| SUNRISE POLICE |
SCROLL
TO RIGHT------> |
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Small Cap |
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| LOCK |
BUCKHEAD TOTAL EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD TOTAL UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD TOTAL RISK HERE |
LOCK |
LOCK |
DHJ EQ. TOTAL EXECUTIVE HERE |
LOCK |
LOCK |
DHJ EQ. UNIVERSE HERE |
LOCK |
LOCK |
DHJ TOTAL RISK HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY RISK HERE |
LOCK |
BUCKHEAD EQUITY EXECUTIVE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY
UNIVERSE HERE |
LOCK |
LOCK |
BUCKHEAD EQUITY RISK HERE |
LOCK |
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Sunrise Police |
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Sunrise Police |
% |
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SDG DID NOT SEND |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
% |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Sunrise Police |
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Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
Buckhead Equity (Large Cap Value +
Small Cap Value + Cash) |
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DHJ Large Cap Growth Equity |
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DHJ Large Cap Growth Equity |
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DHJ Large Cap Growth Equity |
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Buckhead (Large Cap Value Equity +
Cash) |
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Buckhead (Large Cap Value Equity +
Cash) |
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Buckhead (Large Cap Value Equity +
Cash) |
Buckhead (Small Cap Equity + Cash) |
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Buckhead (Small Cap Equity + Cash) |
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Buckhead (Small Cap Equity + Cash) |
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Executive Summary |
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Universe Comparisons |
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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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Risk Measures |
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Executive Summary |
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Universe Comparisons |
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Risk Measures |
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Inception date is March 31, 2004 |
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70% Broad LC V Core. 30% Broad SCV
Core |
|
37 |
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Broad Large Cap Growth Core Equity |
|
41 |
|
51 |
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Broad Large Cap Value Core Equity |
|
55 |
|
58 |
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Broad Small Cap Value Core |
|
62 |
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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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Inception date is December 31, 1997 |
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39 |
|
3 Yr |
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Inception date is December 31, 2002 |
|
53 |
|
1 Yr |
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Inception date is March 31, 2004 |
|
60 |
|
Incept |
1 Yr |
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Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
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All dollar values are shown in thousands. |
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Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
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Returns are gross of fees. |
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Incept is March 31, 2004 to December
31, 2005 |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
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Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Account Reconciliation |
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Trailing Returns through December
31, 2005 |
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Returns are gross of fees. |
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Incept is December 31, 1997 to
December 31, 2005 |
Batting Average |
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Returns are gross of fees. |
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Incept is December 31, 2002 to
December 31, 2005 |
Batting Average |
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Returns are gross of fees. |
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Incept is March 31, 2004 to December
31, 2005 |
|
Batting Average |
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Beginning Value |
|
Fund |
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Account Reconciliation |
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Trailing Returns through December
31, 2005 |
|
Worst Qtr |
|
Account Reconciliation |
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Trailing Returns through December
31, 2005 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through December
31, 2005 |
|
Worst Qtr |
|
|
Net Flows |
|
Return |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
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Best Qtr |
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Investment G/L |
|
%-tile |
|
Net Flows |
|
Return |
|
Range |
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Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
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Ending Value |
|
Policy |
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Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
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|
12/31/2005 |
|
Return |
|
Ending Value |
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S&P500 |
|
Standard Deviation |
|
Ending Value |
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S&P500 |
|
Standard Deviation |
|
Ending Value |
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R2000V |
|
Standard Deviation |
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Qtr |
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%-tile |
|
12/31/2005 |
|
Return |
|
Beta |
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12/31/2005 |
|
Return |
|
Beta |
|
12/31/2005 |
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Return |
|
Beta |
|
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17,522 |
|
Universe |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
-34 |
|
5th %-tile |
|
12,007 |
|
Universe |
|
R-Squared |
|
13,801 |
|
Universe |
|
R-Squared |
|
3,721 |
|
Universe |
|
R-Squared |
|
|
465 |
|
25th %-tile |
|
-84 |
|
5th %-tile |
|
Sharpe Ratio |
|
-21 |
|
5th %-tile |
|
Sharpe Ratio |
|
-14 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
17,953 |
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50th %-tile |
|
395 |
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25th %-tile |
|
Treynor Ratio |
|
406 |
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25th %-tile |
|
Treynor Ratio |
|
59 |
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25th %-tile |
|
Treynor Ratio |
|
|
2,006 |
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75th %-tile |
|
12,317 |
|
50th %-tile |
|
Tracking Error |
|
14,187 |
|
50th %-tile |
|
Tracking Error |
|
3,766 |
|
50th %-tile |
|
Tracking Error |
|
|
YTD |
|
95th %-tile |
|
2006 |
|
75th %-tile |
|
Information Ratio |
|
2006 |
|
75th %-tile |
|
Information Ratio |
|
2006 |
|
75th %-tile |
|
Information Ratio |
|
|
17,522 |
|
2 Qtrs |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
-34 |
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|
3.57 |
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|
4 |
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12,007 |
|
2 Qtrs |
|
4 |
|
13,801 |
|
|
2 Qtrs |
|
|
0 |
|
3,721 |
|
2 Qtrs |
|
1 |
|
|
465 |
|
|
95 |
|
8 |
|
-84 |
|
6.88 |
|
8 |
|
-21 |
|
|
3.32 |
|
4 |
|
-14 |
|
4.48 |
0.0448 |
|
3 |
|
|
17,953 |
|
|
5.18 |
|
|
58.33 |
|
395 |
|
70 |
|
41.67 |
|
406 |
|
|
91 |
|
|
50 |
|
59 |
|
79 |
|
Batting Average |
50 |
|
|
38,077 |
|
68 |
|
-17.77 |
|
12,317 |
|
5.77 |
|
-4.9 |
|
14,187 |
|
5.77 |
|
0.37 |
|
3,766 |
|
3.78 |
0.0378 |
|
-2.87 |
|
|
Incept |
|
8.78 |
|
14.61 |
|
12/31/1997 |
|
86 |
|
11.55 |
|
12/31/2002 |
|
42 |
|
2.94 |
|
3/31/2004 |
|
85 |
|
|
2.83 |
|
|
13,788 |
|
6.88 |
|
32.38 |
|
Incept |
|
14.83 |
|
16.45 |
|
Incept |
|
9.58 |
|
2.57 |
|
Incept |
|
13.18 |
|
|
5.7 |
|
| |
1,871 |
|
5.85 |
|
-25.33 |
|
10,999 |
|
9.49 |
|
3.79 |
|
|
6,658 |
|
6.82 |
|
5.09 |
|
2,986 |
|
7.32 |
|
2.34 |
|
|
2,293 |
|
4.82 |
|
20.64 |
|
-5,030 |
|
7.68 |
|
10.25 |
|
3,093 |
|
5.58 |
|
6.38 |
|
108 |
|
6.03 |
|
Standard Deviation |
12.26 |
|
|
17,953 |
|
|
3.5 |
|
0.99 |
|
6,347 |
|
|
6.45 |
|
0.88 |
|
4,436 |
|
|
4.43 |
|
0.72 |
|
672 |
|
4.59 |
|
Beta |
0.92 |
|
|
Investment Policy |
#VALUE! |
|
3 Qtrs |
|
0.67 |
|
12,317 |
12,317,000 |
|
4.7 |
|
-1.22 |
|
14,187 |
14,187,000 |
|
2.62 |
|
1.51 |
0.0151 |
3,766 |
3,766,000 |
|
1.54 |
|
Annualized Alpha |
-1.89 |
-0.0189 |
|
Index |
|
4.74 |
|
1 |
|
Investment Policy |
|
3 Qtrs |
|
0.9 |
|
Investment Policy |
|
3 Qtrs |
|
0.74 |
|
Investment Policy |
|
3 Qtrs |
|
R-Squared |
0.92 |
|
|
S&P 500 |
|
97 |
|
-0.03 |
|
Index |
|
8.38 |
|
0.92 |
|
Index |
|
4.57 |
|
0.33 |
|
Index |
|
5.36 |
0.0536 |
|
-0.05 |
|
|
Russell 2000 Value |
|
7.81 |
|
-0.6 |
|
S&P 500 |
|
79 |
|
10.72 |
|
S&P 500 |
|
91 |
|
2.9 |
|
Russell 2000 Value |
|
92 |
|
-0.72 |
|
|
Total |
|
54 |
|
1.29 |
|
Total |
|
7.21 |
|
3.57 |
|
Total |
|
7.21 |
|
3.9 |
|
Total |
|
9.05 |
0.0905 |
|
3.58 |
|
|
Weight |
|
11.42 |
|
0.52 |
|
Weight |
|
88 |
|
-0.89 |
|
Weight |
|
45 |
|
0.05 |
|
Weight |
|
62 |
|
-0.66 |
|
|
70 |
|
9.15 |
|
S&P500 |
|
100 |
|
20.71 |
|
S&P500 |
|
100 |
|
12.09 |
|
S&P500 |
|
100 |
|
15.06 |
|
Policy |
R2000V |
|
|
30 |
|
7.95 |
|
4 |
|
100 |
|
13.42 |
|
3 |
|
100 |
|
8.6 |
|
1 |
|
100 |
|
11.59 |
|
1 |
|
|
100 |
|
6.82 |
|
8 |
|
Trailing Returns through December
31, 2005 |
|
10.87 |
|
9 |
|
Trailing Returns through December
31, 2005 |
|
7 |
|
3 |
|
Trailing Returns through December
31, 2005 |
|
9.65 |
|
3 |
|
|
Trailing Returns through December
31, 2005 |
|
5.11 |
|
41.67 |
|
Fund |
|
8.72 |
|
58.33 |
|
Fund |
|
5.89 |
|
50 |
|
Fund |
|
8.17 |
|
50 |
|
|
Fund |
|
1 Yr |
|
-17.28 |
|
S&P500 |
|
5.88 |
|
-3.15 |
|
S&P500 |
|
3.6 |
|
-2.15 |
|
R2000V |
|
3.94 |
|
-3.98 |
|
|
Policy |
|
|
4.49 |
|
|
15.39 |
|
Diff |
|
|
1 Yr |
|
|
15.39 |
|
Diff |
|
|
1 Yr |
|
|
3.61 |
|
Diff |
|
1 Yr |
|
5.08 |
|
|
Diff |
|
1 Yr FUND |
80 |
0.8 |
|
32.67 |
|
1 Yr |
|
1 Yr FUND |
5.33 |
0.0533 |
|
18.54 |
|
1 Yr |
|
1 Yr FUND |
5.09 |
0.0509 |
|
5.76 |
|
1 Yr |
|
2.34 |
0.0234 |
|
9.06 |
|
|
1 Yr |
|
UNIVERSE |
4.9 |
|
-24.76 |
|
1/5/1900 |
|
UNIVERSE |
66 |
|
4.91 |
|
1/5/1900 |
|
UNIVERSE |
56 |
|
4.91 |
|
1/2/1900 |
|
89 |
|
4.71 |
|
|
4.49 |
|
POLICY |
74 |
0.74 |
|
20.91 |
|
4.91 |
|
POLICY |
4.91 |
0.0491 |
|
11.08 |
|
4.91 |
|
POLICY |
4.91 |
0.0491 |
|
7.58 |
|
4.71 |
|
4.71 |
0.0471 |
|
12.85 |
|
|
4.9 |
|
11.16 |
|
1 |
|
0.42 |
|
70 |
|
1 |
|
0.18 |
|
59 |
|
1 |
|
-2.37 |
|
78 |
|
1 |
|
|
-0.41 |
|
7.81 |
|
0 |
|
2 Yr |
|
15.78 |
|
0 |
|
2 Yr |
|
12.72 |
|
0 |
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
14.94 |
|
0 |
|
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
6.21 |
|
1 |
|
1/5/1900 |
|
10.53 |
|
1 |
|
1/8/1900 |
|
7.47 |
|
1 |
|
3/31/2004 |
|
9.19 |
|
1 |
|
|
3/31/2004 |
|
4.8 |
|
-0.06 |
|
7.85 |
|
6.99 |
|
1.14 |
|
7.85 |
|
5.42 |
|
0.25 |
|
Incept |
|
7.35 |
|
0.13 |
|
|
Incept |
|
2.76 |
|
-1.26 |
|
-2.16 |
|
4.43 |
|
12.62 |
|
0.3 |
|
4.28 |
|
1.91 |
|
11.79 |
|
5.22 |
|
1.71 |
|
|
8.11 |
|
2 Yr |
|
0 |
|
3 Yr |
|
1.85 |
|
0 |
|
3 Yr |
|
1.54 |
|
0 |
|
10.83 |
|
-0.04 |
|
0 |
|
|
1/8/1900 |
|
14.4 |
|
Diff |
|
11.2 |
|
2 Yr |
|
Diff |
|
1/16/1900 |
|
2 Yr |
|
Diff |
|
0.96 |
|
2 Yr |
|
Diff |
|
| |
-0.79 |
|
11.48 |
|
|
0 |
|
|
1/14/1900 |
|
5.69 |
|
|
1 |
|
|
1/14/1900 |
|
2 Yr FUND |
8.15 |
0.0815 |
|
-1 |
|
Fiscal Year Returns Ending September |
|
18.45 |
|
0 |
|
| |
Fiscal Year Returns Ending September |
|
9.99 |
|
0 |
|
|
################################## |
|
74 |
|
-1 |
|
|
2.10 |
|
UNIVERSE |
53 |
|
1 |
|
Fund |
|
15.25 |
|
0 |
|
| |
Fund |
|
8.71 |
|
|
16.66 |
|
|
4 Yr |
|
7.85 |
|
|
-16.66 |
|
|
4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
POLICY |
7.85 |
0.0785 |
|
0 |
|
R2000V |
|
13.49 |
|
0 |
|
|
Policy |
|
7.01 |
|
-0.49 |
|
2.22 |
|
48 |
|
-1.75 |
|
12/31/2002 |
|
58 |
|
2.52 |
|
Diff |
|
11.38 |
|
1.11 |
|
|
Diff |
|
3 Yr |
|
-0.78 |
|
1/3/1900 |
|
15.84 |
|
-3.84 |
|
Incept |
|
15.06 |
|
-0.67 |
|
12/31/2005 |
|
7.57 |
|
-2.25 |
|
|
12/31/2005 |
|
21.02 |
|
-0.29 |
|
-1.7 |
|
11.11 |
|
-2.09 |
|
16.49 |
|
|
10.44 |
|
-3.19 |
|
Qtr |
|
3 Yr |
|
-3.36 |
|
|
Qtr |
|
18.29 |
|
-0.57 |
|
5 Yr |
|
7.73 |
|
-1.12 |
|
14.39 |
|
8.32 |
|
0.18 |
|
1.6 |
|
29.19 |
|
-2.37 |
|
|
2.66 |
|
16.87 |
|
-0.27 |
|
-1.74 |
|
5.52 |
|
-0.83 |
|
2.1 |
|
7.16 |
|
-1.2 |
|
0.66 |
|
23.81 |
|
-0.59 |
|
|
1/1/1900 |
|
15.71 |
|
-0.01 |
|
0.54 |
|
2.74 |
|
-0.12 |
|
Fiscal Year Returns Ending September |
|
4.53 |
|
-0.28 |
|
0.94 |
|
22.08 |
|
-0.08 |
|
|
1 |
|
14.12 |
|
0.67 |
|
-2.28 |
|
3 Yr |
|
-1.22 |
|
Fund |
|
3 Yr |
|
1.51 |
|
2006 |
|
20.62 |
|
-1.89 |
|
|
6/28/1905 |
|
3 YR FUND |
4 Yr |
####### |
|
0 |
|
6 Yr |
|
3 YR FUND |
11.2 |
0.112 |
|
-0.1 |
|
S&P500 |
|
|
16.49 |
0.1649 |
|
-0.26 |
|
YTD |
|
17.79 |
|
-0.08 |
|
|
YTD |
|
UNIVERSE |
11.11 |
|
0.03 |
|
################################## |
|
UNIVERSE |
89 |
|
-0.22 |
|
Diff |
|
|
24 |
|
0.08 |
|
1/1/1900 |
|
4 Yr |
|
-0.18 |
|
|
2.66 |
|
POLICY |
8.51 |
0.0851 |
|
0.66 |
|
-1.13 |
|
POLICY |
14.39 |
0.1439 |
|
-1.9 |
|
12/31/2005 |
|
|
14.39 |
0.1439 |
|
0.99 |
|
0.66 |
|
19.39 |
|
-2.43 |
|
|
1.66 |
|
7.01 |
|
1.29 |
|
-1.38 |
|
51 |
|
3.57 |
|
Qtr |
|
|
48 |
|
3.9 |
|
0.94 |
|
14.17 |
|
3.58 |
|
|
1/1/1900 |
|
5.81 |
|
5 Yr |
5 Yr |
|
7 Yr |
|
20.98 |
|
5 Yr |
5 Yr |
|
1/2/1900 |
|
20.45 |
|
2 Yr |
|
2005 |
|
12.07 |
|
Incept |
|
|
6/27/1905 |
|
4.34 |
|
# of Negative Qtrs |
|
1/1/1900 |
|
16.83 |
|
# of Negative Qtrs |
|
1/2/1900 |
|
16.36 |
|
# of Negative Qtrs |
|
14.06 |
|
10.4 |
|
# of Negative Qtrs |
|
|
11.87 |
|
5 Yr |
|
# of Positive Qtrs |
|
1.77 |
|
14.4 |
|
# of Positive Qtrs |
|
0.85 |
|
14.23 |
|
# of Positive Qtrs |
|
17.75 |
|
7.09 |
|
# of Positive Qtrs |
|
|
13.96 |
|
9.97 |
|
Batting Average |
|
################################## |
|
12.28 |
|
Batting Average |
|
2006 |
|
13.36 |
|
Batting Average |
|
-3.69 |
|
5 Yr |
|
Batting Average |
|
|
-2.09 |
|
6.67 |
|
Worst Qtr |
|
8 Yr |
|
10.33 |
|
Worst Qtr |
|
YTD |
|
10.62 |
|
Worst Qtr |
|
2004 2003 2002 2001 2000 1999 1998
1997 |
|
20.62 |
|
Worst Qtr |
|
|
2004 2003 2002 2001 2000
1999 1998 1997 |
|
5.09 |
|
Best Qtr |
|
1/5/1900 |
|
4 Yr |
|
Best Qtr |
|
1/2/1900 |
|
4 Yr |
|
Best Qtr |
|
Returns in Up Markets |
|
14.64 |
|
Best Qtr |
|
|
Returns in Up Markets |
|
3.68 |
|
Range |
|
1/4/1900 |
|
2.22 |
|
Range |
|
1/2/1900 |
|
10.56 |
|
Range |
|
Fund |
|
11.88 |
|
Range |
|
|
Fund |
|
2.03 |
|
Worst 4 Qtrs |
|
1/0/1900 |
|
51 |
|
Worst 4 Qtrs |
|
0.85 |
|
6.47 |
|
Worst 4 Qtrs |
|
R2000V |
|
9.89 |
|
Worst 4 Qtrs |
|
|
Policy |
|
6 Yr |
|
Standard Deviation |
|
9 Yr 10 Yr |
|
3.92 |
|
Standard Deviation |
|
2005 |
|
4.52 |
|
Standard Deviation |
|
Ratio |
|
5.39 |
|
Standard Deviation |
|
|
Ratio |
|
11.33 |
|
Beta |
|
12/31/1997 |
|
35 |
|
Beta |
|
11.29 |
|
3.39 |
|
Beta |
|
1 Yr |
|
6 Yr |
|
Beta |
|
|
1 Yr |
|
7.53 |
|
Annualized Alpha |
|
Incept |
|
9.59 |
|
Annualized Alpha |
|
1/12/1900 |
|
1.52 |
|
Annualized Alpha |
|
5.4 |
|
20.61 |
|
Annualized Alpha |
|
|
4.7 |
|
5.22 |
|
R-Squared |
|
5.43 |
|
4.94 |
|
R-Squared |
|
-0.96 |
|
5 Yr |
|
R-Squared |
|
9 |
|
15.61 |
|
R-Squared |
|
|
7.8 |
|
3.32 |
|
Sharpe Ratio |
|
4.79 |
|
2.23 |
|
Sharpe Ratio |
|
2004 |
|
8.91 |
|
Sharpe Ratio |
|
59.2 |
|
13.08 |
|
Sharpe Ratio |
|
|
60.7 |
|
1.41 |
|
Treynor Ratio |
|
1/0/1900 |
|
0.59 |
|
Treynor Ratio |
|
1/17/1900 |
|
3.79 |
|
Treynor Ratio |
|
3/31/2004 |
|
10.38 |
|
Treynor Ratio |
|
|
3/31/2004 |
|
7 Yr |
|
Tracking Error |
|
Fiscal Year Returns Ending September |
|
-1.39 |
|
Tracking Error |
|
1/13/1900 |
|
1.76 |
|
Tracking Error |
|
Incept |
|
6.09 |
|
Tracking Error |
|
|
Incept |
|
10.71 |
|
Information Ratio |
|
Fund |
|
5 Yr |
|
Information Ratio |
|
3.49 |
|
0.24 |
|
Information Ratio |
|
16.1 |
|
7 Yr |
|
Information Ratio |
|
|
13.1 |
|
5 YR FUND |
7.61 |
0.0761 |
|
Fund |
|
S&P500 |
|
5 YR FUND |
-1.74 |
-0.0174 |
Fund |
Fund |
|
2003 2002 2001 2000 1999 1998 1997 |
|
-1.17 |
|
|
Fund |
|
15.8 |
|
20.17 |
|
Fund |
|
|
16.3 |
|
UNIVERSE |
6.06 |
|
8 |
|
Diff |
|
UNIVERSE |
43 |
|
8 |
|
Returns in Up Markets |
|
|
6 Yr |
|
2 |
|
101.8 |
|
14.12 |
|
2 |
|
|
80.2 |
|
POLICY |
4.78 |
0.0478 |
|
12 |
|
12/31/2005 |
|
POLICY |
0.54 |
0.0054 |
|
12 |
|
Fund |
|
|
10.75 |
|
|
6 |
|
Returns in Down Markets |
|
12.11 |
|
5 |
|
|
Returns in Down Markets |
|
3.28 |
|
Batting Average |
55 |
|
Qtr |
|
25 |
|
Batting Average |
40 |
|
S&P500 |
|
|
5 |
|
50 |
|
Fund |
|
10.08 |
|
57.14 |
|
|
Fund |
|
8 Yr |
|
|
-17.77 |
|
3.37 |
|
6.75 |
|
|
-16.95 |
|
Ratio |
|
1.81 |
|
-0.95 |
|
R2000V |
|
7.45 |
|
-3.21 |
|
|
Policy |
|
10.09 |
|
|
14.61 |
|
2.09 |
|
0.42 |
|
|
11.55 |
|
1 Yr |
|
-1.11 |
|
9.02 |
|
Ratio |
|
8 Yr |
|
13.24 |
|
|
Ratio |
|
7.7 |
|
|
32.38 |
|
1/1/1900 |
|
-2.31 |
|
|
28.5 |
|
4.6 |
|
-2.51 |
|
9.97 |
|
1 Yr |
|
16.89 |
|
16.45 |
|
|
1 Yr |
|
6.59 |
|
|
-25.89 |
|
6/28/1905 |
|
-4.55 |
|
|
-23.77 |
|
1/7/1900 |
|
7 Yr |
|
5.09 |
|
-2.9 |
|
11.92 |
|
2.34 |
|
|
-0.2 |
|
5.62 |
|
Standard Deviation |
18.42 |
|
YTD |
|
-6.77 |
|
Standard Deviation |
17.57 |
|
63.4 |
|
10.08 |
|
6.79 |
|
-4 |
|
9.54 |
|
13.88 |
|
|
-2.7 |
|
4.47 |
|
Beta |
0.94 |
|
|
3.37 |
|
6 Yr |
|
Beta |
0.97 |
|
2 Yr |
|
5.19 |
|
0.82 |
|
72.1 |
|
7.86 |
|
0.88 |
|
|
8.5 |
|
Fiscal Year Returns Ending September |
Annualized Alpha |
-0.72 |
-0.0072 |
|
2.09 |
|
-2.51 |
|
Annualized Alpha |
-2.21 |
-0.0221 |
|
1/11/1900 |
|
3.16 |
|
1.63 |
0.0163 |
3/31/2004 |
|
6.23 |
|
2.26 |
0.0226 |
|
3/31/2004 |
|
Fund |
|
R-Squared |
0.97 |
|
1.28 |
|
37 |
|
R-Squared |
0.95 |
|
1/13/1900 |
|
1.61 |
|
0.79 |
|
Incept |
|
Fiscal Year Returns Ending September |
|
0.75 |
|
|
Incept |
|
Return |
|
-0.28 |
|
2005 |
|
-1.13 |
|
-0.22 |
|
3/23/1900 |
|
0.21 |
|
0.89 |
|
-2.9 |
|
Fund |
|
0.68 |
|
|
-1.7 |
|
%-tile |
|
-5.48 |
|
12.97 |
|
28 |
|
-4.07 |
|
12/31/2002 |
|
8 Yr |
|
7.35 |
|
-4 |
|
Return |
|
10.8 |
|
|
-3.9 |
|
Policy |
|
3.6 |
|
12.25 |
|
8.74 |
|
3.94 |
|
Incept |
|
9.83 |
|
3.36 |
|
72.1 |
|
%-tile |
|
7.1 |
|
|
2/12/1900 |
|
Return |
|
-0.17 |
|
0.72 |
|
-0.82 |
|
-0.58 |
|
1/25/1900 |
|
6.3 |
|
0.09 |
|
R2000V |
|
0.14 |
|
|
2000 |
|
%-tile |
|
Policy |
S&P500 |
|
2004 |
|
-3.76 |
|
Policy |
S&P500 |
|
23.6 |
|
4.91 |
|
S&P500 |
|
Return |
|
R2000V |
|
|
-5.58 |
|
Universe |
|
9 |
|
4.45 |
|
-6.13 |
|
7 |
|
106.3 |
|
4.11 |
|
2 |
|
%-tile |
|
1 |
|
|
-9.11 |
|
5th %-tile |
|
11 |
|
13.87 |
|
-8.47 |
|
13 |
|
Returns in Down Markets |
|
2.49 |
|
6 |
|
Universe |
|
6 |
|
|
3.53 |
|
25th %-tile |
|
45 |
|
-9.42 |
|
7 Yr |
|
60 |
|
Fund |
|
Fiscal Year Returns Ending September |
|
50 |
|
5th %-tile |
|
42.86 |
|
|
1999 |
|
50th %-tile |
|
-17.28 |
|
2003 |
|
1.2 |
|
-17.28 |
|
S&P500 |
|
Fund |
|
-2.15 |
|
25th %-tile |
|
-3.98 |
|
|
8.77 |
|
75th %-tile |
|
15.39 |
|
20.02 |
|
49 |
|
15.39 |
|
Ratio |
|
Return |
|
|
9.23 |
|
50th %-tile |
|
13.21 |
|
|
1/21/1900 |
|
95th %-tile |
|
32.67 |
|
24.4 |
|
1.77 |
|
32.67 |
|
1 Yr |
|
%-tile |
|
11.38 |
|
75th %-tile |
|
17.19 |
|
|
-12.27 |
|
Qtr |
|
-26.62 |
|
-4.38 |
|
43 |
|
-24.76 |
|
0.5 |
|
S&P500 |
|
|
4.91 |
|
95th %-tile |
|
4.71 |
|
|
1998 |
|
2.66 |
|
Standard Deviation |
19.2 |
|
6/24/1905 |
|
10.2 |
|
Standard Deviation |
17.71 |
|
-2.1 |
|
Return |
|
7.34 |
|
Qtr |
|
13.68 |
|
|
30.71 |
|
14 |
|
1 |
|
-17.69 |
|
3.88 |
|
1 |
|
-22.8 |
|
%-tile |
|
1 |
|
QU. FUND |
1.6 |
0.016 |
|
1 |
|
|
28.58 |
|
1.66 |
|
0 |
|
-20.49 |
|
1.09 |
|
0 |
|
2 Yr |
|
Universe |
|
0 |
|
UNIVERSE |
39 |
|
0 |
|
|
2.13 |
|
54 |
|
1 |
|
2.8 |
|
-0.8 |
|
1 |
|
-0.5 |
|
5th %-tile |
|
1 |
|
POLICY |
0.66 |
0.0066 |
|
1 |
|
|
1997 1996 1995 |
|
3.23 |
|
-0.24 |
|
2001 |
|
-3.31 |
|
-0.09 |
|
################################ |
|
25th %-tile |
|
0.78 |
|
64 |
|
0.62 |
|
|
Returns in Up Markets |
|
2.26 |
|
-4.52 |
|
-33.13 |
|
8 Yr |
|
-1.67 |
|
11.6 |
|
QU. FUND |
50th %-tile |
|
5.73 |
|
4.31 |
|
8.54 |
|
|
Fund |
|
1.73 |
|
0 |
|
-26.62 |
|
5.43 |
|
0 |
|
12/31/2002 |
|
UNIVERSE |
75th %-tile |
|
0 |
|
2.15 |
|
0 |
|
|
S&P500 |
|
1.19 |
|
Diff |
|
-6.51 |
|
35 |
|
Diff |
|
Incept |
|
POLICY |
95th %-tile |
|
Diff |
|
1.33 |
|
Diff |
|
|
Ratio |
|
0.35 |
|
-1 |
|
2000 |
|
4.79 |
|
1 |
|
-4.4 |
|
Qtr |
|
0 |
|
0.33 |
|
1 |
|
|
3 Yr |
|
YTD |
|
|
1 |
|
26.61 |
|
43 |
|
|
-1 |
|
-7 |
|
2.94 |
0.0294 |
|
0 |
|
-0.9 |
|
-1 |
|
|
32.2 |
|
2.66 |
|
10 |
|
13.28 |
|
9.74 |
|
-20 |
|
62.9 |
|
16 |
|
0 |
|
YTD |
|
14.28 |
|
|
31.2 |
|
14 |
|
|
-0.49 |
|
13.33 |
|
6.27 |
|
|
0.33 |
|
2.09 |
0.0209 |
|
1.2 |
|
1.6 |
|
0.77 |
|
|
103 |
|
1.66 |
|
-0.78 |
|
1999 |
|
4.15 |
|
-3.84 |
|
39 |
|
-0.21 |
|
39 |
|
0.03 |
|
|
5 Yr |
|
54 |
|
-0.29 |
|
1/29/1900 |
|
|