| 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 |
|
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 Conservative
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 |
|
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 |
|
|
Returns are gross of fees. |
|
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. |
|
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
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Account Reconciliation |
|
Trailing Returns through December
31, 2005 |
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Returns are gross of fees. |
|
Incept is December 31, 1997 to June
30, 2006 |
|
Batting Average |
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Returns are gross of fees. |
|
Incept is December 31, 2002 to June
30, 2006 |
|
Batting Average |
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Returns are gross of fees. |
|
Incept is March 31, 2004 to June 30,
2006 |
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Batting Average |
|
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Beginning Value |
|
Fund |
|
Account Reconciliation |
|
Trailing Returns through June 30, 2006 |
|
Worst Qtr |
|
Account Reconciliation |
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Trailing Returns through June 30, 2006 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30, 2006 |
|
Worst Qtr |
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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 |
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
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Ending Value |
|
Policy |
|
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 |
|
S&P500 |
|
Standard Deviation |
|
Ending Value |
|
S&P500 |
|
Standard Deviation |
|
Ending Value |
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R2000V |
|
Standard Deviation |
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|
Qtr |
|
%-tile |
|
6/30/2006 |
|
Return |
|
Beta |
|
6/30/2006 |
|
Return |
|
Beta |
|
6/30/2006 |
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Return |
|
Beta |
|
|
17,522 |
|
Universe |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
-34 |
|
5th %-tile |
|
12,281 |
|
Universe |
|
R-Squared |
|
14,770 |
|
Universe |
|
R-Squared |
|
4,281 |
|
Universe |
|
R-Squared |
|
|
465 |
|
25th %-tile |
|
-277 |
|
5th %-tile |
|
Sharpe Ratio |
|
-1,022 |
|
5th %-tile |
|
Sharpe Ratio |
|
479 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
17,953 |
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50th %-tile |
|
-466 |
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25th %-tile |
|
Treynor Ratio |
|
-36 |
|
25th %-tile |
|
Treynor Ratio |
|
-215 |
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25th %-tile |
|
Treynor Ratio |
|
|
2,006 |
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75th %-tile |
|
11,538 |
|
50th %-tile |
|
Tracking Error |
|
13,712 |
|
50th %-tile |
|
Tracking Error |
|
4,545 |
|
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 |
|
|
3.57 |
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|
4 |
|
12,007 |
|
2 Qtrs |
|
4 |
|
13,801 |
|
|
2 Qtrs |
|
|
1 |
|
3,721 |
|
2 Qtrs |
|
1 |
|
|
465 |
|
|
95 |
|
8 |
|
-734 |
|
-1.16 |
|
8 |
|
-1,062 |
|
|
3.95 |
|
3 |
|
470 |
|
8.15 |
0.0815 |
|
3 |
|
|
17,953 |
|
|
5.18 |
|
|
58.33 |
|
266 |
|
74 |
|
33.33 |
|
973 |
|
|
35 |
|
|
75 |
|
354 |
|
32 |
|
Batting Average |
50 |
|
|
38,077 |
|
68 |
|
-17.77 |
|
11,538 |
|
2.71 |
|
-4.9 |
|
13,712 |
|
2.71 |
|
-0.3 |
|
4,545 |
|
10.43 |
0.1043 |
|
-4.74 |
|
|
Incept |
|
8.78 |
|
14.61 |
|
12/31/1997 |
|
14 |
|
10.86 |
|
12/31/2002 |
|
60 |
|
4.26 |
|
3/31/2004 |
|
9 |
|
|
13.53 |
|
|
13,788 |
|
6.88 |
|
32.38 |
|
Incept |
|
4.63 |
|
15.76 |
|
Incept |
|
7 |
|
4.56 |
|
Incept |
|
11.08 |
|
|
18.27 |
|
| |
1,871 |
|
5.85 |
|
-25.33 |
|
10,999 |
|
1.97 |
|
3.79 |
|
|
6,658 |
|
4.84 |
|
7.4 |
|
2,986 |
|
8.51 |
|
13 |
|
|
2,293 |
|
4.82 |
|
20.64 |
|
-5,680 |
|
0.16 |
|
9.11 |
|
2,051 |
|
2.97 |
|
6.49 |
|
592 |
|
6.73 |
|
Standard Deviation |
13.27 |
|
|
17,953 |
|
|
3.5 |
|
0.99 |
|
6,219 |
|
|
-1.32 |
|
1.05 |
|
5,003 |
|
|
2.5 |
|
0.84 |
|
967 |
|
5.41 |
|
Beta |
1.01 |
|
|
Investment Policy |
#VALUE! |
|
3 Qtrs |
|
0.67 |
|
11,538 |
11,538,000 |
|
-4.16 |
|
-3.79 |
|
13,712 |
13,712,000 |
|
1.14 |
|
0.23 |
0.0023 |
4,545 |
4,545,000 |
|
1.55 |
|
Annualized Alpha |
-1.47 |
-0.0147 |
|
Index |
|
4.74 |
|
1 |
|
Investment Policy |
|
3 Qtrs |
|
0.89 |
|
Investment Policy |
|
3 Qtrs |
|
0.75 |
|
Investment Policy |
|
3 Qtrs |
|
R-Squared |
0.89 |
|
|
S&P 500 |
|
97 |
|
-0.03 |
|
Index |
|
2.17 |
|
0.58 |
|
Index |
|
7.01 |
|
0.53 |
|
Index |
|
9.88 |
0.0988 |
|
0.68 |
|
|
Russell 2000 Value |
|
7.81 |
|
-0.6 |
|
S&P 500 |
|
60 |
|
5.03 |
|
S&P 500 |
|
20 |
|
4.11 |
|
Russell 2000 Value |
|
30 |
|
8.96 |
|
|
Total |
|
54 |
|
1.29 |
|
Total |
|
4.85 |
|
3.1 |
|
Total |
|
4.85 |
|
3.43 |
|
Total |
|
11.17 |
0.1117 |
|
4.33 |
|
|
Weight |
|
11.42 |
|
0.52 |
|
Weight |
|
25 |
|
-1.17 |
|
Weight |
|
50 |
|
-0.36 |
|
Weight |
|
20 |
|
-0.37 |
|
|
70 |
|
9.15 |
|
S&P500 |
|
100 |
|
6.99 |
|
S&P500 |
|
100 |
|
9.32 |
|
S&P500 |
|
100 |
|
14.19 |
|
Policy |
R2000V |
|
|
30 |
|
7.95 |
|
4 |
|
100 |
|
4.82 |
|
3 |
|
100 |
|
6.74 |
|
1 |
|
100 |
|
10.38 |
|
1 |
|
|
100 |
|
6.82 |
|
8 |
|
Trailing Returns through June 30, 2006 |
|
3.12 |
|
9 |
|
Trailing Returns through June 30, 2006 |
|
4.82 |
|
3 |
|
Trailing Returns through June 30, 2006 |
|
7.88 |
|
3 |
|
|
Trailing Returns through December
31, 2005 |
|
5.11 |
|
41.67 |
|
Fund |
|
0.52 |
|
66.67 |
|
Fund |
|
4.38 |
|
25 |
|
Fund |
|
6.76 |
|
50 |
|
|
Fund |
|
1 Yr |
|
-17.28 |
|
S&P500 |
|
-2.01 |
|
-2.15 |
|
S&P500 |
|
1.98 |
|
-1.44 |
|
R2000V |
|
2.64 |
|
-2.7 |
|
|
Policy |
|
|
4.49 |
|
|
15.39 |
|
Diff |
|
|
1 Yr |
|
|
12.18 |
|
Diff |
|
|
1 Yr |
|
|
4.21 |
|
Diff |
|
1 Yr |
|
13.5 |
|
|
Diff |
|
1 Yr FUND |
80 |
0.8 |
|
32.67 |
|
1 Yr |
|
1 Yr FUND |
5.64 |
0.0564 |
|
14.33 |
|
1 Yr |
|
1 Yr FUND |
7.4 |
0.074 |
|
5.65 |
|
1 Yr |
|
13 |
0.13 |
|
16.2 |
|
|
1 Yr |
|
UNIVERSE |
4.9 |
|
-24.76 |
|
1/5/1900 |
|
UNIVERSE |
66 |
|
4.91 |
|
1/7/1900 |
|
UNIVERSE |
83 |
|
8.63 |
|
1/13/1900 |
|
54 |
|
14.6 |
|
|
4.49 |
|
POLICY |
74 |
0.74 |
|
20.91 |
|
8.63 |
|
POLICY |
8.63 |
0.0863 |
|
8.19 |
|
8.63 |
|
POLICY |
8.63 |
0.0863 |
|
6.71 |
|
14.6 |
|
14.6 |
0.146 |
|
12.42 |
|
|
4.9 |
|
11.16 |
|
1 |
|
-2.99 |
|
35 |
|
1 |
|
-1.23 |
|
50 |
|
1 |
|
-1.6 |
|
36 |
|
1 |
|
|
-0.41 |
|
7.81 |
|
0 |
|
2 Yr |
|
13.35 |
|
0 |
|
2 Yr |
|
14.78 |
|
0 |
|
2 Yr |
|
24.35 |
|
0 |
|
|
2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9
Yr 10 Yr |
|
6.21 |
|
1 |
|
1/4/1900 |
|
10.14 |
|
1 |
|
1/8/1900 |
|
10.78 |
|
1 |
|
1/10/1900 |
|
15.85 |
|
1 |
|
|
3/31/2004 |
|
4.8 |
|
-0.06 |
|
7.47 |
|
6.53 |
|
1.09 |
|
7.47 |
|
8.58 |
|
0.7 |
|
14.5 |
|
13.41 |
|
0.86 |
|
|
Incept |
|
2.76 |
|
-1.26 |
|
-2.7 |
|
4.64 |
|
8.91 |
|
1.14 |
|
7.95 |
|
4.68 |
|
-4.36 |
|
10.67 |
|
10.65 |
|
|
8.11 |
|
2 Yr |
|
0 |
|
3 Yr |
|
1.23 |
|
0 |
|
3 Yr |
|
5.17 |
|
0 |
|
3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
5.76 |
|
0 |
|
|
1/8/1900 |
|
14.4 |
|
Diff |
|
7.59 |
|
2 Yr |
|
Diff |
|
1/13/1900 |
|
2 Yr |
|
Diff |
|
3/31/2004 |
|
2 Yr |
|
Diff |
|
| |
-0.79 |
|
11.48 |
|
|
0 |
|
|
1/11/1900 |
|
4.77 |
|
|
1 |
|
|
1/11/1900 |
|
2 Yr FUND |
8.61 |
0.0861 |
|
0 |
|
Incept |
|
10.14 |
0.1014 |
|
0 |
|
| |
Fiscal Year Returns Ending September |
|
9.99 |
|
0 |
|
|
################################## |
|
58 |
|
-1 |
|
|
2.03 |
|
UNIVERSE |
44 |
|
0 |
|
12.92 |
|
82 |
|
0 |
|
| |
Fund |
|
8.71 |
|
|
16.66 |
|
|
4 Yr |
|
7.47 |
|
|
-33.34 |
|
|
4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr |
|
POLICY |
7.47 |
0.0747 |
|
50 |
|
13.21 |
|
14.5 |
0.145 |
|
0 |
|
|
Policy |
|
7.01 |
|
-0.49 |
|
5.22 |
|
32 |
|
-2.75 |
|
12/31/2002 |
|
59 |
|
1.14 |
|
-0.29 |
|
27 |
|
-2.04 |
|
|
Diff |
|
3 Yr |
|
-0.78 |
|
1/8/1900 |
|
11.8 |
|
-1.32 |
|
Incept |
|
14.19 |
|
0.05 |
|
Fiscal Year Returns Ending September |
|
18.67 |
|
0.03 |
|
|
12/31/2005 |
|
21.02 |
|
-0.29 |
|
-3.15 |
|
8.02 |
|
1.43 |
|
15.25 |
|
|
10.41 |
|
-1.09 |
|
Fund |
|
14.72 |
|
2.07 |
|
|
Qtr |
|
18.29 |
|
-0.57 |
|
5 Yr |
|
5.98 |
|
-1.12 |
|
13.08 |
|
7.98 |
|
-1.23 |
|
R2000V |
|
12.68 |
|
-1.6 |
|
|
2.66 |
|
16.87 |
|
-0.27 |
|
0.29 |
|
3.29 |
|
0.92 |
|
2.17 |
|
7.03 |
|
-0.22 |
|
Diff |
|
10.83 |
|
0.85 |
|
|
1/1/1900 |
|
15.71 |
|
-0.01 |
|
2.49 |
|
0.5 |
|
0.05 |
|
Fiscal Year Returns Ending September |
|
4.91 |
|
-0.16 |
|
6/30/2006 |
|
7.16 |
|
0.01 |
|
|
1 |
|
14.12 |
|
0.67 |
|
-2.2 |
|
3 Yr |
|
-3.79 |
|
Fund |
|
3 Yr |
|
0.23 |
|
Qtr |
|
3 Yr |
|
-1.47 |
|
|
6/28/1905 |
|
3 YR FUND |
4 Yr |
####### |
|
0 |
|
6 Yr |
|
3 YR FUND |
7.59 |
0.0759 |
|
-0.11 |
|
S&P500 |
|
|
13.25 |
0.1325 |
|
-0.25 |
|
-4.74 |
|
24.43 |
|
-0.11 |
|
|
YTD |
|
UNIVERSE |
11.11 |
|
0.03 |
|
################################## |
|
UNIVERSE |
66 |
|
-0.51 |
|
Diff |
|
|
29 |
|
-0.17 |
|
################################### |
|
21.12 |
|
-0.18 |
|
|
2.66 |
|
POLICY |
8.51 |
0.0851 |
|
0.66 |
|
-0.62 |
|
POLICY |
11.22 |
0.1122 |
|
-3.88 |
|
6/30/2006 |
|
|
11.22 |
0.1122 |
|
-0.57 |
|
-2.04 |
|
19.49 |
|
-1.69 |
|
|
1.66 |
|
7.01 |
|
1.29 |
|
-3.05 |
|
24 |
|
3.1 |
|
Qtr |
|
|
53 |
|
3.43 |
|
2006 |
|
17.23 |
|
4.33 |
|
|
1/1/1900 |
|
5.81 |
|
5 Yr |
5 Yr |
|
7 Yr |
|
14.35 |
|
5 Yr |
5 Yr |
|
################################ |
|
17.45 |
|
2 Yr |
|
YTD |
|
14.81 |
|
2 Yr |
|
|
6/27/1905 |
|
4.34 |
|
# of Negative Qtrs |
|
################################## |
|
11.02 |
|
# of Negative Qtrs |
|
################################ |
|
13.5 |
|
# of Negative Qtrs |
|
9.88 |
|
4 Yr |
|
# of Negative Qtrs |
|
|
11.87 |
|
5 Yr |
|
# of Positive Qtrs |
|
0.47 |
|
8.97 |
|
# of Positive Qtrs |
|
1.14 |
|
11.3 |
|
# of Positive Qtrs |
|
11.17 |
|
19.04 |
|
# of Positive Qtrs |
|
|
13.96 |
|
9.97 |
|
Batting Average |
|
################################## |
|
6.69 |
|
Batting Average |
|
2006 |
|
10.65 |
|
Batting Average |
|
-1.29 |
|
14.75 |
|
Batting Average |
|
|
-2.09 |
|
6.67 |
|
Worst Qtr |
|
8 Yr |
|
4.64 |
|
Worst Qtr |
|
YTD |
|
8.26 |
|
Worst Qtr |
|
2005 |
|
13.1 |
|
Worst Qtr |
|
|
2004 2003 2002 2001 2000
1999 1998 1997 |
|
5.09 |
|
Best Qtr |
|
1/2/1900 |
|
4 Yr |
|
Best Qtr |
|
1/7/1900 |
|
4 Yr |
|
Best Qtr |
|
1/14/1900 |
|
12.17 |
|
Best Qtr |
|
|
Returns in Up Markets |
|
3.68 |
|
Range |
|
1/3/1900 |
|
5.22 |
|
Range |
|
1/4/1900 |
|
12 |
|
Range |
|
1/17/1900 |
|
8.59 |
|
Range |
|
|
Fund |
|
2.03 |
|
Worst 4 Qtrs |
|
################################## |
|
69 |
|
Worst 4 Qtrs |
|
2.16 |
|
9.64 |
|
Worst 4 Qtrs |
|
-3.69 |
|
5 Yr |
|
Worst 4 Qtrs |
|
|
Policy |
|
6 Yr |
|
Standard Deviation |
|
9 Yr 10 Yr |
|
8.37 |
|
Standard Deviation |
|
2005 |
|
8.17 |
|
Standard Deviation |
|
2004 2003 2002 2001 2000 1999 1998
1997 |
|
17.6 |
|
Standard Deviation |
|
|
Ratio |
|
11.33 |
|
Beta |
|
12/31/1997 |
|
26 |
|
Beta |
|
11.29 |
|
7.6 |
|
Beta |
|
Returns in Up Markets |
|
13.03 |
|
Beta |
|
|
1 Yr |
|
7.53 |
|
Annualized Alpha |
|
Incept |
|
11.03 |
|
Annualized Alpha |
|
1/12/1900 |
|
5.97 |
|
Annualized Alpha |
|
Fund |
|
11.15 |
|
Annualized Alpha |
|
|
4.7 |
|
5.22 |
|
R-Squared |
|
4.96 |
|
8.43 |
|
R-Squared |
|
-0.96 |
|
5 Yr |
|
R-Squared |
|
R2000V |
|
9.55 |
|
R-Squared |
|
|
7.8 |
|
3.32 |
|
Sharpe Ratio |
|
4.83 |
|
6.16 |
|
Sharpe Ratio |
|
2004 |
|
7.87 |
|
Sharpe Ratio |
|
Ratio |
|
5.48 |
|
Sharpe Ratio |
|
|
60.7 |
|
1.41 |
|
Treynor Ratio |
|
1/0/1900 |
|
4.76 |
|
Treynor Ratio |
|
1/17/1900 |
|
5.29 |
|
Treynor Ratio |
|
1 Yr |
|
6 Yr |
|
Treynor Ratio |
|
|
3/31/2004 |
|
7 Yr |
|
Tracking Error |
|
Fiscal Year Returns Ending September |
|
2.86 |
|
Tracking Error |
|
1/13/1900 |
|
3.07 |
|
Tracking Error |
|
1/18/1900 |
|
19.54 |
|
Tracking Error |
|
|
Incept |
|
10.71 |
|
Information Ratio |
|
Fund |
|
5 Yr |
|
Information Ratio |
|
3.49 |
|
2.09 |
|
Information Ratio |
|
17.8 |
|
15.72 |
|
Information Ratio |
|
|
13.1 |
|
5 YR FUND |
7.61 |
0.0761 |
|
Fund |
|
S&P500 |
|
5 YR FUND |
0.29 |
0.0029 |
Fund |
Fund |
|
2003 2002 2001 2000 1999 1998 1997 |
|
0.74 |
|
|
Fund |
|
104.7 |
|
12.2 |
|
Fund |
|
|
16.3 |
|
UNIVERSE |
6.06 |
|
8 |
|
Diff |
|
UNIVERSE |
58 |
|
8 |
|
Returns in Up Markets |
|
|
6 Yr |
|
2 |
|
2 Yr |
|
9.69 |
|
3 |
|
|
80.2 |
|
POLICY |
4.78 |
0.0478 |
|
12 |
|
6/30/2006 |
|
POLICY |
2.49 |
0.0249 |
|
12 |
|
Fund |
|
|
11.35 |
|
|
6 |
|
19.8 |
|
4.78 |
|
5 |
|
|
Returns in Down Markets |
|
3.28 |
|
Batting Average |
55 |
|
Qtr |
|
29 |
|
Batting Average |
35 |
|
S&P500 |
|
|
5.98 |
|
62.5 |
|
25.3 |
|
7 Yr |
|
50 |
|
|
Fund |
|
8 Yr |
|
|
-17.77 |
|
-3.84 |
|
4.31 |
|
|
-15.29 |
|
Ratio |
|
1.3 |
|
-0.95 |
|
78.1 |
|
17.58 |
|
-4.74 |
|
|
Policy |
|
10.09 |
|
|
14.61 |
|
-1.44 |
|
2.72 |
|
|
11.55 |
|
1 Yr |
|
-0.86 |
|
9.02 |
|
3/31/2004 |
|
14.04 |
|
13.53 |
|
|
Ratio |
|
7.7 |
|
|
32.38 |
|
################################## |
|
0.79 |
|
|
26.84 |
|
7.7 |
|
-1.89 |
|
9.97 |
|
Incept |
|
11.97 |
|
18.27 |
|
|
1 Yr |
|
6.59 |
|
|
-25.89 |
|
6/28/1905 |
|
-0.76 |
|
|
-23.77 |
|
1/10/1900 |
|
7 Yr |
|
5.09 |
|
22.2 |
|
10.24 |
|
2.34 |
|
|
-0.2 |
|
5.62 |
|
Standard Deviation |
18.42 |
|
YTD |
|
-2.14 |
|
Standard Deviation |
15.62 |
|
75.5 |
|
8.31 |
|
6.79 |
|
21.9 |
|
7.26 |
|
14.55 |
|
|
-2.7 |
|
4.47 |
|
Beta |
0.94 |
|
|
2.17 |
|
6 Yr |
|
Beta |
0.92 |
|
2 Yr |
|
4.09 |
|
0.82 |
|
101.2 |
|
8 Yr |
|
1 |
|
|
8.5 |
|
Fiscal Year Returns Ending September |
Annualized Alpha |
-0.72 |
-0.0072 |
|
4.85 |
|
-3.67 |
|
Annualized Alpha |
-2.02 |
-0.0202 |
|
1/14/1900 |
|
1.82 |
|
2.35 |
0.0235 |
Returns in Down Markets |
|
14.57 |
|
-3.72 |
-0.0372 |
|
3/31/2004 |
|
Fund |
|
R-Squared |
0.97 |
|
-2.68 |
|
64 |
|
R-Squared |
0.96 |
|
1/17/1900 |
|
0.25 |
|
0.82 |
|
Fund |
|
11.78 |
|
0.87 |
|
|
Incept |
|
Return |
|
-0.28 |
|
2005 |
|
-0.62 |
|
-0.12 |
|
3/25/1900 |
|
-0.75 |
|
0.83 |
|
R2000V |
|
9.51 |
|
0.49 |
|
|
-1.7 |
|
%-tile |
|
-5.48 |
|
12.97 |
|
30 |
|
-2.03 |
|
3 Yr |
|
8 Yr |
|
6.85 |
|
Ratio |
|
7.86 |
|
7.15 |
|
|
-3.9 |
|
Policy |
|
3.6 |
|
12.25 |
|
3.66 |
|
3.36 |
|
1/18/1900 |
|
8.18 |
|
3.14 |
|
1 Yr |
|
5.66 |
|
5.28 |
|
|
2/12/1900 |
|
Return |
|
-0.17 |
|
0.72 |
|
-0.11 |
|
-0.65 |
|
1/18/1900 |
|
5.24 |
|
0.36 |
|
-4.7 |
|
Fiscal Year Returns Ending September |
|
-0.83 |
|
|
2000 |
|
%-tile |
|
Policy |
S&P500 |
|
2004 |
|
-2.92 |
|
Policy |
S&P500 |
|
101.9 |
|
3.39 |
|
S&P500 |
|
-2.7 |
|
Fund |
|
R2000V |
|
|
-5.58 |
|
Universe |
|
9 |
|
4.45 |
|
-5.1 |
|
7 |
|
12/31/2002 |
|
2.76 |
|
3 |
|
175.6 |
|
Return |
|
2 |
|
|
-9.11 |
|
5th %-tile |
|
11 |
|
13.87 |
|
-7.06 |
|
13 |
|
Incept |
|
1.35 |
|
5 |
|
2 Yr |
|
%-tile |
|
6 |
|
|
3.53 |
|
25th %-tile |
|
45 |
|
-9.42 |
|
7 Yr |
|
65 |
|
24.3 |
|
Fiscal Year Returns Ending September |
|
37.5 |
|
-7.5 |
|
R2000V |
|
50 |
|
|
1999 |
|
50th %-tile |
|
-17.28 |
|
2003 |
|
-0.45 |
|
-17.28 |
|
23 |
|
Fund |
|
-2.15 |
|
-6.6 |
|
Return |
|
-3.98 |
|
|
8.77 |
|
75th %-tile |
|
15.39 |
|
20.02 |
|
51 |
|
15.39 |
|
105.9 |
|
Return |
|
|
9.23 |
|
113.9 |
|
%-tile |
|
13.5 |
|
|
1/21/1900 |
|
95th %-tile |
|
32.67 |
|
24.4 |
|
0.47 |
|
32.67 |
|
Returns in Down Markets |
|
%-tile |
|
11.38 |
|
3/31/2004 |
|
Universe |
|
17.48 |
|
|
-12.27 |
|
Qtr |
|
-26.62 |
|
-4.38 |
|
39 |
|
-24.76 |
|
Fund |
|
S&P500 |
|
|
4.91 |
|
Incept |
|
5th %-tile |
|
4.71 |
|
|
1998 |
|
2.66 |
|
Standard Deviation |
19.2 |
|
6/24/1905 |
|
7.88 |
|
Standard Deviation |
16.73 |
|
S&P500 |
|
Return |
|
7.47 |
|
-7.5 |
|
25th %-tile |
|
13.56 |
|
|
30.71 |
|
14 |
|
1 |
|
-17.69 |
|
1.42 |
|
1 |
|
Ratio |
|
%-tile |
|
1 |
|
-6.6 |
|
QU. FUND |
50th %-tile |
#VALUE! |
|
1 |
|
|
28.58 |
|
1.66 |
|
0 |
|
-20.49 |
|
-0.44 |
|
0 |
|
1 Yr |
|
Universe |
|
0 |
|
113.9 |
|
UNIVERSE |
75th %-tile |
|
0 |
|
|
2.13 |
|
54 |
|
1 |
|
2.8 |
|
-2.11 |
|
1 |
|
-0.3 |
|
5th %-tile |
|
1 |
|
POLICY |
95th %-tile |
#VALUE! |
|
1 |
|
|
1997 1996 1995 |
|
3.23 |
|
-0.24 |
|
2001 |
|
-3.33 |
|
0.02 |
|
################################ |
|
25th %-tile |
|
0.6 |
|
Qtr |
|
0.85 |
|
|
Returns in Up Markets |
|
2.26 |
|
-4.52 |
|
-33.13 |
|
8 Yr |
|
0.33 |
|
20.8 |
|
QU. FUND |
50th %-tile |
|
4.48 |
|
-4.74 |
-0.0474 |
|
11.51 |
|
|
Fund |
|
1.73 |
|
0 |
|
-26.62 |
|
2.61 |
|
0 |
|
2 Yr |
|
UNIVERSE |
75th %-tile |
|
0 |
|
65 |
|
0 |
|
|
S&P500 |
|
1.19 |
|
Diff |
|
-6.51 |
|
42 |
|
Diff |
|
-0.8 |
|
POLICY |
95th %-tile |
|
Diff |
|
-2.7 |
-0.027 |
|
Diff |
|
|
Ratio |
|
0.35 |
|
-1 |
|
2000 |
|
3.02 |
|
1 |
|
-5.4 |
|
Qtr |
|
-1 |
|
27 |
|
1 |
|
|
3 Yr |
|
YTD |
|
|
1 |
|
26.61 |
|
35 |
|
|
-1 |
|
14.2 |
|
-0.3 |
-0.003 |
|
1 |
|
-1.08 |
|
-1 |
|
|
32.2 |
|
2.66 |
|
10 |
|
13.28 |
|
7.03 |
|
-30 |
|
3 Yr |
|
32 |
|
25 |
|
-2.63 |
|
0 |
|
|
31.2 |
|
14 |
|
|
-0.49 |
|
13.33 |
|
3.4 |
|
|
1.99 |
|
-0.8 |
|
-1.44 |
-0.0144 |
|
1.2 |
|
-3.92 |
|
-0.76 |
|
|
103 |
|
1.66 |
|
|