|
|
September 30, 2009(Benchmark: Russell 1000 Growth)
|
| Valuation |
Fund Asset Coverage |
Securities Coverage |
Fund Positions |
Benchmark Positions |
| Dividend Yield |
99% |
79/80 |
1.3% |
1.6% |
| Price/Book |
99% |
79/80 |
2.9 |
3.6 |
| Price/Cashflow |
99% |
79/80 |
8.1 |
11.1 |
| Price/Earnings (IBES 1 Year Forecast) |
99% |
79/80 |
13.9 |
15.4 |
| Price/Earnings Trailing |
99% |
79/80 |
15.9 |
17.9 |
| Price/Earnings Trailing, ex negative earnings |
99% |
79/80 |
15.6 |
17.2 |
| Price/Sales |
99% |
79/80 |
1.2 |
1.6 |
| Return on Equity 5 Year Average |
99% |
78/80 |
21.7% |
22.6% |
| Return on Equity 1 Year Trailing |
98% |
78/80 |
19.3% |
22.1% |
| Price Earnings/Growth (IBES Forecast) |
95% |
75/80 |
1.4 |
1.4 |
| |
| Growth |
Fund Asset Coverage |
Securities Coverage |
Fund Positions |
Benchmark Positions |
| 1 Year EPS Growth (IBES Forecast) |
99% |
79/80 |
14.8% |
15.1% |
| 1 Year Sales/Share Growth |
99% |
79/80 |
11.9% |
11.5% |
| EPS Growth 1 Year Trailing |
99% |
79/80 |
5.9% |
6.3% |
| Long Term EPS Growth (IBES Forecast) |
95% |
75/80 |
11.3% |
11.9% |
| EPS Growth 5 Year Trailing |
82% |
57/80 |
15.8% |
15.1% |
| |
| Size |
Fund Asset Coverage |
Securities Coverage |
Fund Positions |
Benchmark Positions |
| Mean Market Cap ($ Billions) |
100% |
80/80 |
$27 |
$12.2 |
| Median Market Cap ($ Billions) |
100% |
80/80 |
$9.5 |
$4.1 |
| Weighted Average Market Cap ($ Billions) |
100% |
80/80 |
$57.4 |
$68.6 |
| Weighted Median Market Cap ($ Billions) |
100% |
80/80 |
$17.9 |
$36.2 |
| |
| Market Cap Ranges (%) |
|
|
Fund Positions |
Benchmark Positions |
| >$50 Billion |
|
|
30.3% |
43.5% |
| >$20-50 Billion |
|
|
15.3% |
19.6% |
| >$10-20 Billion |
|
|
19.6% |
13.1% |
| >$2-10 Billion |
|
|
27.6% |
22.1% |
| >$0.5-2 Billion |
|
|
7.2% |
1.7% |
| $0-0.5 Billion |
|
|
0% |
0% |
| Not Available |
|
|
0% |
0% |
* Note: Includes U.S. and Foreign Equities, includes Convertibles.
|
|
July 1, 2009 to September 30, 2009(Benchmark: Russell 1000 Growth)
|
|
Average Weight (actual) |
Average Weight (rescaled) |
Contribution to Relative Return |
| MSCI/S&P Sector |
Fund |
Benchmark |
Relative |
Fund |
Benchmark |
Relative |
Security Selection |
Market Selection |
Total (rescaled) |
Total (actual) |
| Information Technology |
31.9% |
31.7% |
.2% |
32.1% |
31.7% |
.4% |
0.88% |
0.06% |
0.94% |
0.92% |
| Energy |
4.6% |
4.2% |
.4% |
4.6% |
4.2% |
.4% |
0.47% |
-0.02% |
0.46% |
0.46% |
| Telecommunication Services |
.3% |
.6% |
-.3% |
.3% |
.6% |
-.3% |
0.02% |
0.02% |
0.03% |
0.03% |
| Health Care |
16.7% |
16.8% |
-.1% |
16.8% |
16.8% |
0% |
0.03% |
0.00% |
0.03% |
0.03% |
| Utilities |
.5% |
1% |
-.5% |
.5% |
1% |
-.5% |
-0.05% |
0.03% |
-0.02% |
-0.02% |
| Materials |
3.5% |
4% |
-.5% |
3.5% |
4% |
-.4% |
-0.01% |
-0.02% |
-0.03% |
-0.03% |
| Consumer Discretionary |
10.8% |
10.3% |
.4% |
10.9% |
10.3% |
.5% |
-0.78% |
0.38% |
-0.40% |
-0.41% |
| Financials |
4.6% |
5.1% |
-.5% |
4.7% |
5.1% |
-.5% |
-0.49% |
0.08% |
-0.41% |
-0.41% |
| Consumer Staples |
16% |
16.2% |
-.2% |
16.1% |
16.2% |
0% |
-0.92% |
0.15% |
-0.77% |
-0.77% |
| Industrials |
10.4% |
10.1% |
.3% |
10.5% |
10.1% |
.4% |
-0.93% |
-0.13% |
-1.06% |
-1.06% |
| Total Primary Assets |
99.3% |
100% |
|
100% |
100% |
|
-1.78% |
0.55% |
-1.23% |
-1.24% |
| Cash |
.7% |
0% |
|
-0.05% |
| Other Investments |
0% |
0% |
|
0.02% |
| Net Expenses |
|
-0.21% |
|
Totals |
100% |
100% |
|
-1.49% |
| |
Cumulative Returns -
July 1, 2009 to September 30, 2009
(Benchmark: Russell 1000 Growth)
|
| Fund Return |
|
12.5% |
| Benchmark Return |
|
14% |
| Relative Return |
|
-1.5% |
|
|
October 1, 2008 to September 30, 2009(Benchmark: Russell 1000 Growth)
|
|
Average Weight (actual) |
Average Weight (rescaled) |
Contribution to Relative Return |
| MSCI/S&P Sector |
Fund |
Benchmark |
Relative |
Fund |
Benchmark |
Relative |
Security Selection |
Market Selection |
Total (rescaled) |
Total (actual) |
| Energy |
7.8% |
7.5% |
.4% |
7.9% |
7.5% |
.5% |
2.20% |
0.06% |
2.27% |
2.25% |
| Health Care |
15.5% |
15.5% |
0% |
15.6% |
15.5% |
.1% |
0.91% |
-0.06% |
0.85% |
0.82% |
| Materials |
3.4% |
3.9% |
-.4% |
3.5% |
3.9% |
-.4% |
0.34% |
-0.02% |
0.33% |
0.33% |
| Utilities |
1.2% |
1.7% |
-.5% |
1.2% |
1.7% |
-.5% |
0.16% |
0.04% |
0.20% |
0.19% |
| Telecommunication Services |
.4% |
.7% |
-.3% |
.4% |
.7% |
-.3% |
-0.15% |
0.00% |
-0.15% |
-0.16% |
| Consumer Staples |
14.1% |
14.5% |
-.4% |
14.2% |
14.5% |
-.3% |
-1.03% |
-0.10% |
-1.13% |
-1.13% |
| Financials |
4% |
4% |
0% |
4% |
4% |
0% |
-1.87% |
0.23% |
-1.64% |
-1.63% |
| Industrials |
12.3% |
12% |
.3% |
12.4% |
12% |
.4% |
-2.32% |
0.09% |
-2.23% |
-2.21% |
| Information Technology |
30.2% |
30.3% |
-.1% |
30.4% |
30.3% |
.1% |
-2.41% |
-0.19% |
-2.60% |
-2.60% |
| Consumer Discretionary |
10.3% |
9.9% |
.4% |
10.4% |
9.9% |
.5% |
-2.66% |
-0.33% |
-2.99% |
-2.98% |
| Total Primary Assets |
99.2% |
100% |
|
100% |
100% |
|
-6.84% |
-0.26% |
-7.10% |
-7.12% |
| Cash |
.8% |
0% |
|
0.26% |
| Other Investments |
0% |
0% |
|
0.04% |
| Net Expenses |
|
-0.63% |
|
Totals |
100% |
100% |
|
-7.45% |
| |
Cumulative Returns -
October 1, 2008 to September 30, 2009
(Benchmark: Russell 1000 Growth)
|
| Fund Return |
|
-9.3% |
| Benchmark Return |
|
-1.9% |
| Relative Return |
|
-7.5% |
|