| 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 |
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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 |
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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, 10% BSCV Core, 40% BFI |
|
20 |
|
23 |
|
83.3% Brd. LC Core Equity, 16.7%
BSCV Core |
25 |
|
28 |
|
Broad Fixed Income |
|
30 |
|
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 |
|
24 |
|
3 Yr |
|
Inception date is December 31, 1997 |
|
29 |
|
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
September 30, 2007 |
Batting Average |
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|
Returns are net of fees. |
|
Incept is December 31, 1997 to
September 30, 2007 |
Batting Average |
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Returns are gross of fees. |
|
Incept is December 31, 1997 to
September 30, 2007 |
Batting Average |
|
Returns are gross of fees. |
|
Incept is December 31, 1997 to
September 30, 2007 |
Batting Average |
|
Account Reconciliation |
|
Trailing Returns through September
30, 2007 |
|
Worst Qtr |
|
|
Account Reconciliation |
|
Trailing Returns through September
30, 2007 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through September
30, 2007 |
|
Worst Qtr |
|
Account Reconciliation |
|
Trailing Returns through September
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 |
|
9/30/2007 |
|
Return |
|
Beta |
|
|
9/30/2007 |
|
Return |
|
Beta |
|
9/30/2007 |
|
Return |
|
Beta |
|
9/30/2007 |
|
Return |
|
Beta |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
Qtr |
|
%-tile |
|
Annualized Alpha |
|
17,259 |
|
Universe |
|
R-Squared |
|
|
52,507 |
|
Universe |
|
R-Squared |
|
32,934 |
|
Universe |
|
R-Squared |
|
18,348 |
|
Universe |
|
R-Squared |
|
525 |
|
5th %-tile |
|
Sharpe Ratio |
|
|
474 |
|
5th %-tile |
|
Sharpe Ratio |
|
364 |
|
5th %-tile |
|
Sharpe Ratio |
|
402 |
|
5th %-tile |
|
Sharpe Ratio |
|
749 |
|
25th %-tile |
|
Treynor Ratio |
|
|
1,093 |
|
25th %-tile |
|
Treynor Ratio |
|
485 |
|
25th %-tile |
|
Treynor Ratio |
|
669 |
|
25th %-tile |
|
Treynor Ratio |
|
18,533 |
|
50th %-tile |
|
Tracking Error |
|
|
54,074 |
|
50th %-tile |
|
Tracking Error |
|
33,783 |
|
50th %-tile |
|
Tracking Error |
|
19,418 |
|
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 |
|
2 |
|
|
47,765 |
|
3 Qtrs |
|
2 |
|
28,972 |
|
|
3 Qtrs |
|
|
2 |
|
16,893 |
|
|
3 Qtrs |
|
|
5 |
|
-4,704 |
|
8.75 |
|
10 |
|
|
612 |
|
|
7.6 |
|
|
10 |
|
22 |
|
|
9.78 |
|
|
10 |
|
1,432 |
|
|
5.05 |
|
7 |
|
1,974 |
|
|
45 |
|
|
41.67 |
|
|
5,697 |
|
|
15 |
|
50 |
|
4,789 |
|
|
21 |
|
|
50 |
|
1,093 |
|
|
5 |
|
|
50 |
|
18,533 |
|
|
7.06 |
|
-2.32 |
|
|
54,074 |
|
|
5.88 |
|
|
-1.7 |
|
33,783 |
|
7.1 |
|
|
-2.45 |
|
19,418 |
|
3.84 |
|
-0.44 |
|
35,795 |
|
|
77 |
|
|
6.49 |
|
|
12/31/1997 |
|
49 |
|
6.82 |
|
12/31/1997 |
|
78 |
|
10.79 |
|
12/31/1997 |
|
18 |
|
3.63 |
|
Incept |
|
11.09 |
|
8.81 |
|
|
Incept |
|
9.45 |
|
8.52 |
|
Incept |
|
13.57 |
|
13.24 |
|
Incept |
|
5.02 |
|
4.07 |
|
15,998 |
|
10.28 |
|
3.12 |
|
|
15,998 |
|
6.89 |
|
3.58 |
|
10,999 |
|
9.43 |
|
4.95 |
|
4,811 |
|
3.51 |
|
-0.36 |
|
-9,797 |
|
8.38 |
|
4.64 |
|
|
15,410 |
|
5.87 |
|
4.99 |
|
8,289 |
|
8.24 |
|
7.98 |
|
5,943 |
|
2.46 |
|
2.55 |
|
12,332 |
|
7.16 |
|
0.98 |
|
|
22,665 |
|
5.1 |
|
1 |
|
14,494 |
|
|
7.23 |
|
0.97 |
|
8,664 |
|
|
1.46 |
|
0.92 |
|
18,533 |
18,533,000 |
|
4.16 |
|
-0.88 |
|
|
54,074 |
54,074,000 |
|
3.34 |
|
-0.41 |
|
33,783 |
33,783,000 |
|
4.42 |
|
0.16 |
|
19,418 |
19,418,000 |
|
-0.12 |
|
0.6 |
|
Investment Policy |
|
|
1 Yr |
|
0.74 |
|
|
Investment Policy |
|
1 Yr |
|
0.91 |
|
Investment Policy |
|
1 Yr |
|
0.93 |
|
Investment Policy |
|
1 Yr |
|
0.97 |
|
Index |
|
10.97 |
0.1097 |
|
0.78 |
|
|
Index |
|
11.96 |
0.1196 |
|
1 |
|
Index |
|
16.64 |
0.1664 |
|
1.11 |
|
Index |
|
6.1 |
0.061 |
|
0.08 |
|
S&P 500 |
|
78 |
|
3.69 |
|
|
S&P 500 |
|
29 |
|
4.99 |
|
S&P 500 |
|
33 |
|
9.09 |
|
Lehman Aggregate Bond |
|
16 |
|
0.22 |
|
Lehman Gov/Credit-Intermediate |
|
11.47 |
0.1147 |
|
2.38 |
|
|
Lehman Aggregate Bond |
|
10.88 |
0.1088 |
|
1.47 |
|
Russell 2000 Value |
|
14.69 |
0.1469 |
|
2.08 |
|
Total |
|
5.13 |
0.0513 |
|
0.46 |
|
Total |
|
70 |
|
-0.5 |
|
|
Russell 2000 Value |
|
51 |
|
-0.3 |
|
Total |
|
75 |
|
-0.14 |
|
Weight |
|
24 |
|
0.67 |
|
Weight |
|
15.47 |
|
Policy |
|
|
Total |
|
14.68 |
|
Policy |
|
Weight |
|
21.1 |
|
Policy |
|
100 |
|
8.12 |
|
LBAB |
|
55 |
|
13.67 |
|
2 |
|
|
Weight |
|
12.18 |
|
2 |
|
83.3 |
|
17.32 |
|
2 |
|
100 |
|
5.05 |
|
5 |
|
45 |
|
12.51 |
|
10 |
|
|
50 |
|
10.92 |
|
10 |
|
16.7 |
|
15.75 |
|
10 |
|
Trailing Returns through September
30, 2007 |
|
3.71 |
|
7 |
|
100 |
|
11.14 |
|
58.33 |
|
|
40 |
|
9.96 |
|
50 |
|
100 |
|
14.68 |
|
50 |
|
Fund |
|
2.5 |
|
50 |
|
Trailing Returns through September
30, 2007 |
|
8.46 |
|
-1.56 |
|
|
10 |
|
8.17 |
|
-1.64 |
|
Trailing Returns through September
30, 2007 |
|
11.76 |
|
-2.45 |
|
LBAB |
|
1.17 |
|
-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 |
7.29 |
0.0729 |
|
6.78 |
|
|
Trailing Returns through
September 30, 2007 |
1 Yr FUND |
9.23 |
|
|
7.92 |
|
Policy |
|
1 Yr FUND |
12.77 |
|
|
12.35 |
|
1 Yr |
|
1 Yr FUND |
4.78 |
0.0478 |
|
4.49 |
|
Diff |
|
UNIVERSE |
89 |
|
|
3.48 |
|
|
Fund |
|
UNIVERSE |
53 |
|
4.02 |
|
Diff |
|
UNIVERSE |
63 |
|
4.91 |
|
6.1 |
|
UNIVERSE |
20 |
|
-0.81 |
|
1 Yr |
|
POLICY |
9.48 |
0.0948 |
|
4.08 |
|
|
Policy |
|
POLICY |
9.57 |
|
|
4.77 |
|
1 Yr |
|
POLICY |
13.01 |
|
|
7.98 |
|
5.13 |
|
POLICY |
4.39 |
0.0439 |
|
2.73 |
|
10.97 |
|
|
9 |
|
|
1 |
|
|
Diff |
|
41 |
|
1 |
|
16.64 |
|
50 |
|
1 |
|
0.97 |
|
26 |
|
1 |
|
11.47 |
|
9.77 |
|
0 |
|
|
1 Yr |
|
11.4 |
|
0 |
|
14.69 |
|
16.13 |
|
0 |
|
2 Yr |
|
7.62 |
|
0 |
|
-0.5 |
|
8.93 |
|
1 |
|
|
11.96 |
|
10.15 |
|
1 |
|
1.95 |
|
13.95 |
|
1 |
|
4.78 |
|
4.41 |
|
1 |
|
2 Yr |
|
8.46 |
|
1.18 |
|
|
10.88 |
|
9.32 |
|
1.14 |
|
2 Yr |
|
13 |
|
1.14 |
|
4.39 |
|
3.7 |
|
-0.04 |
|
7.29 |
|
7.94 |
|
4.81 |
|
|
1.08 |
|
8.82 |
|
5.43 |
|
12.77 |
|
12.4 |
|
9.11 |
|
0.39 |
|
3.11 |
|
-0.11 |
|
9.48 |
|
6.86 |
|
0 |
|
|
2 Yr |
|
7.96 |
|
0 |
|
13.01 |
|
10.88 |
|
0 |
|
3 Yr |
|
2.43 |
|
0 |
|
-2.19 |
|
3 Yr |
|
Diff |
|
|
9.23 |
|
3 Yr |
|
Diff |
|
-0.24 |
|
3 Yr |
|
Diff |
|
1/4/1900 |
|
3 Yr |
|
Diff |
|
3 Yr |
|
7.59 |
0.0759 |
|
0 |
|
|
9.57 |
|
8.96 |
0.0896 |
|
0 |
|
3 Yr |
|
12.79 |
0.1279 |
|
0 |
|
3.86 |
|
4.17 |
0.0417 |
|
0 |
|
7.59 |
|
82 |
|
|
0 |
|
|
-0.34 |
|
72 |
|
0 |
|
12.79 |
|
73 |
|
|
0 |
|
0.31 |
|
27 |
|
0 |
|
8.78 |
|
8.78 |
0.0878 |
|
-16.66 |
|
|
3 Yr |
|
9.4 |
0.094 |
|
0 |
|
13.08 |
|
13.08 |
0.1308 |
|
0 |
|
4 Yr |
|
3.86 |
0.0386 |
|
0 |
|
-1.19 |
|
24 |
|
|
-0.76 |
|
|
8.96 |
|
51 |
|
-0.06 |
|
################################## |
|
59 |
|
0 |
|
1/3/1900 |
|
34 |
|
0.24 |
|
4 Yr |
|
10.01 |
|
1.27 |
|
|
9.4 |
|
11.96 |
|
0.54 |
|
4 Yr |
|
16.82 |
|
0.89 |
|
3.82 |
|
7.49 |
|
-0.18 |
|
6.44 |
|
8.73 |
|
2.03 |
|
|
-0.44 |
|
10.36 |
|
0.6 |
|
12.73 |
|
14.32 |
|
0.89 |
|
0.15 |
|
4.23 |
|
-0.42 |
|
1/8/1900 |
|
8.29 |
|
-0.36 |
|
|
4 Yr |
|
9.42 |
|
-0.44 |
|
13.67 |
|
13.29 |
|
0.04 |
|
5 Yr |
|
3.48 |
|
0.45 |
|
-2.34 |
|
7.77 |
|
0.56 |
|
|
8.58 |
|
8.87 |
|
0.22 |
|
-0.94 |
|
12.74 |
|
0 |
|
4.27 |
|
2.98 |
|
-0.18 |
|
5 Yr |
|
6.73 |
|
-0.02 |
|
|
9.73 |
|
8.08 |
|
0 |
|
5 Yr |
|
11.52 |
|
-0.03 |
|
1/4/1900 |
|
2.3 |
|
-0.08 |
|
7.65 |
|
4 Yr |
|
-0.88 |
|
|
-1.15 |
|
4 Yr |
|
-0.41 |
|
15 |
|
4 Yr |
|
0.16 |
|
0.13 |
|
4 Yr |
|
0.6 |
|
10.21 |
|
3 YR FUND |
6.44 |
0.0644 |
|
-0.26 |
|
|
5 Yr |
|
3 YR FUND |
8.58 |
|
-0.09 |
|
15.81 |
|
3 YR FUND |
12.73 |
|
-0.07 |
|
6 Yr |
|
3 YR FUND |
3.97 |
0.0397 |
|
-0.03 |
|
-2.56 |
|
UNIVERSE |
94 |
|
|
-0.4 |
|
|
9.71 |
|
UNIVERSE |
93 |
|
-0.14 |
|
-0.81 |
|
UNIVERSE |
88 |
|
-0.03 |
|
1/5/1900 |
|
UNIVERSE |
36 |
|
0.12 |
|
6 Yr |
|
POLICY |
8.78 |
0.0878 |
|
-1.12 |
|
|
11.16 |
|
POLICY |
9.73 |
|
-0.44 |
|
6 Yr |
|
POLICY |
13.67 |
|
-0.02 |
|
1/4/1900 |
|
POLICY |
3.82 |
0.0382 |
|
0.33 |
|
5.32 |
|
|
15 |
|
|
2.38 |
|
|
-1.45 |
|
58 |
|
1.47 |
|
1/8/1900 |
|
60 |
|
2.08 |
|
0.16 |
|
40 |
|
0.46 |
|
1/7/1900 |
|
9.69 |
|
5 Yr |
5 Yr |
|
|
6 Yr |
|
12.37 |
|
5 Yr |
5 Yr |
|
8.98 |
|
17.58 |
|
5 Yr |
5 Yr |
|
7 Yr |
|
8.44 |
|
5 Yr |
5 Yr |
|
################################ |
|
8.35 |
|
# of Negative Qtrs |
|
|
1/6/1900 |
|
10.85 |
|
# of Negative Qtrs |
|
-0.69 |
|
15.03 |
|
# of Negative Qtrs |
|
1/6/1900 |
|
4.44 |
|
# of Negative Qtrs |
|
7 Yr |
|
7.76 |
|
# of Positive Qtrs |
|
|
7.56 |
|
9.95 |
|
# of Positive Qtrs |
|
7 Yr |
|
13.98 |
|
# of Positive Qtrs |
|
6.12 |
|
3.54 |
|
# of Positive Qtrs |
|
2.46 |
|
7.32 |
|
Batting Average |
|
|
-0.89 |
|
9.33 |
|
Batting Average |
|
1/2/1900 |
|
13.32 |
|
Batting Average |
|
0.15 |
|
2.92 |
|
Batting Average |
|
1/4/1900 |
|
6.37 |
|
Worst Qtr |
|
|
7 Yr |
|
8.28 |
|
Worst Qtr |
|
2.95 |
|
12.2 |
|
Worst Qtr |
|
8 Yr |
|
2.14 |
|
Worst Qtr |
|
-2.46 |
|
5 Yr |
|
Best Qtr |
|
|
1/4/1900 |
|
5 Yr |
|
Best Qtr |
|
################################## |
|
5 Yr |
|
Best Qtr |
|
1/6/1900 |
|
5 Yr |
|
Best Qtr |
|
8 Yr |
|
7.65 |
0.0765 |
|
Range |
|
|
4.44 |
|
9.71 |
0.0971 |
|
Range |
|
8 Yr |
|
15 |
0.15 |
|
Range |
|
1/6/1900 |
|
4.27 |
0.0427 |
|
Range |
|
1/4/1900 |
|
87 |
|
Worst 4 Qtrs |
|
|
-0.32 |
|
92 |
|
Worst 4 Qtrs |
|
1/3/1900 |
|
83 |
|
Worst 4 Qtrs |
|
0.1 |
|
32 |
|
Worst 4 Qtrs |
|
1/5/1900 |
|
10.21 |
0.1021 |
|
Standard Deviation |
|
|
8 Yr |
|
11.16 |
0.1116 |
|
Standard Deviation |
|
1/3/1900 |
|
15.81 |
0.1581 |
|
Standard Deviation |
|
9 Yr |
|
4.14 |
0.0414 |
|
Standard Deviation |
|
################################ |
|
13 |
|
Beta |
|
|
1/4/1900 |
|
51 |
|
Beta |
|
-0.7 |
|
57 |
|
Beta |
|
1/5/1900 |
|
35 |
|
Beta |
|
9 Yr |
|
10.78 |
|
Annualized Alpha |
|
|
1/5/1900 |
|
14.41 |
|
Annualized Alpha |
|
9 Yr |
|
18.79 |
|
Annualized Alpha |
|
1/5/1900 |
|
11.66 |
|
Annualized Alpha |
|
1/5/1900 |
|
9.57 |
|
R-Squared |
|
|
-0.3 |
|
12.34 |
|
R-Squared |
|
1/5/1900 |
|
16.85 |
|
R-Squared |
|
0.15 |
|
4.75 |
|
R-Squared |
|
5.71 |
|
8.9 |
|
Sharpe Ratio |
|
|
9 Yr |
|
11.18 |
|
Sharpe Ratio |
|
1/6/1900 |
|
16.01 |
|
Sharpe Ratio |
|
10 Yr |
|
3.6 |
|
Sharpe Ratio |
|
1/0/1900 |
|
8.17 |
|
Treynor Ratio |
|
|
1/5/1900 |
|
10.57 |
|
Treynor Ratio |
|
-1.29 |
|
15.24 |
|
Treynor Ratio |
|
12/31/1997 |
|
2.97 |
|
Treynor Ratio |
|
10 Yr |
|
7.11 |
|
Tracking Error |
|
|
1/6/1900 |
|
9.45 |
|
Tracking Error |
|
10 Yr |
|
13.95 |
|
Tracking Error |
|
Incept |
|
2.17 |
|
Tracking Error |
|
12/31/1997 |
|
6 Yr |
|
Information Ratio |
|
|
-0.49 |
|
6 Yr |
|
Information Ratio |
|
12/31/1997 |
|
6 Yr |
|
Information Ratio |
|
1/6/1900 |
|
6 Yr |
|
Information Ratio |
|
Incept |
|
5 YR FUND |
5.32 |
0.0532 |
|
Fund |
|
|
10 Yr |
|
5 YR FUND |
6.67 |
|
Fund |
|
Incept |
|
5 YR FUND |
8.29 |
|
Fund |
|
5.85 |
|
5 YR FUND |
5.11 |
0.0511 |
|
Fund |
|
1/6/1900 |
|
UNIVERSE |
74 |
|
|
5 |
|
|
12/31/1997 |
|
UNIVERSE |
84 |
|
5 |
|
5.63 |
|
UNIVERSE |
86 |
|
4 |
|
0.19 |
|
UNIVERSE |
24 |
|
7 |
|
6.17 |
|
POLICY |
7.28 |
0.0728 |
|
15 |
|
|
Incept |
|
POLICY |
7.56 |
|
|
15 |
|
6.5 |
|
POLICY |
8.98 |
|
|
16 |
|
Fiscal Year Returns Ending September |
|
POLICY |
4.95 |
0.0495 |
|
13 |
|
1/0/1900 |
|
8 |
|
Batting Average |
35 |
|
|
6.25 |
|
48 |
|
Batting Average |
35 |
|
################################## |
|
62 |
|
Batting Average |
40 |
|
Fund |
|
27 |
|
Batting Average |
45 |
|
Fiscal Year Returns Ending September |
|
7.45 |
|
|
-2.32 |
|
|
6.52 |
|
9.94 |
|
|
-1.7 |
|
Fiscal Year Returns Ending September |
|
12.25 |
|
|
-3.62 |
|
LBAB |
|
9.45 |
|
|
-2.27 |
|
Fund |
|
6.54 |
|
|
6.85 |
|
|
-0.27 |
|
8.37 |
|
|
8.62 |
|
Fund |
|
10.37 |
|
|
14.93 |
|
Diff |
|
5 |
|
|
3.63 |
|
Policy |
|
5.92 |
|
|
9.17 |
|
|
Fiscal Year Returns
Ending September |
|
7.5 |
|
|
10.32 |
|
Policy |
|
9.37 |
|
|
18.55 |
|
9/30/2007 |
|
4.22 |
|
|
5.9 |
|
Diff |
|
5.24 |
|
|
2.13 |
|
|
Fund |
|
6.96 |
|
|
3.58 |
|
Diff |
|
8.62 |
|
|
4.95 |
|
Qtr |
|
3.64 |
|
|
-0.36 |
|
9/30/2007 |
|
4.39 |
|
Standard Deviation |
4.96 |
|
|
Policy |
|
6.14 |
|
Standard Deviation |
5.44 |
|
9/30/2007 |
|
7.52 |
|
Standard Deviation |
9.71 |
|
|
1/3/1900 |
|
2.76 |
|
Standard Deviation |
3.12 |
|
Qtr |
|
7 Yr |
|
Beta |
0.81 |
|
|
Diff |
|
7 Yr |
|
Beta |
0.85 |
|
Qtr |
|
7 Yr |
|
Beta |
0.95 |
|
|
2.85 |
|
7 Yr |
|
Beta |
0.97 |
|
|
4.24 |
|
2.46 |
|
Annualized Alpha |
-0.51 |
-0.0051 |
|
9/30/2007 |
|
4.12 |
|
Annualized Alpha |
0.22 |
0.0022 |
|
1.4 |
|
2.56 |
|
Annualized Alpha |
0 |
0 |
|
0.78 |
|
6.27 |
|
Annualized Alpha |
0.27 |
0.0027 |
|
2.44 |
|
56 |
|
R-Squared |
0.77 |
|
|
Qtr |
|
55 |
|
R-Squared |
0.94 |
|
0.63 |
|
72 |
|
R-Squared |
0.96 |
|
2007 |
|
16 |
|
R-Squared |
0.98 |
|
1/1/1900 |
|
4.92 |
|
0.97 |
|
|
2.05 |
|
4.44 |
|
1.26 |
|
1/0/1900 |
|
2.95 |
|
1.25 |
|
YTD |
|
6.12 |
|
0.46 |
|
2007 |
|
7 |
|
5.95 |
|
|
1.55 |
|
48 |
|
8.09 |
|
6/29/1905 |
|
62 |
|
12.81 |
|
1/6/1900 |
|
17 |
|
1.48 |
|
YTD |
|
5.21 |
|
2.58 |
|
|
0.5 |
|
7.73 |
|
1.64 |
|
YTD |
|
8.87 |
|
1.9 |
|
5.13 |
|
7.45 |
|
0.5 |
|
10.97 |
|
3.83 |
|
-0.99 |
|
|
2007.00 |
|
5.88 |
|
-0.88 |
|
16.64 |
|
6.1 |
|
-0.43 |
|
0.97 |
|
5.62 |
|
0.26 |
|
1/11/1900 |
|
2.63 |
|
Policy |
Policy |
|
|
YTD |
|
4.31 |
|
Policy |
Policy |
|
14.69 |
|
3.37 |
|
Policy |
Policy |
|
2006 |
|
5.02 |
|
Policy |
LBAB |
|
-0.5 |
|
1.62 |
|
4 |
|
|
11.96 |
|
3.51 |
|
4 |
|
1.95 |
|
2.4 |
|
4 |
|
3.48 |
|
4.44 |
|
7 |
|
2006 |
|
-0.61 |
|
16 |
|
|
10.88 |
|
1.81 |
|
16 |
|
2006 |
|
-0.1 |
|
16 |
|
1/3/1900 |
|
3.43 |
|
13 |
|
3.73 |
|
8 Yr |
|
65 |
|
|
1.08 |
|
8 Yr |
|
65 |
|
9.02 |
|
8 Yr |
|
60 |
|
-0.19 |
|
8 Yr |
|
55 |
|
7.52 |
|
4.24 |
|
-1.56 |
|
|
2006 |
|
4.79 |
|
-1.85 |
|
11.36 |
|
3.26 |
|
-3.99 |
|
2005 |
|
6.3 |
|
-2.44 |
|
-3.79 |
|
39 |
|
9.59 |
|
|
6.57 |
|
57 |
|
10.54 |
|
-2.34 |
|
85 |
|
16.08 |
|
2.95 |
|
14 |
|
3.81 |
|
2005 |
|
5.58 |
|
11.15 |
|
|
8.28 |
|
5.09 |
|
12.39 |
|
2005 |
|
3.96 |
|
20.07 |
|
2.8 |
|
6.2 |
|
6.25 |
|
8.2 |
|
9 |
|
3.48 |
|
|
-1.71 |
|
49 |
|
4.02 |
|
12.84 |
|
69 |
|
4.91 |
|
0.15 |
|
15 |
|
-0.81 |
|
7.39 |
|
6.31 |
|
Standard Deviation |
5.39 |
|
|
2005 |
|
7.7 |
|
Standard Deviation |
6.17 |
|
13.21 |
|
8.8 |
|
Standard Deviation |
10.03 |
|
2004 |
|
7.32 |
|
Standard Deviation |
3.19 |
|
0.81 |
|
4.65 |
|
1 |
|
|
8.42 |
|
6.01 |
|
1 |
|
-0.37 |
|
6.36 |
|
1 |
|
3.36 |
|
5.61 |
|
1 |
|
2004 |
|
3.95 |
|
0 |
|
|
9.06 |
|
5.01 |
|
0 |
|
2004 |
|
4.63 |
|
0 |
|
3.68 |
|
5.05 |
|
0 |
|
3.06 |
|
3.32 |
|
1 |
|
|
-0.64 |
|
4.28 |
|
1 |
|
12.55 |
|
3.7 |
|
1 |
|
-0.32 |
|
4.51 |
|
1 |
|
8.81 |
|
1.73 |
|
1.37 |
|
|
2004 |
|
3.13 |
|
1.35 |
|
15.46 |
|
1.99 |
|
1.29 |
|
2003 |
|
3.53 |
|
0.41 |
|
-5.75 |
|
9 Yr |
|
7.38 |
|
|
7.44 |
|
9 Yr |
|
8.33 |
|
-2.91 |
|
9 Yr |
|
12.98 |
|
5.52 |
|
9 Yr |
|
1.31 |
|
2003 |
|
5.87 |
|
0 |
|
|
10.73 |
|
5.7 |
|
0 |
|