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Contravisory: Contravisory Equity Universe Ranking Analysis
Portfolio
Trailing Performance
Returns as of: March 31, 2010
or
•
0
25%
E Median
75 % -
Universe: 100% -
eA Large Cap Core (Bottom -up, Quant)
DS VT RM MRQ Rk 1 Yr Rk 2 Yrs Rk 3 Yrs Rk 4 Yrs Rk 5 Yrs Rk 6 Yrs Rk 7 Yrs Rk 10 Yrs Rk
L 5th percentile 7.2 60.7 1.0 0.6 3.8 7.2 9.5 11.1 4.9
25th percentile 5.9 50.8 -1.3 -3.1 0.3 3.4 4.4 8.1 0.8
Median 5.3 45.5 -3.5 -4.5 -0.5 2.2 3.4 7.4 0.1
D 75th percentile 4.8 40.6 -5.0 -5.1 -1.4 1.3 2.7 6.7 -0.6
❑ 95th percentile 2.9 33.2 -8.0 -6.2 -2.1 0.8 1.8 5.8 -1.4
# of Observations 64 64 64 58 54 52 50 42 30
Contravisory IM SA GF 7.6 3 38.3 82 -3.7 51 -4.8 58 -0.1 39 2.4 45 4.5 22 9.7 11 4.8 5
Results displayed in US Dollar (USD)
eVestment Alliance (eA) collects information directly from investment management firms and other sources believed to be reliable. eA does not guarantee or warrant the accuracy, timeliness, or completeness
of the information provided and is not responsible for any errors or omissions. Performance results may be provided with additional disclosures available on eA systems and other important considerations evestment
such as fees may be applicable. Not for general distribution. Copyright 2009 - 2010 eVestment Alliance, LLC. All Rights Reserved. ALL 1 A PI C E
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• Contravisory: Contravisory Equity Universe Ranking Analysis
Portfolio Trailing Performance
Returns as of: March 31, 2010
o%
•
25%
•
F
E Median -
d
•
•
75%
O
I
Universe: 100%
eA US Large Cap Core Equity
DS VT RM MRQ Rk 1 Yr Rk 2 Yrs Rk 3 Yrs Rk 4 Yrs Rk 5 Yrs Rk 6 Yrs Rk 7 Yrs Rk 10 Yrs Rk
❑ 5th percentile 7.2 61.3 1.6 1.8 4.5 7.0 7.5 11.4 5.8
❑ 25th percentile 5.8 51.1 -0.9 -0.8 2.1 4.1 5.0 9.1 3.4
Median 5.1 46.9 -2.6 -2.5 0.6 3.1 3.9 8.0 1.5
❑ 75th percentile 4.4 42.2 -4.2 -4.3 -0.7 2.0 3.0 6.9 0.1
❑ 95th percentile 2.7 34.5 -6.6 -6.4 -2.3 0.9 1.7 5.8 -1.8
# of Observations 347 347 345 332 325 311 292 271 218
• Contravisory IM SA GF 7.6 3 38.3 87 -3.7 69 -4.8 81 -0.1 63 2.4 67 4.5 36 9.7 17 4.8 9
Results displayed in US Dollar (USD)
eVestment Alliance (eA) collects information directly from investment management firms and other sources believed to be reliable. eA does not guarantee or warrant the accuracy, timeliness, or completeness *
of the information provided and is not responsible for any errors or omissions. Performance results may be provided with additional disclosures available on eA systems and other important considerations e , eves 4ment
such as fees may be applicable. Not for general distribution. Copyright 2009 - 2010 eVestment Alliance, LLC. All Rights Reserved. A 1 1 t A h C 1
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GROUP
A Contravisory: Contravisory Equity Universe Ranking Analysis
Portfolio Calendar Performance vs. eA Large Cap Core (Bottom -up, Quant)
Returns
60
40
•
•
20 •
• •
E •
cc
-20 -
-40
60
Universe:
eA Large Cap Core (Bottom -up, Quant)
DS VT RM 2000 Rk 2001 Rk 2002 Rk 2003 Rk 2004 Rk 2005 Rk 2006 Rk 2007 Rk 2008 Rk 2009 Rk
❑ 5th percentile 8.3 -3.4 -9.2 35.2 19.2 15.5 20.1 15.4 -26.6 36.3
❑ 25th percentile 1.5 -7.8 -17.8 30.4 15.3 10.2 16.7 9.5 -34.4 27.9
Median -5.3 -10.7 -19.6 28.9 12.8 8.2 15.6 6.5 -36.9 24.6
❑ 75th percentile -7.8 -13.7 -21.9 26.7 10.9 6.3 13.8 3.2 -38.1 20.7
fl 95th percentile -11.7 -20.8 -26.7 24.3 8.9 2.6 10.4 0.1 -42.1 15.6
# of Observations 43 46 55 61 68 73 72 72 75 67
Contravisory IM SA GF 2.4 24 -4.4 6 -3.5 2 31.1 15 24.8 1 6.1 76 13.7 75 11.4 20 -35.8 36 19.2 83
Results displayed in US Dollar (USD)
eVestment Alliance (eA) collects information directly from investment management firms and other sources believed to be reliable. eA does not guarantee or warrant the accuracy, timeliness, or completeness •
of the information provided and is not responsible for any errors or omissions. Performance results may be provided with additional disclosures available on eA systems and other important considerations 1 evestment
such as fees may be applicable. Not for general distribution. Copyright 2009 - 2010 eVestment Alliance, LLC. All Rights Reserved. k h t. t i A K C r
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GROUP
• Contravisory: Contravisory Equity Universe Ranking Analysis
Portfolio Calendar Performance vs. eA US Large Cap Core Equity
Returns
80
40
•
20 •
•
E i
, 0 - ® _. _..
® 0
-20
-40 _
_60
Universe:
eA US Large Cap Core Equity
DS VT RM 2000 Rk 2001 Rk 2002 Rk 2003 Rk 2004 Rk 2005 Rk 2006 Rk 2007 Rk 2008 Rk 2009 Rk
El 5th percentile 14.2 3.1 -11.0 39.2 19.5 15.3 19.8 17.5 -25.0 41.2
❑ 25th percentile 4.8 -4.8 -17.1 30.9 14.5 10.1 16.8 11.5 -32.3 31.9
Median -2.0 -9.4 -20.4 28.3 11.6 7.4 14.7 7.8 -35.8 26.6
❑ 75th percentile -6.8 -12.9 -23.3 25.1 9.7 4.9 12.4 4.9 -38.3 22.8
❑ 95th percentile -12.7 -19.0 -28.0 20.1 5.8 0.7 8.2 0.5 -42.9 17.1
# of Observations 351 386 408 416 424 429 429 414 394 355
• Contravisory IM SA GF 2.4 32 -4.4 24 -3.5 1 31.1 24 24.8 1 6.1 65 13.7 62 11.4 25 -35.8 50 19.2 89
Results displayed in US Dollar (USD)
eVestment Alliance (eA) collects information directly from investment management firms and other sources believed to be reliable. eA does not guarantee or warrant the accuracy, timeliness, or completeness 8
of the information provided and is not responsible for any errors or omissions. Performance results may be provided with additional disclosures available on eA systems and other important considerations S evestment
such as fees may be applicable. Not for general distribution. Copyright 2009 - 2010 eVestment Alliance, LLC. All Rights Reserved. 1 A L L I A N C E