| SUNRISE POLICE |
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| LOCK |
TOTAL FUND EXECUTIVE HERE |
LOCK |
LOCK |
TOTAL FUND UNIVERSE HERE |
LOCK |
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TOTAL FUND RISK MEASURES |
LOCK |
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TOTAL EQUITY EXECUTIVE HERE |
LOCK |
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TOTAL EQUITY UNIVERSE HERE |
LOCK |
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TOTAL EQUITY RISK HERE |
LOCK |
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TOTAL FIXED EXECUTIVE HERE |
LOCK |
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TOTAL FIXED UNIVERSE HERE |
LOCK |
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TOTAL FIXED RISK HERE |
LOCK |
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DHJ TOTAL FUND EXECUTIVE HERE |
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DHJ TOTAL FUND UNIVERSE HERE |
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DHJ TOTAL FUND RISK MEASURES |
LOCK |
| START @B3 |
Sunrise Police |
|
START @E3 |
Sunrise Police |
% |
START @H3 |
Sunrise Police |
% |
START @K3 |
Sunrise Police |
|
START @N3 |
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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START @B3 |
Sunrise Police |
|
START @E3 |
Sunrise Police |
% |
START @H3 |
Sunrise Police |
% |
| Total Fund |
Total Account |
|
Total Fund |
Total Account |
|
Total Fund |
Total Account |
|
Total Equity |
Total Equity |
|
Total Equity |
Total Equity |
|
Total Equity |
|
Total Fixed Income |
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Total Fixed Income |
|
Total Fixed Income |
|
Total Fund |
DHJ Total |
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Total Fund |
DHJ Total |
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Total Fund |
DHJ Total |
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|
Executive Summary |
|
Universe |
Universe Comparisons |
|
Risk Measures |
Risk Measures |
|
Executive Summary |
|
Universe |
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe Comparisons |
|
Risk Measures |
|
Executive Summary |
|
Universe |
Universe Comparisons |
|
Risk Measures |
Risk Measures |
|
|
2 |
|
50% BLC Core Eq., 10% BSCV Core, 40%
BFI |
17 |
|
20 |
|
83.3% Brd. LC Core Equity, 16.7%
BSCV Core |
22 |
|
25 |
|
Broad Fixed Income |
|
27 |
|
Inception date is December 31, 1997 |
|
55% Brd. LC Growth Conservative Eq.,
45% IFI |
|
3 Yr |
|
|
Inception date is December 31, 1997 |
|
4 |
|
3 Yr |
|
Inception date is December 31, 1997 |
|
21 |
|
3 Yr |
|
Inception date is December 31, 1997 |
|
26 |
|
3 Yr |
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
|
All dollar values are shown in
thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
All dollar values are shown in thousands. |
|
Returns are in percent.
"%-tile" is the percentile ranking within the universe. |
# of Negative Qtrs |
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
|
Returns for periods exceeding one
year are annualized. |
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
|
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns for periods exceeding one
year are annualized. |
|
Returns for periods exceeding one
year are annualized. |
# of Positive Qtrs |
|
Returns are net of fees. |
|
Incept is December 31, 1997 to March
31, 2007 |
Batting Average |
|
|
Returns are net of fees. |
|
Incept is December 31, 1997 to March
31, 2007 |
Batting Average |
|
Returns are gross of fees. |
|
Incept is December 31, 1997 to March
31, 2007 |
Batting Average |
|
Returns are gross of fees. |
|
Incept is December 31, 1997 to March
31, 2007 |
|
Batting Average |
|
Account Reconciliation |
|
Trailing Returns through March 31,
2007 |
|
Worst Qtr |
|
|
Account Reconciliation |
|
Trailing Returns through March 31,
2007 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through March 31,
2007 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through March 31,
2007 |
|
Worst Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Beginning Value |
|
Fund |
|
Best Qtr |
|
Net Flows |
|
Return |
|
Range |
|
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
|
Net Flows |
|
Return |
|
Range |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Investment G/L |
|
%-tile |
|
Worst 4 Qtrs |
|
Ending Value |
|
Policy |
|
Standard Deviation |
|
|
Ending Value |
|
Policy |
|
Standard Deviation |
|
Ending Value |
|
Policy |
|
Standard Deviation |
|
Ending Value |
|
LBAB |
|
Standard Deviation |
|
3/31/2007 |
|
Return |
|
Beta |
|
|
3/31/2007 |
|
Return |
|
Beta |
|
3/31/2007 |
|
Return |
|
Beta |
|
3/31/2007 |
|
Return |
|
Beta |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
22,064 |
|
Universe |
|
R-Squared |
|
|
49,420 |
|
Universe |
|
R-Squared |
|
30,765 |
|
Universe |
|
R-Squared |
|
17,583 |
|
Universe |
|
R-Squared |
|
-5,699 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
136 |
|
5th %-tile |
|
Sharpe Ratio |
|
-5,999 |
|
5th %-tile |
|
Sharpe Ratio |
|
129 |
|
5th %-tile |
|
Sharpe Ratio |
|
431 |
|
25th %-tile |
|
Treynor Ratio |
|
|
806 |
|
25th %-tile |
|
Treynor Ratio |
|
566 |
|
25th %-tile |
|
Treynor Ratio |
|
321 |
|
25th %-tile |
|
Treynor Ratio |
|
16,797 |
|
50th %-tile |
|
Tracking Error |
|
|
50,361 |
|
50th %-tile |
|
Tracking Error |
|
25,332 |
|
50th %-tile |
|
Tracking Error |
|
18,032 |
|
50th %-tile |
|
Tracking Error |
|
2,007 |
|
75th %-tile |
|
Information Ratio |
|
|
2007 |
|
75th %-tile |
|
Information Ratio |
|
2007 |
|
75th %-tile |
|
Information Ratio |
|
2007 |
|
75th %-tile |
|
Information Ratio |
|
YTD |
|
95th %-tile |
|
Fund |
|
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
YTD |
|
95th %-tile |
|
Fund |
|
21,262 |
|
3 Qtrs |
|
4 |
|
|
47,765 |
|
3 Qtrs |
|
4 |
|
28,972 |
|
|
3 Qtrs |
|
|
3 |
|
16,893 |
|
|
3 Qtrs |
|
|
5 |
|
-5,335 |
|
6.86 |
|
8 |
|
|
-124 |
|
|
9.08 |
|
|
8 |
|
-5,998 |
|
|
11.86 |
|
|
9 |
|
646 |
|
|
6.29 |
|
7 |
|
869 |
|
|
77 |
|
|
33.33 |
|
|
2,721 |
|
|
75 |
|
33.33 |
|
2,358 |
|
|
71 |
|
|
33.33 |
|
493 |
|
|
33 |
|
|
41.67 |
|
16,797 |
|
|
10.04 |
|
-2.32 |
|
|
50,361 |
|
|
10.74 |
|
|
-1.7 |
|
25,332 |
|
13.47 |
|
|
-3.08 |
|
18,032 |
|
6.67 |
|
-2.27 |
|
35,795 |
|
|
11 |
|
|
6.49 |
|
|
12/31/1997 |
|
28 |
|
6.82 |
|
12/31/1997 |
|
33 |
|
10.79 |
|
12/31/1997 |
|
25 |
|
3.42 |
|
Incept |
|
10.52 |
|
8.81 |
|
|
Incept |
|
12.29 |
|
8.52 |
|
Incept |
|
15.76 |
|
13.87 |
|
Incept |
|
10.6 |
|
5.69 |
|
15,998 |
|
9.38 |
|
2.13 |
|
|
15,998 |
|
10.82 |
|
3.58 |
|
10,999 |
|
13.87 |
|
4.95 |
|
4,811 |
|
6.66 |
|
-0.36 |
|
-10,428 |
|
8.31 |
|
5.03 |
|
|
14,674 |
|
9.87 |
|
4.96 |
|
2,269 |
|
12.73 |
|
7.8 |
|
5,158 |
|
5.4 |
|
2.92 |
|
11,227 |
|
7 |
|
1.16 |
|
|
19,689 |
|
9.04 |
|
1 |
|
12,063 |
|
|
11.62 |
|
0.99 |
|
8,064 |
|
|
4.62 |
|
0.9 |
|
16,797 |
16,797,000 |
|
4.78 |
|
-2.96 |
|
|
50,361 |
50,361,000 |
|
7.67 |
|
-1.27 |
|
25,332 |
25,332,000 |
|
9.17 |
|
-1.24 |
|
18,032 |
18,032,000 |
|
3.66 |
|
0.31 |
|
Investment Policy |
|
|
1 Yr |
|
0.83 |
|
|
Investment Policy |
|
1 Yr |
|
0.9 |
|
Investment Policy |
|
1 Yr |
|
0.93 |
|
Investment Policy |
|
1 Yr |
|
0.99 |
|
Index |
|
4.38 |
0.0438 |
|
0.25 |
|
|
Index |
|
7.22 |
0.0722 |
|
0.64 |
|
Index |
|
9.12 |
0.0912 |
|
0.77 |
|
Index |
|
6.2 |
0.062 |
|
-0.02 |
|
S&P 500 |
|
69 |
|
1.09 |
|
|
S&P 500 |
|
79 |
|
3.17 |
|
S&P 500 |
|
73 |
|
6.07 |
|
Lehman Aggregate Bond |
|
33 |
|
-0.06 |
|
Lehman Gov/Credit-Intermediate |
|
9.29 |
0.0929 |
|
2.2 |
|
|
Lehman Aggregate Bond |
|
9.62 |
0.0962 |
|
1.55 |
|
Russell 2000 Value |
|
11.6 |
0.116 |
|
2.13 |
|
Total |
|
6.58 |
0.0658 |
|
0.41 |
|
Total |
|
7 |
|
-0.95 |
|
|
Russell 2000 Value |
|
28 |
|
-0.86 |
|
Total |
|
31 |
|
-0.69 |
|
Weight |
|
25 |
|
-0.05 |
|
Weight |
|
9.58 |
|
Policy |
|
|
Total |
|
11.82 |
|
Policy |
|
Weight |
|
15 |
|
Policy |
|
100 |
|
10.51 |
|
LBAB |
|
55 |
|
7.48 |
|
3 |
|
|
Weight |
|
9.8 |
|
3 |
|
83.3 |
|
12.16 |
|
3 |
|
100 |
|
6.51 |
|
5 |
|
45 |
|
6.1 |
|
9 |
|
|
50 |
|
8.6 |
|
9 |
|
16.7 |
|
10.52 |
|
9 |
|
Trailing Returns through March 31, 2007 |
|
5.46 |
|
7 |
|
100 |
|
3.76 |
|
66.67 |
|
|
40 |
|
7.48 |
|
66.67 |
|
100 |
|
8.67 |
|
66.67 |
|
Fund |
|
4.74 |
|
58.33 |
|
Trailing Returns through March 31,
2007 |
|
1.1 |
|
-1.56 |
|
|
10 |
|
4.65 |
|
-1.64 |
|
Trailing Returns through March 31, 2007 |
|
3.98 |
|
-2.45 |
|
LBAB |
|
3.89 |
|
-2.44 |
|
Fund |
|
2 Yr |
|
5.22 |
|
|
100 |
|
2 Yr |
|
6.28 |
|
Fund |
|
|
2 Yr |
|
9.9 |
|
Diff |
|
|
2 Yr |
|
|
3.81 |
|
Policy |
|
1 Yr FUND |
5.88 |
0.0588 |
|
6.78 |
|
|
Trailing Returns through
March 31, 2007 |
1 Yr FUND |
7.55 |
|
|
7.92 |
|
Policy |
|
1 Yr FUND |
10.34 |
|
|
12.35 |
|
1 Yr |
|
1 Yr FUND |
4.38 |
0.0438 |
|
6.25 |
|
Diff |
|
UNIVERSE |
77 |
|
|
3.48 |
|
|
Fund |
|
UNIVERSE |
91 |
|
4.02 |
|
Diff |
|
UNIVERSE |
88 |
|
4.91 |
|
6.2 |
|
UNIVERSE |
41 |
|
-0.81 |
|
1 Yr |
|
POLICY |
8.32 |
0.0832 |
|
3.94 |
|
|
Policy |
|
POLICY |
9.36 |
|
|
4.69 |
|
1 Yr |
|
POLICY |
12.65 |
|
|
7.56 |
|
6.58 |
|
POLICY |
4.4 |
0.044 |
|
3.24 |
|
4.38 |
|
|
15 |
|
|
1 |
|
|
Diff |
|
41 |
|
1 |
|
9.12 |
|
37 |
|
1 |
|
-0.38 |
|
40 |
|
1 |
|
9.29 |
|
9.52 |
|
0 |
|
|
1 Yr |
|
11.93 |
|
0 |
|
11.6 |
|
15.47 |
|
0 |
|
2 Yr |
|
8.99 |
|
0 |
|
-4.91 |
|
7.54 |
|
1 |
|
|
7.22 |
|
9.99 |
|
1 |
|
-2.48 |
|
13.22 |
|
1 |
|
4.38 |
|
5.11 |
|
1 |
|
2 Yr |
|
6.86 |
|
0.86 |
|
|
9.62 |
|
9.07 |
|
0.96 |
|
2 Yr |
|
12.19 |
|
0.99 |
|
4.4 |
|
4.14 |
|
-0.01 |
|
5.88 |
|
5.96 |
|
3.37 |
|
|
-2.4 |
|
8.39 |
|
4.5 |
|
10.34 |
|
11.34 |
|
7.48 |
|
-0.02 |
|
3.61 |
|
-0.03 |
|
8.32 |
|
3.09 |
|
0 |
|
|
2 Yr |
|
7.21 |
|
0 |
|
12.65 |
|
9.56 |
|
0 |
|
3 Yr |
|
2.79 |
|
0 |
|
-2.44 |
|
3 Yr |
|
Diff |
|
|
7.55 |
|
3 Yr |
|
Diff |
|
-2.31 |
|
3 Yr |
|
Diff |
|
1/3/1900 |
|
3 Yr |
|
Diff |
|
3 Yr |
|
4.61 |
0.0461 |
|
1 |
|
|
9.36 |
|
6.51 |
0.0651 |
|
1 |
|
3 Yr |
|
9.35 |
0.0935 |
|
0 |
|
3.31 |
|
3.29 |
0.0329 |
|
0 |
|
4.61 |
|
66 |
|
|
-1 |
|
|
-1.81 |
|
85 |
|
-1 |
|
9.35 |
|
81 |
|
|
0 |
|
-0.02 |
|
52 |
|
0 |
|
6.71 |
|
6.71 |
0.0671 |
|
-33.34 |
|
|
3 Yr |
|
7.84 |
0.0784 |
|
-33.34 |
|
10.82 |
|
10.82 |
0.1082 |
|
-33.34 |
|
4 Yr |
|
3.31 |
0.0331 |
|
-16.66 |
|
-2.1 |
|
14 |
|
|
-0.76 |
|
|
6.51 |
|
51 |
|
-0.06 |
|
################################## |
|
45 |
|
-0.63 |
|
1/3/1900 |
|
52 |
|
0.17 |
|
4 Yr |
|
7.43 |
|
1.27 |
|
|
7.84 |
|
10.46 |
|
0.54 |
|
4 Yr |
|
13.98 |
|
0.89 |
|
3.83 |
|
8.21 |
|
-0.39 |
|
6.96 |
|
6.1 |
|
2.03 |
|
|
-1.33 |
|
8.94 |
|
0.6 |
|
15.69 |
|
11.77 |
|
1.52 |
|
-0.09 |
|
4.42 |
|
-0.56 |
|
1/10/1900 |
|
5.09 |
|
-1.35 |
|
|
4 Yr |
|
7.88 |
|
-0.44 |
|
17.23 |
|
10.6 |
|
0.04 |
|
5 Yr |
|
3.34 |
|
0.45 |
|
-3.16 |
|
4.28 |
|
1.09 |
|
|
9.84 |
|
7.1 |
|
0.27 |
|
-1.54 |
|
9.8 |
|
0.24 |
|
5.54 |
|
2.66 |
|
-0.32 |
|
5 Yr |
|
2.53 |
|
0.16 |
|
|
11.8 |
|
5.75 |
|
0 |
|
5 Yr |
|
7.6 |
|
-0.01 |
|
1/5/1900 |
|
1.84 |
|
-0.1 |
|
3.91 |
|
4 Yr |
|
-2.96 |
|
|
-1.96 |
|
4 Yr |
|
-1.27 |
|
6.05 |
|
4 Yr |
|
-1.24 |
|
-0.09 |
|
4 Yr |
|
0.31 |
|
6.48 |
|
3 YR FUND |
6.96 |
0.0696 |
|
-0.17 |
|
|
5 Yr |
|
3 YR FUND |
9.84 |
|
-0.1 |
|
7.38 |
|
3 YR FUND |
15.69 |
|
-0.07 |
|
6 Yr |
|
3 YR FUND |
3.74 |
0.0374 |
|
-0.01 |
|
-2.57 |
|
UNIVERSE |
82 |
|
|
-0.61 |
|
|
5.67 |
|
UNIVERSE |
95 |
|
-0.32 |
|
-1.33 |
|
UNIVERSE |
80 |
|
-0.22 |
|
1/5/1900 |
|
UNIVERSE |
53 |
|
-0.01 |
|
6 Yr |
|
POLICY |
10.12 |
0.1012 |
|
-2.28 |
|
|
6.81 |
|
POLICY |
11.8 |
|
-1.33 |
|
6 Yr |
|
POLICY |
17.23 |
|
-1.41 |
|
1/5/1900 |
|
POLICY |
3.83 |
0.0383 |
|
-0.03 |
|
3.92 |
|
|
9 |
|
|
2.2 |
|
|
-1.14 |
|
60 |
|
1.55 |
|
1/5/1900 |
|
50 |
|
2.13 |
|
0.05 |
|
51 |
|
0.41 |
|
1/5/1900 |
|
10.8 |
|
5 Yr |
5 Yr |
|
|
6 Yr |
|
15.72 |
|
5 Yr |
5 Yr |
|
5.9 |
|
20.88 |
|
5 Yr |
5 Yr |
|
7 Yr |
|
11.43 |
|
5 Yr |
5 Yr |
|
################################ |
|
9.1 |
|
# of Negative Qtrs |
|
|
1/5/1900 |
|
13.51 |
|
# of Negative Qtrs |
|
-0.62 |
|
18.53 |
|
# of Negative Qtrs |
|
1/6/1900 |
|
5.18 |
|
# of Negative Qtrs |
|
7 Yr |
|
8.22 |
|
# of Positive Qtrs |
|
|
5.96 |
|
12.14 |
|
# of Positive Qtrs |
|
7 Yr |
|
17.22 |
|
# of Positive Qtrs |
|
6.4 |
|
3.84 |
|
# of Positive Qtrs |
|
1.73 |
|
7.37 |
|
Batting Average |
|
|
-0.74 |
|
11.27 |
|
Batting Average |
|
1/0/1900 |
|
16.12 |
|
Batting Average |
|
0.08 |
|
2.99 |
|
Batting Average |
|
1/4/1900 |
|
6.11 |
|
Worst Qtr |
|
|
7 Yr |
|
9.76 |
|
Worst Qtr |
|
1.32 |
|
13.52 |
|
Worst Qtr |
|
8 Yr |
|
2.07 |
|
Worst Qtr |
|
-2.39 |
|
5 Yr |
|
Best Qtr |
|
|
1/3/1900 |
|
5 Yr |
|
Best Qtr |
|
################################## |
|
5 Yr |
|
Best Qtr |
|
1/5/1900 |
|
5 Yr |
|
Best Qtr |
|
8 Yr |
|
3.91 |
0.0391 |
|
Range |
|
|
3.59 |
|
5.67 |
0.0567 |
|
Range |
|
8 Yr |
|
6.05 |
0.0605 |
|
Range |
|
1/5/1900 |
|
5.54 |
0.0554 |
|
Range |
|
1/3/1900 |
|
73 |
|
Worst 4 Qtrs |
|
|
-0.37 |
|
80 |
|
Worst 4 Qtrs |
|
1/2/1900 |
|
79 |
|
Worst 4 Qtrs |
|
0.01 |
|
30 |
|
Worst 4 Qtrs |
|
1/4/1900 |
|
6.48 |
0.0648 |
|
Standard Deviation |
|
|
8 Yr |
|
6.81 |
0.0681 |
|
Standard Deviation |
|
1/3/1900 |
|
7.38 |
0.0738 |
|
Standard Deviation |
|
9 Yr |
|
5.63 |
0.0563 |
|
Standard Deviation |
|
################################ |
|
8 |
|
Beta |
|
|
1/3/1900 |
|
45 |
|
Beta |
|
-1.12 |
|
49 |
|
Beta |
|
1/5/1900 |
|
29 |
|
Beta |
|
9 Yr |
|
7.01 |
|
Annualized Alpha |
|
|
1/4/1900 |
|
9.28 |
|
Annualized Alpha |
|
9 Yr |
|
10.68 |
|
Annualized Alpha |
|
1/5/1900 |
|
9.59 |
|
Annualized Alpha |
|
1/5/1900 |
|
5.41 |
|
R-Squared |
|
|
-0.55 |
|
7.6 |
|
R-Squared |
|
1/3/1900 |
|
8.63 |
|
R-Squared |
|
0.08 |
|
5.84 |
|
R-Squared |
|
5.42 |
|
4.63 |
|
Sharpe Ratio |
|
|
9 Yr |
|
6.62 |
|
Sharpe Ratio |
|
1/4/1900 |
|
7.32 |
|
Sharpe Ratio |
|
10 Yr |
|
4.88 |
|
Sharpe Ratio |
|
1/0/1900 |
|
3.78 |
|
Treynor Ratio |
|
|
1/5/1900 |
|
5.84 |
|
Treynor Ratio |
|
-1.11 |
|
6.39 |
|
Treynor Ratio |
|
12/31/1997 |
|
4.14 |
|
Treynor Ratio |
|
10 Yr |
|
2.81 |
|
Tracking Error |
|
|
1/5/1900 |
|
4.46 |
|
Tracking Error |
|
10 Yr |
|
4.04 |
|
Tracking Error |
|
Incept |
|
2.76 |
|
Tracking Error |
|
12/31/1997 |
|
6 Yr |
|
Information Ratio |
|
|
-0.53 |
|
6 Yr |
|
Information Ratio |
|
12/31/1997 |
|
6 Yr |
|
Information Ratio |
|
1/6/1900 |
|
6 Yr |
|
Information Ratio |
|
Incept |
|
5 YR FUND |
3.92 |
0.0392 |
|
Fund |
|
|
10 Yr |
|
5 YR FUND |
5.22 |
|
Fund |
|
Incept |
|
5 YR FUND |
5.28 |
|
Fund |
|
5.92 |
|
5 YR FUND |
5.49 |
0.0549 |
|
Fund |
|
1/6/1900 |
|
UNIVERSE |
44 |
|
|
7 |
|
|
12/31/1997 |
|
UNIVERSE |
62 |
|
7 |
|
5.08 |
|
UNIVERSE |
65 |
|
6 |
|
0.09 |
|
UNIVERSE |
25 |
|
6 |
|
5.86 |
|
POLICY |
5.86 |
0.0586 |
|
13 |
|
|
Incept |
|
POLICY |
5.96 |
|
|
13 |
|
6.16 |
|
POLICY |
5.9 |
|
|
14 |
|
Fiscal Year Returns Ending September |
|
POLICY |
5.44 |
0.0544 |
|
14 |
|
1/0/1900 |
|
4 |
|
Batting Average |
35 |
|
|
5.94 |
|
41 |
|
Batting Average |
35 |
|
################################## |
|
51 |
|
Batting Average |
30 |
|
Fund |
|
26 |
|
Batting Average |
40 |
|
Fiscal Year Returns Ending September |
|
5.71 |
|
|
-5.61 |
|
|
6.35 |
|
8.1 |
|
|
-7.44 |
|
Fiscal Year Returns Ending September |
|
9.43 |
|
|
-17.97 |
|
LBAB |
|
8.56 |
|
|
-2.27 |
|
Fund |
|
4.64 |
|
|
6.85 |
|
|
-0.41 |
|
6.58 |
|
|
8.62 |
|
Fund |
|
7.29 |
|
|
14.93 |
|
Diff |
|
5.46 |
|
|
5.39 |
|
Policy |
|
3.77 |
|
|
12.46 |
|
|
Fiscal Year Returns
Ending September |
|
5.64 |
|
|
16.06 |
|
Policy |
|
5.91 |
|
|
32.9 |
|
3/31/2007 |
|
4.67 |
|
|
7.66 |
|
Diff |
|
3.1 |
|
|
-7.44 |
|
|
Fund |
|
4.79 |
|
|
-9.47 |
|
Diff |
|
4.82 |
|
|
-25.12 |
|
Qtr |
|
4.04 |
|
|
-0.36 |
|
3/31/2007 |
|
1.98 |
|
Standard Deviation |
6.52 |
|
|
Policy |
|
3.15 |
|
Standard Deviation |
7.53 |
|
3/31/2007 |
|
2 |
|
Standard Deviation |
14.91 |
|
|
1/1/1900 |
|
2.99 |
|
Standard Deviation |
3.62 |
|
Qtr |
|
7 Yr |
|
Beta |
0.86 |
|
|
Diff |
|
7 Yr |
|
Beta |
0.85 |
|
Qtr |
|
7 Yr |
|
Beta |
0.99 |
|
|
1.5 |
|
7 Yr |
|
Beta |
0.94 |
|
|
2.14 |
|
1.73 |
|
Annualized Alpha |
-1.56 |
-0.0156 |
|
3/31/2007 |
|
3.22 |
|
Annualized Alpha |
-0.14 |
-0.0014 |
|
1.83 |
|
0.89 |
|
Annualized Alpha |
-1.15 |
-0.0115 |
|
0.27 |
|
6.48 |
|
Annualized Alpha |
0.24 |
0.0024 |
|
1.09 |
|
49 |
|
R-Squared |
0.9 |
|
|
Qtr |
|
51 |
|
R-Squared |
0.97 |
|
0.78 |
|
60 |
|
R-Squared |
0.99 |
|
2007 |
|
17 |
|
R-Squared |
0.99 |
|
1/1/1900 |
|
4.12 |
|
0.21 |
|
|
1.64 |
|
3.59 |
|
0.42 |
|
1/1/1900 |
|
1.32 |
|
0.24 |
|
YTD |
|
6.4 |
|
0.84 |
|
2007 |
|
7 |
|
1.63 |
|
|
1.08 |
|
43 |
|
3.72 |
|
6/29/1905 |
|
51 |
|
3.58 |
|
1/2/1900 |
|
18 |
|
3.22 |
|
YTD |
|
4.37 |
|
2.32 |
|
|
0.56 |
|
7.17 |
|
1.81 |
|
YTD |
|
7.66 |
|
1.81 |
|
2.75 |
|
7.82 |
|
0.44 |
|
4.23 |
|
2.5 |
|
-1.11 |
|
|
2007.00 |
|
5.09 |
|
-0.63 |
|
8.19 |
|
4.12 |
|
-0.73 |
|
0.03 |
|
5.99 |
|
-0.2 |
|
1/5/1900 |
|
1.7 |
|
Policy |
Policy |
|
|
YTD |
|
3.25 |
|
Policy |
Policy |
|
7.92 |
|
1.35 |
|
Policy |
Policy |
|
2006 |
|
5.4 |
|
Policy |
LBAB |
|
-1.02 |
|
0.7 |
|
6 |
|
|
5.76 |
|
2.31 |
|
6 |
|
0.27 |
|
-0.04 |
|
6 |
|
3.48 |
|
4.76 |
|
6 |
|
2006 |
|
-1.2 |
|
14 |
|
|
5.86 |
|
0.27 |
|
14 |
|
2006 |
|
-3.9 |
|
14 |
|
1/3/1900 |
|
3.53 |
|
14 |
|
3.73 |
|
8 Yr |
|
65 |
|
|
-0.1 |
|
8 Yr |
|
65 |
|
9.02 |
|
8 Yr |
|
70 |
|
-0.19 |
|
8 Yr |
|
60 |
|
7.52 |
|
3.55 |
|
-6.08 |
|
|
2006 |
|
3.94 |
|
-9.11 |
|
11.36 |
|
2.1 |
|
-17.68 |
|
2005 |
|
5.84 |
|
-2.44 |
|
-3.79 |
|
22 |
|
9.59 |
|
|
6.57 |
|
63 |
|
10.54 |
|
-2.34 |
|
78 |
|
16.08 |
|
2.95 |
|
15 |
|
5.88 |
|
2005 |
|
4.8 |
|
15.67 |
|
|
8.28 |
|
4.49 |
|
19.65 |
|
2005 |
|
3.22 |
|
33.76 |
|
2.8 |
|
5.83 |
|
8.32 |
|
8.2 |
|
7 |
|
-6.91 |
|
|
-1.71 |
|
47 |
|
-11.04 |
|
12.84 |
|
54 |
|
-24.41 |
|
0.15 |
|
16 |
|
-0.81 |
|
7.39 |
|
5.54 |
|
Standard Deviation |
7.22 |
|
|
2005 |
|
6.48 |
|
Standard Deviation |
8.72 |
|
13.21 |
|
7.22 |
|
Standard Deviation |
15.02 |
|
2004 |
|
7.09 |
|
Standard Deviation |
3.83 |
|
0.81 |
|
3.43 |
|
1 |
|
|
8.42 |
|
5.44 |
|
1 |
|
-0.37 |
|
5.35 |
|
1 |
|
3.36 |
|
5.24 |
|
1 |
|
2004 |
|
2.87 |
|
0 |
|
|
9.06 |
|
4.35 |
|
0 |
|
2004 |
|
3.42 |
|
0 |
|
3.68 |
|
4.64 |
|
0 |
|
3.06 |
|
2.25 |
|
1 |
|
|
-0.64 |
|
3.45 |
|
1 |
|
12.55 |
|
2.22 |
|
1 |
|
-0.32 |
|
4.13 |
|
1 |
|
8.81 |
|
1.28 |
|
0.55 |
|
|
2004 |
|
2.13 |
|
0.49 |
|
15.46 |
|
-0.21 |
|
0.32 |
|
2003 |
|
3.36 |
|
0.81 |
|
-5.75 |
|
9 Yr |
|
3.97 |
|
|
7.44 |
|
9 Yr |
|
4.3 |
|
-2.91 |
|
9 Yr |
|
4.87 |
|
5.52 |
|
9 Yr |
|
3.12 |
|
2003 |
|
5.49 |
|
0 |
|
|
10.73 |
|
5 |
|
0 |
|
6/25/1905 |
|
3.7 |
|
0 |
|
1/5/1900 |
|
5.98 |
|
0 |
|
12.61 |
|
7 |
|
Diff |
|