down Markets |
|
5.51 |
|
|
|
Worst Qtr |
|
3 Yr |
|
6.03 |
|
|
|
Worst Qtr |
|
UNIVERSE |
2008 |
|
-25.5 |
|
|
2001 |
|
95th %-tile |
|
-8.95 |
|
|
Best Qtr |
|
15.09 |
|
95th %-tile |
#VALUE! |
|
|
|
Best Qtr |
|
Fund |
|
4.67 |
|
|
|
Best Qtr |
|
-27 |
|
5.88 |
0.0588 |
|
|
|
Best Qtr |
|
POLICY |
-15.24 |
#REF! |
|
2007 |
|
|
-31.06 |
|
Qtr |
|
27.93 |
|
Range |
|
Returns in Up Markets |
|
Qtr |
|
|
|
Range |
|
FR2000 |
|
3.86 |
|
|
|
Range |
|
-33.2 |
|
4.59 |
|
|
|
Range |
|
-17.94 |
|
22.89 |
|
|
-26.62 |
|
5.25 |
0.0525 |
|
|
|
Worst 4 Qtrs |
|
Fund |
|
7.7 |
0.077 |
|
|
|
Worst 4 Qtrs |
|
Ratio |
|
2.7 |
|
|
|
Worst 4 Qtrs |
|
3/21/1900 |
|
3.29 |
0.0329 |
|
|
|
Worst 4 Qtrs |
|
-19.91 |
|
18.82 |
|
|
-4.44 |
|
72 |
|
|
|
Standard Deviation |
|
R1000G |
|
21 |
|
|
|
Standard Deviation |
|
3 Yr |
|
YTD |
|
|
|
Standard Deviation |
|
4 Yr |
|
YTD |
|
|
|
Standard Deviation |
|
-22.35 |
|
16.23 |
|
|
Returns in Up Markets |
|
6.04 |
0.0604 |
|
|
|
Beta |
|
Ratio |
|
7.94 |
0.0794 |
|
|
|
Beta |
|
-30 |
|
3.99 |
0.0399 |
|
|
|
Beta |
|
-27 |
|
6.07 |
0.0607 |
|
|
|
Beta |
|
-25.5 |
|
13.92 |
|
|
Fund |
|
39 |
|
|
|
Annualized Alpha |
|
3 Yr |
|
18 |
|
|
|
Annualized Alpha |
|
-35.5 |
|
70 |
|
|
|
Annualized Alpha |
|
-33.2 |
|
20 |
|
|
|
Annualized Alpha |
|
2007 |
|
11.29 |
|
|
S&P 500 |
|
7.7 |
|
|
|
|
R-Squared |
|
1/30/1900 |
|
8.95 |
|
|
|
|
R-Squared |
|
84.5 |
|
2002 FUND |
3.87 |
0.0387 |
|
|
|
|
R-Squared |
|
81.4 |
|
|
4.22 |
0.0422 |
|
|
|
R-Squared |
|
22.89 |
|
2006 |
|
|
Ratio |
|
6.22 |
|
|
|
Sharpe Ratio |
|
2/1/1900 |
|
7.53 |
|
|
|
|
Sharpe Ratio |
|
5 Yr |
|
UNIVERSE |
75 |
|
|
|
Sharpe Ratio |
|
5 Yr |
|
|
84 |
|
|
|
Sharpe Ratio |
|
18.82 |
|
12.71 |
|
|
3 Yr |
|
5.95 |
|
|
|
|
Treynor Ratio |
|
93.7 |
|
6.49 |
|
|
|
|
Treynor Ratio |
|
-25.8 |
|
POLICY |
6.34 |
|
|
|
|
Treynor Ratio |
|
-27 |
|
|
6.83 |
|
|
|
Treynor Ratio |
|
2001 FUND |
16.23 |
#REF! |
|
10.4 |
|
|
39.7 |
|
4.98 |
|
|
|
Tracking Error |
|
5 Yr |
|
5.63 |
|
|
|
Tracking Error |
|
-31.8 |
|
5.51 |
|
|
|
Tracking Error |
|
-33.2 |
|
6.03 |
|
|
|
Tracking Error |
|
UNIVERSE |
13.92 |
|
8.8 |
|
|
34 |
|
3.61 |
|
|
|
|
Information Ratio |
|
1/20/1900 |
|
4.15 |
|
|
|
Information Ratio |
|
81.3 |
|
4.67 |
|
|
|
Information Ratio |
|
81.4 |
|
5.88 |
|
|
|
Information Ratio |
|
POLICY |
11.29 |
#REF! |
|
6.97 |
|
|
116.9 |
|
YTD |
|
|
|
Fund |
|
1/24/1900 |
|
YTD |
|
|
|
Fund |
|
6 Yr |
|
3.86 |
|
|
|
Fund |
|
12/31/2003 |
|
4.59 |
|
|
|
Fund |
|
2006 |
|
4.34 |
|
|
5 Yr |
|
5.25 |
0.0525 |
|
|
|
18 |
|
85.1 |
|
7.7 |
0.077 |
|
|
|
13 |
|
-23.9 |
|
2.7 |
|
|
|
11 |
|
Incept |
|
3.29 |
|
|
|
8 |
|
12.71 |
|
2005 |
|
|
28.3 |
|
72 |
|
|
|
22 |
|
9 Yr |
|
21 |
|
|
|
23 |
|
-29.7 |
|
2009 |
|
|
|
13 |
|
-27 |
|
2009 |
|
|
|
12 |
|
10.4 |
|
|
|
22.12 |
|
|
25 |
|
6.04 |
0.0604 |
|
|
|
52.5 |
|
1/22/1900 |
|
7.94 |
0.0794 |
|
|
|
44.44 |
|
80.4 |
|
-10.23 |
|
|
|
66.67 |
|
-33.2 |
|
-4.66 |
|
|
|
45 |
|
8.8 |
|
Batting Average |
|
18.44 |
|
|
113.2 |
|
39 |
|
|
|
-23.27 |
|
1/28/1900 |
|
18 |
|
|
|
-23.43 |
|
3/31/2003 |
|
83 |
|
|
|
-22.88 |
|
81.4 |
|
15 |
|
|
|
-19.01 |
|
6.97 |
|
|
|
16.45 |
|
|
10 Yr |
|
7.7 |
|
|
|
|
14.87 |
|
79.9 |
|
8.95 |
|
|
|
|
13.89 |
|
Incept |
|
2001 FUND |
-9.55 |
|
|
|
|
15.67 |
|
|
-10.62 |
|
|
|
14.76 |
|
4.34 |
|
|
|
14.54 |
|
|
27.9 |
|
6.22 |
|
|
|
38.14 |
|
3/31/2000 |
|
7.53 |
|
|
|
|
37.32 |
|
-23.9 |
|
UNIVERSE |
75 |
|
|
|
38.55 |
|
|
94 |
|
|
|
33.77 |
|
2005 |
|
|
|
11.8 |
|
|
26.3 |
|
5.95 |
|
|
|
|
-37.25 |
|
Incept |
|
6.49 |
|
|
|
|
-36.52 |
|
-29.7 |
|
POLICY |
5.69 |
|
|
|
|
-34.15 |
|
|
-3.33 |
|
|
|
-32.13 |
|
2000 FUND |
22.12 |
#REF! |
|
|
2004 |
|
|
106.3 |
|
4.98 |
|
|
|
16.06 |
|
1/22/1900 |
|
5.63 |
|
|
|
14.78 |
|
80.4 |
|
-2.16 |
|
|
|
16.95 |
|
-6.07 |
|
|
|
14.07 |
|
N/A |
18.44 |
|
Standard Deviation |
|
21.49 |
|
|
9/30/1992 |
|
3.61 |
|
|
|
|
0.97 |
|
28.7 |
|
4.15 |
|
|
|
0.78 |
|
-6.9 |
|
|
|
0.81 |
|
-7.01 |
|
|
|
0.79 |
|
|
16.45 |
#REF! |
Beta |
|
18.03 |
|
|
Incept |
|
2009 |
|
|
|
1.51 |
|
|
79.9 |
|
2009 |
|
|
|
0.48 |
0.0048 |
|
-9.66 |
|
|
|
2.68 |
0.0268 |
|
-7.62 |
|
|
|
0.57 |
0.0057 |
|
14.54 |
|
Annualized Alpha |
|
#REF! |
|
15.72 |
|
|
28.2 |
|
-9.73 |
|
|
|
0.93 |
|
Returns in Down Markets |
|
-5.22 |
|
|
|
0.91 |
|
-12.42 |
|
|
|
0.94 |
|
-10.85 |
|
|
|
0.92 |
|
11.8 |
|
R-Squared |
|
13.24 |
|
|
27.4 |
|
93 |
|
|
|
-0.14 |
|
Fund |
|
72 |
|
|
|
-0.21 |
|
|
|
2008 |
|
|
|
0.18 |
|
|
|
2008 |
|
|
|
-0.16 |
|
2004 |
|
9.71 |
|
|
103 |
|
-6.91 |
|
|
|
-2.39 |
|
R1000G |
|
-1.85 |
|
|
|
-4.04 |
|
-13.78 |
|
|
|
3.74 |
|
-20.81 |
|
|
|
-2.94 |
|
21.49 |
|
2003 |
|
|
Returns in Down Markets |
|
62 |
|
|
|
4.19 |
|
Ratio |
|
35 |
|
|
|
6 |
|
23 |
|
|
|
5.61 |
|
16 |
|
|
|
5.33 |
|
18.03 |
|
35.1 |
|
|
Fund |
|
0.79 |
|
|
|
|
0.35 |
|
3 Yr |
|
4.41 |
|
|
|
|
0.17 |
|
2000 FUND |
-14.48 |
|
|
|
|
0.42 |
|
|
-23.56 |
|
|
|
0.15 |
|
15.72 |
|
28.88 |
|
|
S&P 500 |
|
-3.51 |
|
|
|
S&P 500 |
|
############################################### |
|
-0.61 |
|
|
|
|
R1000G |
|
UNIVERSE |
28 |
|
|
|
FR2000 |
|
|
82 |
|
|
|
R1000V |
|
13.24 |
|
Policy |
|
26.15 |
|
|
Ratio |
|
-6.22 |
|
|
|
|
17 |
|
-35.5 |
|
-3.27 |
|
|
|
|
14 |
|
POLICY |
-9.16 |
|
|
|
|
9 |
|
|
-19.07 |
|
|
|
7 |
|
1999 FUND |
9.71 |
#REF! |
|
23.21 |
|
|
3 Yr |
|
-7.25 |
|
|
|
23 |
|
91.5 |
|
-5.87 |
|
|
|
22 |
|
-14.29 |
|
|
|
15 |
|
-21.82 |
|
|
|
13 |
|
N/A |
2003 |
|
19.61 |
|
|
-32.3 |
|
-10.51 |
|
|
|
|
47.5 |
|
5 Yr |
|
-9.98 |
|
|
|
55.56 |
|
-17.49 |
|
|
|
33.33 |
|
-22.18 |
|
|
|
55 |
|
|
35.1 |
#REF! |
|
2002 |
|
|
-33.5 |
|
2008 |
|
|
|
-21.94 |
|
############################################### |
|
2008 |
|
|
|
-22.79 |
|
-21.37 |
|
|
|
-26.12 |
|
-22.85 |
|
|
|
-22.18 |
|
28.88 |
|
-5.3 |
|
|
96.2 |
|
-19.8 |
|
|
|
15.93 |
|
-30.2 |
|
-17.06 |
|
|
|
16.32 |
|
-27.08 |
|
|
|
20.69 |
|
-26.29 |
|
|
|
18.24 |
|
26.15 |
|
-9.61 |
|
|
5 Yr |
|
15 |
|
|
|
37.87 |
|
90.7 |
|
10 |
|
|
|
39.11 |
|
2007 |
|
|
|
46.81 |
|
2007 |
|
|
|
40.42 |
|
23.21 |
|
-12.86 |
|
|
-26 |
|
-21.98 |
|
|
|
-38.09 |
|
9 Yr |
|
-20.88 |
|
|
|
-38.44 |
|
22.24 |
|
|
|
-37.5 |
|
13.09 |
|
|
|
-42.42 |
|
19.61 |
|
-16.03 |
|
|
-27.7 |
|
40 |
|
|
|
16.07 |
|
############################################### |
|
32 |
|
|
|
18.08 |
|
20 |
|
|
|
20.22 |
|
86 |
|
|
|
17.12 |
|
2002 |
|
Standard Deviation |
|
-20.1 |
|
|
93.8 |
|
-17.99 |
|
|
|
|
1 |
|
-35.6 |
|
-15.25 |
|
|
|
|
1 |
|
1999 FUND |
12.34 |
|
|
|
|
1 |
|
|
14.45 |
|
|
|
1 |
|
-5.3 |
|
|
10 Yr |
|
-21.1 |
|
|
|
0 |
|
81.1 |
|
-20.07 |
|
|
|
|
0 |
|
N/A |
72 |
|
|
|
0 |
|
|
78 |
|
|
|
0 |
|
-9.61 |
|
|
-27.4 |
|
-22.15 |
|
|
|
|
1 |
|
3/31/2000 |
|
-22.53 |
|
|
|
|
1 |
|
|
29.81 |
|
|
|
|
1 |
|
|
22.93 |
|
|
|
1 |
|
1998 FUND |
-12.86 |
#REF! |
|
|
-28.7 |
|
-23.44 |
|
|
|
-0.24 |
|
Incept |
|
-25.72 |
|
|
|
-0.23 |
|
20.77 |
|
|
|
0.03 |
|
17.32 |
|
|
|
-0.18 |
|
N/A |
-16.03 |
|
|
95.7 |
|
-26.55 |
|
|
|
|
-3.79 |
|
-26.5 |
|
-29.44 |
|
|
|
-4.18 |
|
15.19 |
|
|
|
0.68 |
|
16.09 |
|
|
|
-3.13 |
|
|
-20.1 |
#REF! |
|
|
9/30/1992 |
|
2007 |
|
|
|
0 |
|
-35.5 |
|
2007 |
|
|
|
0 |
|
11.98 |
|
|
|
0 |
|
14.63 |
|
|
|
0 |
|
|
Incept |
|
26.79 |
|
|
|
Diff |
|
74.5 |
|
18.2 |
|
|
|
Diff |
|
8.13 |
|
|
|
Diff |
|
10.97 |
|
|
|
Diff |
|
|
-26.7 |
|
1 |
|
|
|
1 |
|
55 |
|
|
|
-1 |
|
2006 |
|
|
|
2 |
|
2006 |
|
|
|
1 |
|
|
-27.8 |
|
16.44 |
|
|
|
-1 |
|
19.35 |
|
|
|
1 |
|
9.79 |
|
|
|
-2 |
|
11.63 |
|
|
|
-1 |
|
|
95.8 |
|
43 |
|
|
|
5 |
|
46 |
|
|
|
-11.12 |
|
30 |
|
|
|
33.34 |
|
46 |
|
|
|
-10 |
|
|
22.84 |
|
|
|
-1.33 |
|
27.74 |
|
|
|
|
-0.64 |
|
1998 FUND |
9.92 |
|
|
|
3.24 |
|
|
14.62 |
|
|
|
3.17 |
|
|
17.81 |
|
|
|
-1.06 |
|
21.53 |
|
|
|
|
-2.43 |
|
N/A |
29 |
|
|
|
-5.02 |
|
|
9 |
|
|
|
-3.48 |
|
|
16.27 |
|
|
|
|
0.27 |
|
18.79 |
|
|
|
|
-1.79 |
|
|
14.58 |
|
|
|
|
-8.26 |
|
|
15.53 |
|
|
|
-6.65 |
|
#REF! |
|
|
15.53 |
|
|
|
0.84 |
|
15.69 |
|
|
|
1.92 |
|
|
10.38 |
|
|
|
3.35 |
|
13.04 |
|
|
|
10.29 |
|
|
12.47 |
|
|
|
|
-0.01 |
|
10.15 |
|
|
|
-3.3 |
|
7.72 |
|
|
|
|
-3.27 |
|
11.24 |
|
|
|
-3.05 |
|
#REF! |
|
|
2006 |
|
|
|
-0.03 |
|
2006 |
|
|
|
-0.22 |
|
4.83 |
|
|
|
-0.19 |
|
10.32 |
|
|
|
-0.21 |
|
|
13.06 |
|
|
|
1.51 |
|
3.97 |
|
|
|
0.48 |
|
2.19 |
|
|
|
2.68 |
|
7.31 |
|
|
|
0.57 |
|
|
9 |
|
|
|
-0.07 |
|
70 |
|
|
|
-0.09 |
|
2005 |
|
|
|
-0.06 |
|
2005 |
|
|
|
-0.08 |
|
|
10.79 |
|
|
|
0.1 |
|
6.03 |
|
|
|
0.02 |
|
20.95 |
|
|
|
0.15 |
|
11.29 |
|
|
|
0.02 |
|
|
29 |
|
|
|
1.4 |
|
49 |
|
|
|
0.14 |
|
35 |
|
|
|
3.06 |
|
73 |
|
|
|
0.19 |
|
|
13.68 |
|
|
|
4.19 |
|
11.56 |
|
|
|
6 |
|
17.95 |
|
|
|
5.61 |
|
16.69 |
|
|
|
5.33 |
|
|
10.94 |
|
|
|
Incept |
Incept |
|
8.5 |
|
|
|
Incept |
Incept |
|
63 |
|
|
|
Incept |
|
23 |
|
|
|
Incept |
|
|
10.25 |
|
|
|
|
# of Negative Qtrs |
|
5.96 |
|
|
|
# of Negative Qtrs |
|
26.4 |
|
|
|
|
# of Negative Qtrs |
|
24.1 |
|
|
|
# of Negative Qtrs |
|
|
|
|
7.48 |
|
|
|
# of Positive Qtrs |
|
3.16 |
|
|
|
# of Positive Qtrs |
|
21.72 |
|
|
|
# of Positive Qtrs |
|
16.12 |
|
|
|
# of Positive Qtrs |
|
|
2.85 |
|
|
|
|
Batting Average |
|
-3.37 |
|
|
|
Batting Average |
|
19.25 |
|
|
|
|
Batting Average |
|
12.74 |
|
|
|
Batting Average |
|
|
|
|
2005 |
|
|
|
Worst Qtr |
|
2005 |
|
|
|
Worst Qtr |
|
16.53 |
|
|
|
Worst Qtr |
|
11.06 |
|
|
|
Worst Qtr |
|
|
14.04 |
|
|
|
Best Qtr |
|
12.44 |
|
|
|
Best Qtr |
|
11.14 |
|
|
|
Best Qtr |
|
7.98 |
|
|
|
Best Qtr |
|
|
38 |
|
|
|
Range |
|
67 |
|
|
|
Range |
|
2004 |
|
|
|
Range |
|
2004 |
|
|
|
Range |
|
|
12.25 |
|
|
|
Worst 4 Qtrs |
|
11.6 |
|
|
|
Worst 4 Qtrs |
|
21.5 |
|
|
|
Worst 4 Qtrs |
|
23.92 |
|
|
|
Worst 4 Qtrs |
|
|
57 |
|
|
|
Standard Deviation |
|
74 |
|
|
|
Standard Deviation |
|
31 |
|
|
|
Standard Deviation |
|
18.34 |
|
|
|
Standard Deviation |
|
|
22.88 |
|
|
|
Beta |
|
26.56 |
|
|
|
Beta |
|
18.78 |
|
|
|
Beta |
|
14.42 |
|
|
|
Beta |
|
|
15.79 |
|
|
|
Annualized Alpha |
|
18.97 |
|
|
|
Annualized Alpha |
|
54 |
|
|
|
Annualized Alpha |
|
13.02 |
|
|
|
Annualized Alpha |
|
|
12.59 |
|
|
|
R-Squared |
|
14.4 |
|
|
|
R-Squared |
|
28.92 |
|
|
|
R-Squared |
|
8.08 |
|
|
|
R-Squared |
|
|
11.47 |
|
|
|
Sharpe Ratio |
|
11.48 |
|
|
|
Sharpe Ratio |
|
22.49 |
|
|
|
Sharpe Ratio |
|
2003 |
|
|
|
Sharpe Ratio |
|
|
7.61 |
|
|
|
Treynor Ratio |
|
7.67 |
|
|
|
Treynor Ratio |
|
19.1 |
|
|
|
Treynor Ratio |
|
27.67 |
|
|
|
Treynor Ratio |
|
|
2004 |
|
|
|
Tracking Error |
|
2004 |
|
|
|
Tracking Error |
|
16.07 |
|
|
|
Tracking Error |
|
23.98 |
|
|
|
Tracking Error |
|
|
13.69 |
|
|
|
Information Ratio |
|
4.17 |
|
|
|
Information Ratio |
|
8.02 |
|
|
|
Information Ratio |
|
21.95 |
|
|
|
Information Ratio |
|
|
38 |
|
|
|
Fund |
Fund |
|
90 |
|
|
|
Fund |
Fund |
|
2003 |
|
|
|
Fund |
|
19.27 |
|
|
|
Fund |
|
|
13.87 |
|
|
|
21 |
|
7.51 |
|
|
|
15 |
|
48.25 |
|
|
|
11 |
|
15.84 |
|
|
|
10 |
|
|
35 |
|
|
|
|
48 |
|
63 |
|
|
|
24 |
|
34.58 |
|
|
|
16 |
|
2002 |
|
|
|
14 |
|
|
19.71 |
|
|
|
Batting Average |
50.72 |
|
17.89 |
|
|
|
Batting Average |
48.72 |
|
30.01 |
|
|
|
59.26 |
|
-6.38 |
|
|
|
41.67 |
|
|
14.67 |
|
|
|
|
-23.27 |
|
11.72 |
|
|
|
|
-23.43 |
|
25.9 |
|
|
|
-22.88 |
|
-15.42 |
|
|
|
-19.01 |
|
|
13.19 |
|
|
|
|
22.14 |
|
8.74 |
|
|
|
|
13.89 |
|
19.17 |
|
|
|
15.67 |
|
-18.95 |
|
|
|
14.76 |
|
|
10.23 |
|
|
|
|
45.41 |
|
6.26 |
|
|
|
|
37.32 |
|
2002 |
|
|
|
38.55 |
|
-20.72 |
|
|
|
33.77 |
|
|
5.93 |
|
|
|
|
-37.25 |
|
2.04 |
|
|
|
|
-36.52 |
|
6.59 |
|
|
|
-34.15 |
|
-24.03 |
|
|
|
-32.13 |
|
|
2003 |
|
|
|
Standard Deviation |
14.97 |
|
2003 |
|
|
|
Standard Deviation |
15.02 |
|
-1.82 |
|
|
|
16.49 |
|
|
|
13.22 |
|
|
20.49 |
|
|
|
Beta |
0.97 |
|
18.73 |
|
|
|
Beta |
0.75 |
|
-7.42 |
|
|
|
0.78 |
|
|
|
0.79 |
|
|
73 |
|
|
|
Annualized Alpha |
1.26 |
0.0126 |
|
75 |
|
|
|
Annualized Alpha |
1.69 |
0.0169 |
|
-12.12 |
|
|
|
1.84 |
0.0184 |
0.000184 |
|
|
|
0.27 |
0.0027 |
|
|
24.4 |
|
|
|
R-Squared |
0.93 |
|
25.91 |
|
|
|
R-Squared |
0.9 |
|
-19.94 |
|
|
|
0.92 |
|
|
|
0.92 |
|
|
25 |
|
|
|
0.36 |
|
19 |
|
|
|
-0.3 |
|
|
|
0.45 |
|
|
|
-0.02 |
|
|
29.75 |
|
|
|
5.6 |
|
34.24 |
|
|
|
-6.01 |
|
|
|
9.44 |
|
|
|
-0.38 |
|
|
24.33 |
|
|
|
4.13 |
|
24.4 |
|
|
|
6.73 |
|
|
|
6.28 |
|
|
|
5.06 |
|
|
23.28 |
|
|
|
0.24 |
|
21.58 |
|
|
|
0.45 |
|
|
|
0.01 |
|
|
|
-0.01 |
|
|
20.05 |
|
|
|
Policy |
S&P 500 |
|
18.63 |
|
|
|
Policy |
R1000G |
|
|
|
FR2000 |
|
|
|
R1000V |
|
|
14.08 |
|
|
|
20 |
|
13.1 |
|
|
|
17 |
|
|
|
9 |
|
|
|
7 |
|
|
2002 |
|
|
|
49 |
|
2002 |
|
|
|
22 |
|
|
|
18 |
|
|
|
17 |
|
|
-7.86 |
|
|
|
49.28 |
|
-17.5 |
|
|
|
51.28 |
|
|
|
40.74 |
|
|
|
58.33 |
|
|
1 |
|
|
|
-21.94 |
|
18 |
|
|
|
-22.79 |
|
|
|
-26.12 |
|
|
|
-22.18 |
|
|
-20.49 |
|
|
|
21.13 |
|
-22.51 |
|
|
|
16.32 |
|
|
|
23.42 |
|
|
|
18.24 |
|
|
60 |
|
|
|
43.07 |
|
60 |
|
|
|
39.11 |
|
|
|
49.54 |
|
|
|
40.42 |
|
|
-10.38 |
|
|
|
-38.09 |
|
-12.54 |
|
|
|
-45.64 |
|
|
|
-37.5 |
|
|
|
-42.42 |
|
|
-17.12 |
|
|
|
Standard Deviation |
14.9 |
|
-18.67 |
|
|
|
Standard Deviation |
18.89 |
|
|
|
20.2 |
|
|
|
15.95 |
|
|
-19.82 |
|
|
|
1 |
|
-21.5 |
|
|
|
1 |
|
|
|
1 |
|
|
|
1 |
|
|
-21.16 |
|
|
|
0 |
|
-24.59 |
|
|
|
0 |
|
|
|
0 |
|
|
|
0 |
|
|
-25.68 |
|
|
|
1 |
|
-30.7 |
|
|
|
1 |
|
|
|
1 |
|
|
|
1 |
|
|
|
|
0.3 |
|
|
|
-0.4 |
|
|
|
0.36 |
|
|
|
-0.02 |
|
|
|
|
4.42 |
|
|
|
-7.53 |
|
|
|
7.3 |
|
|
|
-0.24 |
|
|
|
|
0 |
|
|
|
0 |
|
|
|
0 |
|
|
|
0 |
|
|
|
|
Diff |
|
|
|
Diff |
|
|
|
Diff |
|
|
|
Diff |
|
|
|
|
1 |
|
|
|
-2 |
|
|
|
2 |
|
|
|
3 |
|
|
|
|
-1 |
|
|
|
2 |
|
|
|
-2 |
|
|
|
-3 |
|
|
|
|
1.44 |
|
|
|
-2.56 |
|
|
|
18.52 |
|
|
|
-16.66 |
|
|
|
|
-1.33 |
|
|
|
-0.64 |
|
|
|
3.24 |
|
|
|
3.17 |
|
|
|
|
1.01 |
|
|
|
-2.43 |
|
|
|
-7.75 |
|
|
|
-3.48 |
|
|
|
|
2.34 |
|
|
|
-1.79 |
|
|
|
-10.99 |
|
|
|
-6.65 |
|
|
|
|
0.84 |
|
|
|
9.12 |
|
|
|
3.35 |
|
|
|
10.29 |
|
|
|
|
0.07 |
|
|
|
-3.87 |
|
|
|
-3.71 |
|
|
|
-2.73 |
|
|
|
|
-0.03 |
|
|
|
-0.25 |
|
|
|
-0.22 |
|
|
|
-0.21 |
|
|
|
|
1.26 |
|
|
|
1.69 |
|
|
|
1.84 |
|
|
|
0.27 |
|
|
|
|
-0.07 |
|
|
|
-0.1 |
|
|
|
-0.08 |
|
|
|
-0.08 |
|
|
|
|
0.06 |
|
|
|
0.1 |
|
|
|
0.09 |
|
|
|
0 |
|
|
|
|
1.18 |
|
|
|
1.52 |
|
|
|
2.14 |
|
|
|
-0.14 |
|
|
|
|
4.13 |
|
|
|
6.73 |
|
|
|
6.28 |
|
|
|
5.06 |
|
|
|
|
-0.09 |
|
|
|
|
|
|
|
|
|
|
0.02 |
|
|
|
|
|
|
|
|
|
|
0.64 |
|
|
|
|
|
|
|
|
|
|
4.32 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
|
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|
|
|
|
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|
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|