| 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 |
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TOTAL FIXED UNIVERSE HERE |
LOCK |
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TOTAL FIXED RISK HERE |
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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 |
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Total Fund |
DHJ Total (Excluding FI A+) |
|
Total Fund |
DHJ Total (Excluding FI A+) |
|
Total Fund |
DHJ Total (Excluding FI A+) |
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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 |
19 |
|
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 June
30, 2007 |
|
Batting Average |
|
|
Returns are net of fees. |
|
Incept is December 31, 1997 to June
30, 2007 |
Batting Average |
|
Returns are gross of fees. |
|
Incept is December 31, 1997 to June
30, 2007 |
|
Batting Average |
|
Returns are gross of fees. |
|
Incept is December 31, 1997 to June
30, 2007 |
|
Batting Average |
|
Account Reconciliation |
|
Trailing Returns through June 30,
2007 |
|
Worst Qtr |
|
|
Account Reconciliation |
|
Trailing Returns through June 30,
2007 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30,
2007 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through June 30,
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 |
|
6/30/2007 |
|
Return |
|
Beta |
|
|
6/30/2007 |
|
Return |
|
Beta |
|
6/30/2007 |
|
Return |
|
Beta |
|
6/30/2007 |
|
Return |
|
Beta |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
16,797 |
|
Universe |
|
R-Squared |
|
|
50,361 |
|
Universe |
|
R-Squared |
|
31,002 |
|
Universe |
|
R-Squared |
|
18,032 |
|
Universe |
|
R-Squared |
|
146 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
303 |
|
5th %-tile |
|
Sharpe Ratio |
|
-21 |
|
5th %-tile |
|
Sharpe Ratio |
|
383 |
|
5th %-tile |
|
Sharpe Ratio |
|
316 |
|
25th %-tile |
|
Treynor Ratio |
|
|
1,843 |
|
25th %-tile |
|
Treynor Ratio |
|
1,954 |
|
25th %-tile |
|
Treynor Ratio |
|
-67 |
|
25th %-tile |
|
Treynor Ratio |
|
17,259 |
|
50th %-tile |
|
Tracking Error |
|
|
52,507 |
|
50th %-tile |
|
Tracking Error |
|
32,934 |
|
50th %-tile |
|
Tracking Error |
|
18,348 |
|
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 |
|
3 |
|
|
47,765 |
|
3 Qtrs |
|
3 |
|
28,972 |
|
|
3 Qtrs |
|
|
3 |
|
16,893 |
|
|
3 Qtrs |
|
|
5 |
|
-5,229 |
|
6.46 |
|
9 |
|
|
138 |
|
|
9.72 |
|
|
9 |
|
-342 |
|
|
15.03 |
|
|
9 |
|
1,030 |
|
|
2.38 |
|
7 |
|
1,225 |
|
|
92 |
|
|
33.33 |
|
|
4,604 |
|
|
57 |
|
41.67 |
|
4,304 |
|
|
47 |
|
|
41.67 |
|
425 |
|
|
37 |
|
|
41.67 |
|
17,259 |
|
|
8.82 |
|
-2.32 |
|
|
52,507 |
|
|
9.19 |
|
|
-1.7 |
|
32,934 |
|
13.98 |
|
|
-3.08 |
|
18,348 |
|
2.22 |
|
-0.44 |
|
35,795 |
|
|
15 |
|
|
6.49 |
|
|
12/31/1997 |
|
73 |
|
6.82 |
|
12/31/1997 |
|
77 |
|
10.79 |
|
12/31/1997 |
|
41 |
|
3.42 |
|
Incept |
|
9.41 |
|
8.81 |
|
|
Incept |
|
13.09 |
|
8.52 |
|
Incept |
|
18.66 |
|
13.87 |
|
Incept |
|
7.84 |
|
3.86 |
|
15,998 |
|
8.49 |
|
3.12 |
|
|
15,998 |
|
11.12 |
|
3.58 |
|
10,999 |
|
15.98 |
|
4.95 |
|
4,811 |
|
3.06 |
|
-0.36 |
|
-10,322 |
|
7.9 |
|
4.83 |
|
|
14,936 |
|
9.94 |
|
4.97 |
|
7,926 |
|
14.93 |
|
8.07 |
|
5,541 |
|
1.85 |
|
2.55 |
|
11,583 |
|
7.35 |
|
1.07 |
|
|
21,572 |
|
9.12 |
|
1.02 |
|
14,009 |
|
|
14.05 |
|
1 |
|
7,995 |
|
|
1.03 |
|
0.89 |
|
17,259 |
17,259,000 |
|
6.21 |
|
-2.86 |
|
|
52,507 |
52,507,000 |
|
8.12 |
|
-1.22 |
|
32,934 |
32,934,000 |
|
12.49 |
|
-1.02 |
|
18,348 |
18,348,000 |
|
0.35 |
|
0.38 |
|
Investment Policy |
|
|
1 Yr |
|
0.78 |
|
|
Investment Policy |
|
1 Yr |
|
0.9 |
|
Investment Policy |
|
1 Yr |
|
0.93 |
|
Investment Policy |
|
1 Yr |
|
0.99 |
|
Index |
|
9.15 |
0.0915 |
|
0.36 |
|
|
Index |
|
13.15 |
0.1315 |
|
0.84 |
|
Index |
|
18.94 |
0.1894 |
|
0.92 |
|
Index |
|
5.89 |
0.0589 |
|
0.11 |
|
S&P 500 |
|
87 |
|
1.64 |
|
|
S&P 500 |
|
77 |
|
4.11 |
|
S&P 500 |
|
69 |
|
7.43 |
|
Lehman Aggregate Bond |
|
29 |
|
0.3 |
|
Lehman Gov/Credit-Intermediate |
|
13.77 |
0.1377 |
|
2.31 |
|
|
Lehman Aggregate Bond |
|
14.23 |
0.1423 |
|
1.54 |
|
Russell 2000 Value |
|
19.84 |
0.1984 |
|
2.12 |
|
Total |
|
6.11 |
0.0611 |
|
0.4 |
|
Total |
|
5 |
|
-1.1 |
|
|
Russell 2000 Value |
|
45 |
|
-0.72 |
|
Total |
|
46 |
|
-0.55 |
|
Weight |
|
25 |
|
-0.07 |
|
Weight |
|
13.74 |
|
Policy |
|
|
Total |
|
17.52 |
|
Policy |
|
Weight |
|
23.98 |
|
Policy |
|
100 |
|
11.41 |
|
LBAB |
|
55 |
|
12.45 |
|
2 |
|
|
Weight |
|
15.17 |
|
2 |
|
83.3 |
|
21 |
|
3 |
|
100 |
|
6.08 |
|
5 |
|
45 |
|
11.57 |
|
10 |
|
|
50 |
|
14.02 |
|
10 |
|
16.7 |
|
19.7 |
|
9 |
|
Trailing Returns through June 30, 2007 |
|
4.98 |
|
7 |
|
100 |
|
10.44 |
|
66.67 |
|
|
40 |
|
13.22 |
|
58.33 |
|
100 |
|
18.62 |
|
58.33 |
|
Fund |
|
4.17 |
|
58.33 |
|
Trailing Returns through June 30, 2007 |
|
8.43 |
|
-1.56 |
|
|
10 |
|
11.91 |
|
-1.64 |
|
Trailing Returns through June 30, 2007 |
|
16.36 |
|
-2.45 |
|
LBAB |
|
3.36 |
|
-0.68 |
|
Fund |
|
2 Yr |
|
5.22 |
|
|
100 |
|
2 Yr |
|
6.28 |
|
Fund |
|
|
2 Yr |
|
9.9 |
|
Diff |
|
|
2 Yr |
|
|
3.81 |
|
Policy |
|
1 Yr FUND |
6.09 |
0.0609 |
|
6.78 |
|
|
Trailing Returns through
June 30, 2007 |
1 Yr FUND |
8.69 |
|
|
7.92 |
|
Policy |
|
1 Yr FUND |
13.05 |
|
|
12.35 |
|
1 Yr |
|
1 Yr FUND |
2.72 |
0.0272 |
|
4.49 |
|
Diff |
|
UNIVERSE |
90 |
|
|
3.48 |
|
|
Fund |
|
UNIVERSE |
93 |
|
4.02 |
|
Diff |
|
UNIVERSE |
89 |
|
4.91 |
|
5.89 |
|
UNIVERSE |
48 |
|
-0.81 |
|
1 Yr |
|
POLICY |
9.11 |
0.0911 |
|
3.97 |
|
|
Policy |
|
POLICY |
9.74 |
|
|
4.61 |
|
1 Yr |
|
POLICY |
14.63 |
|
|
7.79 |
|
6.11 |
|
POLICY |
2.59 |
0.0259 |
|
2.83 |
|
9.15 |
|
|
5 |
|
|
1 |
|
|
Diff |
|
61 |
|
1 |
|
18.94 |
|
52 |
|
1 |
|
-0.22 |
|
52 |
|
1 |
|
13.77 |
|
9.06 |
|
0 |
|
|
1 Yr |
|
12.85 |
|
0 |
|
19.84 |
|
17.53 |
|
0 |
|
2 Yr |
|
8.59 |
|
0 |
|
-4.62 |
|
7.82 |
|
1 |
|
|
13.15 |
|
10.88 |
|
1 |
|
-0.9 |
|
15.51 |
|
1 |
|
2.72 |
|
3.98 |
|
1 |
|
2 Yr |
|
7.15 |
|
1.08 |
|
|
14.23 |
|
9.99 |
|
1.15 |
|
2 Yr |
|
14.7 |
|
1.1 |
|
2.59 |
|
2.63 |
|
0.11 |
|
6.09 |
|
6.64 |
|
4.29 |
|
|
-1.08 |
|
9.37 |
|
5.3 |
|
13.05 |
|
13.83 |
|
8.59 |
|
0.13 |
|
2.12 |
|
0.3 |
|
9.11 |
|
5.75 |
|
0 |
|
|
2 Yr |
|
8.32 |
|
0 |
|
14.63 |
|
11.91 |
|
0 |
|
3 Yr |
|
1.41 |
|
0 |
|
-3.02 |
|
3 Yr |
|
Diff |
|
|
8.69 |
|
3 Yr |
|
Diff |
|
-1.58 |
|
3 Yr |
|
Diff |
|
1/3/1900 |
|
3 Yr |
|
Diff |
|
3 Yr |
|
5.44 |
0.0544 |
|
1 |
|
|
9.74 |
|
7.87 |
0.0787 |
|
1 |
|
3 Yr |
|
11.11 |
0.1111 |
|
0 |
|
3.98 |
|
3.95 |
0.0395 |
|
0 |
|
5.44 |
|
85 |
|
|
-1 |
|
|
-1.05 |
|
90 |
|
-1 |
|
11.11 |
|
86 |
|
|
0 |
|
-0.03 |
|
49 |
|
0 |
|
7.97 |
|
7.97 |
0.0797 |
|
-33.34 |
|
|
3 Yr |
|
8.98 |
0.0898 |
|
-16.66 |
|
12.27 |
|
12.27 |
0.1227 |
|
-16.66 |
|
4 Yr |
|
3.98 |
0.0398 |
|
-16.66 |
|
-2.53 |
|
9 |
|
|
-0.76 |
|
|
7.87 |
|
55 |
|
-0.06 |
|
################################## |
|
55 |
|
-0.63 |
|
1/2/1900 |
|
48 |
|
0.24 |
|
4 Yr |
|
8.26 |
|
1.27 |
|
|
8.98 |
|
11.7 |
|
0.54 |
|
4 Yr |
|
15.7 |
|
0.89 |
|
3.05 |
|
8.71 |
|
-0.39 |
|
5.76 |
|
7 |
|
2.03 |
|
|
-1.11 |
|
10.09 |
|
0.6 |
|
13.46 |
|
13.37 |
|
1.52 |
|
-0.08 |
|
4.97 |
|
-0.63 |
|
1/8/1900 |
|
6.4 |
|
-0.36 |
|
|
4 Yr |
|
9.14 |
|
-0.44 |
|
14.49 |
|
12.4 |
|
0.04 |
|
5 Yr |
|
3.88 |
|
0.45 |
|
-2.77 |
|
5.81 |
|
0.86 |
|
|
8.58 |
|
8.48 |
|
0.36 |
|
-1.03 |
|
11.62 |
|
0.28 |
|
4.63 |
|
3.23 |
|
-0.28 |
|
5 Yr |
|
4.98 |
|
0.07 |
|
|
9.89 |
|
7.3 |
|
0.02 |
|
5 Yr |
|
9.52 |
|
0 |
|
1/4/1900 |
|
2.4 |
|
-0.11 |
|
5.53 |
|
4 Yr |
|
-2.86 |
|
|
-1.31 |
|
4 Yr |
|
-1.22 |
|
10.23 |
|
4 Yr |
|
-1.02 |
|
-0.12 |
|
4 Yr |
|
0.38 |
|
8.31 |
|
3 YR FUND |
5.76 |
0.0576 |
|
-0.22 |
|
|
5 Yr |
|
3 YR FUND |
8.58 |
|
-0.1 |
|
11.25 |
|
3 YR FUND |
13.46 |
|
-0.07 |
|
6 Yr |
|
3 YR FUND |
2.97 |
0.0297 |
|
-0.01 |
|
-2.78 |
|
UNIVERSE |
91 |
|
|
-0.72 |
|
|
7.59 |
|
UNIVERSE |
93 |
|
-0.31 |
|
-1.02 |
|
UNIVERSE |
83 |
|
-0.18 |
|
1/5/1900 |
|
UNIVERSE |
54 |
|
0 |
|
6 Yr |
|
POLICY |
8.53 |
0.0853 |
|
-2.65 |
|
|
8.72 |
|
POLICY |
9.89 |
|
-1.19 |
|
6 Yr |
|
POLICY |
14.49 |
|
-1.16 |
|
1/5/1900 |
|
POLICY |
3.05 |
0.0305 |
|
0 |
|
3.64 |
|
|
9 |
|
|
2.31 |
|
|
-1.13 |
|
61 |
|
1.54 |
|
1/5/1900 |
|
54 |
|
2.12 |
|
0.02 |
|
51 |
|
0.4 |
|
1/5/1900 |
|
9.32 |
|
5 Yr |
5 Yr |
|
|
6 Yr |
|
12.62 |
|
5 Yr |
5 Yr |
|
6.06 |
|
17.88 |
|
5 Yr |
5 Yr |
|
7 Yr |
|
9.33 |
|
5 Yr |
5 Yr |
|
################################ |
|
7.51 |
|
# of Negative Qtrs |
|
|
1/5/1900 |
|
11.08 |
|
# of Negative Qtrs |
|
-0.68 |
|
15.59 |
|
# of Negative Qtrs |
|
1/6/1900 |
|
4.21 |
|
# of Negative Qtrs |
|
7 Yr |
|
7.02 |
|
# of Positive Qtrs |
|
|
5.96 |
|
10.22 |
|
# of Positive Qtrs |
|
7 Yr |
|
14.63 |
|
# of Positive Qtrs |
|
6.12 |
|
3.06 |
|
# of Positive Qtrs |
|
2.08 |
|
6.4 |
|
Batting Average |
|
|
-0.64 |
|
9.48 |
|
Batting Average |
|
1/2/1900 |
|
13.72 |
|
Batting Average |
|
0.05 |
|
2.43 |
|
Batting Average |
|
1/4/1900 |
|
5.48 |
|
Worst Qtr |
|
|
7 Yr |
|
8.33 |
|
Worst Qtr |
|
2.54 |
|
11.86 |
|
Worst Qtr |
|
8 Yr |
|
1.72 |
|
Worst Qtr |
|
-2.63 |
|
5 Yr |
|
Best Qtr |
|
|
1/3/1900 |
|
5 Yr |
|
Best Qtr |
|
################################## |
|
5 Yr |
|
Best Qtr |
|
1/5/1900 |
|
5 Yr |
|
Best Qtr |
|
8 Yr |
|
5.53 |
0.0553 |
|
Range |
|
|
4.2 |
|
7.59 |
0.0759 |
|
Range |
|
8 Yr |
|
10.23 |
0.1023 |
|
Range |
|
1/5/1900 |
|
4.63 |
0.0463 |
|
Range |
|
1/3/1900 |
|
83 |
|
Worst 4 Qtrs |
|
|
-0.31 |
|
83 |
|
Worst 4 Qtrs |
|
1/2/1900 |
|
77 |
|
Worst 4 Qtrs |
|
0.03 |
|
35 |
|
Worst 4 Qtrs |
|
1/5/1900 |
|
8.31 |
0.0831 |
|
Standard Deviation |
|
|
8 Yr |
|
8.72 |
0.0872 |
|
Standard Deviation |
|
1/3/1900 |
|
11.25 |
0.1125 |
|
Standard Deviation |
|
9 Yr |
|
4.75 |
0.0475 |
|
Standard Deviation |
|
################################ |
|
8 |
|
Beta |
|
|
1/3/1900 |
|
42 |
|
Beta |
|
-1.01 |
|
47 |
|
Beta |
|
1/5/1900 |
|
31 |
|
Beta |
|
9 Yr |
|
8.62 |
|
Annualized Alpha |
|
|
1/4/1900 |
|
11.18 |
|
Annualized Alpha |
|
9 Yr |
|
14.21 |
|
Annualized Alpha |
|
1/5/1900 |
|
10.77 |
|
Annualized Alpha |
|
1/5/1900 |
|
7.12 |
|
R-Squared |
|
|
-0.54 |
|
9.47 |
|
R-Squared |
|
1/3/1900 |
|
12.2 |
|
R-Squared |
|
0.11 |
|
5.2 |
|
R-Squared |
|
5.49 |
|
6.49 |
|
Sharpe Ratio |
|
|
9 Yr |
|
8.48 |
|
Sharpe Ratio |
|
1/5/1900 |
|
11.13 |
|
Sharpe Ratio |
|
10 Yr |
|
4.13 |
|
Sharpe Ratio |
|
################################ |
|
5.85 |
|
Treynor Ratio |
|
|
1/5/1900 |
|
7.83 |
|
Treynor Ratio |
|
-1.14 |
|
10.34 |
|
Treynor Ratio |
|
12/31/1997 |
|
3.39 |
|
Treynor Ratio |
|
10 Yr |
|
5.05 |
|
Tracking Error |
|
|
1/5/1900 |
|
7.03 |
|
Tracking Error |
|
10 Yr |
|
9.03 |
|
Tracking Error |
|
Incept |
|
2.44 |
|
Tracking Error |
|
12/31/1997 |
|
6 Yr |
|
Information Ratio |
|
|
-0.52 |
|
6 Yr |
|
Information Ratio |
|
12/31/1997 |
|
6 Yr |
|
Information Ratio |
|
1/5/1900 |
|
6 Yr |
|
Information Ratio |
|
Incept |
|
5 YR FUND |
3.64 |
0.0364 |
|
Fund |
|
|
10 Yr |
|
5 YR FUND |
5.32 |
|
Fund |
|
Incept |
|
5 YR FUND |
5.38 |
|
Fund |
|
5.7 |
|
5 YR FUND |
5.34 |
0.0534 |
|
Fund |
|
1/6/1900 |
|
UNIVERSE |
59 |
|
|
6 |
|
|
12/31/1997 |
|
UNIVERSE |
64 |
|
6 |
|
5.63 |
|
UNIVERSE |
69 |
|
5 |
|
0.1 |
|
UNIVERSE |
24 |
|
7 |
|
6.07 |
|
POLICY |
5.92 |
0.0592 |
|
14 |
|
|
Incept |
|
POLICY |
5.96 |
|
|
14 |
|
6.61 |
|
POLICY |
6.06 |
|
|
15 |
|
Fiscal Year Returns Ending September |
|
POLICY |
5.32 |
0.0532 |
|
13 |
|
1/0/1900 |
|
4 |
|
Batting Average |
35 |
|
|
6.19 |
|
41 |
|
Batting Average |
35 |
|
################################## |
|
51 |
|
Batting Average |
35 |
|
Fund |
|
25 |
|
Batting Average |
40 |
|
Fiscal Year Returns Ending September |
|
5.74 |
|
|
-5.61 |
|
|
6.53 |
|
7.99 |
|
|
-7.44 |
|
Fiscal Year Returns Ending September |
|
9.71 |
|
|
-17.97 |
|
LBAB |
|
8.61 |
|
|
-2.27 |
|
Fund |
|
4.69 |
|
|
6.85 |
|
|
-0.34 |
|
6.61 |
|
|
8.62 |
|
Fund |
|
7.51 |
|
|
14.93 |
|
Diff |
|
5.23 |
|
|
5.39 |
|
Policy |
|
3.9 |
|
|
12.46 |
|
|
Fiscal Year Returns
Ending September |
|
5.67 |
|
|
16.06 |
|
Policy |
|
6.12 |
|
|
32.9 |
|
6/30/2007 |
|
4.49 |
|
|
7.66 |
|
Diff |
|
3.19 |
|
|
2.13 |
|
|
Fund |
|
5.04 |
|
|
3.58 |
|
Diff |
|
5.13 |
|
|
-1.8 |
|
Qtr |
|
3.87 |
|
|
-0.36 |
|
6/30/2007 |
|
2.08 |
|
Standard Deviation |
5.81 |
|
|
Policy |
|
3.92 |
|
Standard Deviation |
6.92 |
|
6/30/2007 |
|
3.26 |
|
Standard Deviation |
13.53 |
|
|
################################## |
|
2.88 |
|
Standard Deviation |
3.48 |
|
Qtr |
|
7 Yr |
|
Beta |
0.83 |
|
|
Diff |
|
7 Yr |
|
Beta |
0.84 |
|
Qtr |
|
7 Yr |
|
Beta |
0.98 |
|
|
-0.52 |
|
7 Yr |
|
Beta |
0.92 |
|
|
1.89 |
|
2.08 |
|
Annualized Alpha |
-1.24 |
-0.0124 |
|
6/30/2007 |
|
3.89 |
|
Annualized Alpha |
0.22 |
0.0022 |
|
6.31 |
|
2.18 |
|
Annualized Alpha |
-0.71 |
-0.0071 |
|
0.14 |
|
6.17 |
|
Annualized Alpha |
0.24 |
0.0024 |
|
3.38 |
|
43 |
|
R-Squared |
0.87 |
|
|
Qtr |
|
53 |
|
R-Squared |
0.96 |
|
5.61 |
|
68 |
|
R-Squared |
0.98 |
|
2007 |
|
18 |
|
R-Squared |
0.99 |
|
################################ |
|
4.71 |
|
0.49 |
|
|
3.66 |
|
4.2 |
|
0.71 |
|
1/0/1900 |
|
2.54 |
|
0.56 |
|
YTD |
|
6.12 |
|
0.56 |
|
2007 |
|
8 |
|
3.45 |
|
|
3.15 |
|
46 |
|
5.86 |
|
6/29/1905 |
|
60 |
|
7.71 |
|
1/2/1900 |
|
19 |
|
2.13 |
|
YTD |
|
5.11 |
|
2.39 |
|
|
0.51 |
|
7.9 |
|
1.83 |
|
YTD |
|
9.51 |
|
1.85 |
|
2.22 |
|
7.63 |
|
0.43 |
|
6.46 |
|
2.71 |
|
-1.16 |
|
|
2007.00 |
|
5.67 |
|
-0.62 |
|
15.03 |
|
5.93 |
|
-0.55 |
|
0.16 |
|
5.78 |
|
-0.28 |
|
1/8/1900 |
|
1.88 |
|
Policy |
Policy |
|
|
YTD |
|
3.96 |
|
Policy |
Policy |
|
13.98 |
|
2.99 |
|
Policy |
Policy |
|
2006 |
|
5.14 |
|
Policy |
LBAB |
|
-2.36 |
|
0.87 |
|
5 |
|
|
9.72 |
|
3.23 |
|
5 |
|
1.05 |
|
1.91 |
|
5 |
|
3.48 |
|
4.53 |
|
7 |
|
2006 |
|
-1.01 |
|
15 |
|
|
9.19 |
|
1.65 |
|
15 |
|
2006 |
|
-0.68 |
|
15 |
|
1/3/1900 |
|
3.44 |
|
13 |
|
3.73 |
|
8 Yr |
|
65 |
|
|
0.53 |
|
8 Yr |
|
65 |
|
9.02 |
|
8 Yr |
|
65 |
|
-0.19 |
|
8 Yr |
|
60 |
|
7.52 |
|
3.39 |
|
-6.08 |
|
|
2006 |
|
3.87 |
|
-9.11 |
|
11.36 |
|
2.03 |
|
-17.68 |
|
2005 |
|
5.93 |
|
-2.44 |
|
-3.79 |
|
38 |
|
9.59 |
|
|
6.57 |
|
65 |
|
10.54 |
|
-2.34 |
|
89 |
|
16.08 |
|
2.95 |
|
15 |
|
5.88 |
|
2005 |
|
5.06 |
|
15.67 |
|
|
8.28 |
|
4.41 |
|
19.65 |
|
2005 |
|
3.04 |
|
33.76 |
|
2.8 |
|
5.9 |
|
8.32 |
|
8.2 |
|
7 |
|
3.48 |
|
|
-1.71 |
|
48 |
|
4.02 |
|
12.84 |
|
62 |
|
-0.8 |
|
0.15 |
|
16 |
|
-0.81 |
|
7.39 |
|
5.87 |
|
Standard Deviation |
6.56 |
|
|
2005 |
|
6.69 |
|
Standard Deviation |
8.05 |
|
13.21 |
|
7.62 |
|
Standard Deviation |
13.71 |
|
2004 |
|
7.07 |
|
Standard Deviation |
3.76 |
|
0.81 |
|
3.79 |
|
1 |
|
|
8.42 |
|
5.28 |
|
1 |
|
-0.37 |
|
5.13 |
|
1 |
|
3.36 |
|
5.35 |
|
1 |
|
2004 |
|
3.06 |
|
0 |
|
|
9.06 |
|
4.29 |
|
0 |
|
2004 |
|
3.56 |
|
0 |
|
3.68 |
|
4.78 |
|
0 |
|
3.06 |
|
2.42 |
|
1 |
|
|
-0.64 |
|
3.59 |
|
1 |
|
12.55 |
|
2.55 |
|
1 |
|
-0.32 |
|
4.27 |
|
1 |
|
8.81 |
|
0.85 |
|
0.86 |
|
|
2004 |
|
2.46 |
|
0.75 |
|
15.46 |
|
0.85 |
|
0.63 |
|
2003 |
|
3.44 |
|
0.55 |
|
-5.75 |
|
9 Yr |
|
5.64 |
|
|
7.44 |
|
9 Yr |
|
6.05 |
|
-2.91 |
|
9 Yr |
|
8.58 |
|
5.52 |
|
9 Yr |
|
2.08 |
|
2003 |
|
5.08 |
|
0 |
|
|
10.73 |
|
5.02 |
|
0 |
|
6/25/1905 |
|
3.93 |
|
0 |
|
1/5/1900 |
|
5.65 |
|
0 |
|
|