Loading...
HomeMy WebLinkAboutHandouts_Pension Public Safety_08/10/2004AUG-10-2004(TUE) 06;53 POOR PARTNERS, INC. (PAX)8632986~62 P. 001/015 ~~~A~N ~~N~~~T~N~~ ~~,~ simpli,~ying your investment decisions Facsimile Transmittal Facsimile Number: 561575 6239 Total Pages: 15 TO: Teguesta Public Safety Pension Plan FROM: Joe Bogdahn DATE: 10 August, 2004 Attached are the updated numbers vn a 50/50 Contra / Dana mix, as well as their respective fixed income numbers. The Noonan's from Contravisory will. be calling in at 10:45. My cell is 863.660.1645. Call me if you have any questions. 1 have a meeting at 9 and should be out by 10:30. Joe 62 k'ourth Street Southwest • Winter Maven, p'lorida 33880 Telephone (863) 293-$2$~ • Facsimile (843) 298-6762 Performance: Calendar Period Returns Deffi calculated uslnp Guarteriy returns 2003 ~ 2002 2001 I 200D ~- 1999 BC Dana Contra - Groea Mixed 31.881 -12.812 28a ~ -2 6 301 32 890 _ _ __ __ . __ . _ . _ - Contrdvisory Fesaarch & ManapAment Carp. - Contravlso E ul Porttollo - rY q tY 33-110 -5.80.5 i -6.272 3.714 A3.004 Grose Equal (Equity Only) ~ i Dana Invesirnent Advleon3, Inc. -Dana Large Cap Equity • Dross Slzo 3().495 -19-072 0.747 8.795 .----- 22.430 S&P 500 -- - --- ~ 28.685 -22,100 , -11.995 ___ -8.105 __ _ 21.046 Returns -- --•-•--------- ...._._. _ ........ _..... ~J AUG-10-2009(TUE) 06;53 FOOD PRRTNERS, INC, (FAK)863~986~62 P. 003/015 Performance: ~orrelatlon 7 Years Tralllnp enaing o6r~orraoa Data Calculated using Quarterly re[ums ~ Fiewrnset end Index ru ^ C ~ o BC Dana Contra -Gross Mixed ---~- 1.000 0.968 0.985 0.926 Contravlsary Research & Management Corp. - Contravlsory ~ 0.968 1.D00 ~ 0.86& 0.863 ~ E ult Ponlollo • Gross E uel t; ul Onl I ~ Dane Investment Advisors. Inc. -Dana Large Gap Equity - 0.985 o.t368 7.000 0.928 `~~ t3ross Slza , • S8P500 O.B26 ~ O.BB3 0.926 1.000 Tim©frame: 7 YeE1rs Trailing Topic: Correlallpn AUG-10-Z009(TUE) 06;53 FOOD PRRTNERS, INC. (FAK)863Z986~6Z P. 004/015 Performance: Index Relative Rlsk Statistics Benchmark: $&P SOD 7 Years Trailing ending 06/30/2004 Odta calculated us(ng Quarterly returns Alpha Eleta R-Squared 1z , .......---------------• 1.D ~---~ eo , ...---~ ---...-. 10 e a 4 2• 0 TYr Ending 06/30/2004 ~ S&P 6D0 o.a o,a 0.7 a,s 0,6 0.4 0.3 O.z 0.1 D.D TYr Ending 08/30/2004 _if BC Dana Contra -Gross Mixed ~ Contravl;,ory Research & Management Corp. - Conirevlsory Equlry Portollo -Gross Equal (Equity Only) -__ ~--I Dana Investment Advisors. Inc. -Dana large Cap Equity - G_roes Slze ---~~- - ~ + S&P 600 ~ Tlmeh&mo: 7 Years Trailing Indax: S&P 600 eo To aD so 40 30 20 10 0 1.z ,,v o.e o.a O,a o.z o,o TYr Ending 08/30/2004 Intormatlon Retlo TYr Ending 06/30!2004 t1a t3eta RSquared Trcynar Baiting InlormaUon RatlO AVOraQe Ratio 8.47 0.91 85.727 10. 67.95 1.04 11.16 0.901 74.513 13.741 67.85 0.961 5.923 0.92 88.084 7.76 71.4 I D.70! 0.000 1.000 100.000 1.503 100.000 AUG-10-2004 (TUE) 06:53 FOOD Performance: Market Capture Ratios ljenchmark: 5&P 500 7 Years Tralllnp endlnp 08/30/2004 Data calculated using Quarterly returns Up-Mar{tet Rallo Down-Market Ratb Up•MerkOt v9 Down-Market ~ -' 140 - -- - --- -------- aD ........----- - --- ---, 140 -- -- -- - -- ._ ... .......---..._.. i2a-: ~ 7D-~ 130 -' ~I 100-• aD ~ 12o i ~I I ~ j BD .~ ' ~ ~ „D n I 40- ~ 'Si 10D- ti0-~ ~ ~ ~ ~ ' 30 ~ 90-~ 40- ~ i 20- w- 20 I 10 70 I i 7Yr Tyr ea ~0 BO BO X0 0 110 120 130 14 0 Ending 06/30/2004 Ending 08/30/2004 Dawn-Mark et Ratio U Market Ratio Down•MarKet Ratio j ~ t3C Dana ConUa - Groes Mixed 121,241 70-309 __ f Conlravisory Flasaaroh ~ Management Corp- - Contravlsory Equity Portlollo -Gross Equal (Equity 130.242 64.129 ~ Only) _ CI Dana Investment Advisors, Inc. -Dana Large Cap Equity -Gross Slze t 11.2~et 78.757 t~ SB,P 500 ---- --^----- _ . -.._ 100-000 100-000 Index SB,P 500 Tlmefreme: 7 Yeare Trailing ~/ AUG-10-Z004(TUE) 06;54 FOOD PARTNERS, fNC. (FAX)863Z986~6Z P. 006/Old Performance: Return vs Risk Benchmark: S&P 500 3 Years Tralling end 6 Years Tralling endlnp Oti/3012004 Data calculated using quarterly returns 3 Years Tralling onding 06/30!2004 5 Years Trailing ending 06130x2004 10 - 15 ----- 5 0 N E ro o; -5 -10 -15 16 1~9 20 21 22 23 24 25 Standard Devlatlon _ m BC Dana Contra -Gross Mlxed_ __ _ _ ~ Conlravlsory Research & Manepement Corp. - Cantravlsory Equity Portfolio - _ Gross Equal (Equity Only) _ _ f7 Uana Investment Advisors, Inc. • Dana large Cap Equity -Gross Slze • SAP 600 10 5 U; Q E: a -5 ¢; -i0 -15 -20 i6 17 78 19 20 21 22 23 Standard Devlatlon 3 Yr ~ 6 Yr Returns SWntlartl Returns Standard Davlatlan D6vl8tion 6.OE6 18.788 8.423 17.884 8.996 _ _ 19.478 ~~ - _ 71.924 -- 20.07p 2.214 - 19.x17 4.782 16.877 -0.685 21.617 2.204 19.447 RUG-10-2004(TUE) 06,54 Performance; Fllsk Analysts [benchmark; 5&P 500 7 Years TraAing onding Oti/30r1D04 Uata calculated uaing tluflrtsrly returns Retum;s 19 r-'--- - - -...... .. ~ 16'~ 14 t2 I 10 8- 8~ ~ 4~ i 2- ~I 7Yr Ending 08/30/2004 Negative Quarters e E3C Dana Contra -Gross Mlxetl ^ Contravlsory Research S Management Carp. - Contravlsory _ Equlty Portfolio- Bross Equal (i<qulty Qnly) _ l7ana Invostmont Advlsdrs, Inc. - Qflnfl Lflrge Cflp Equlty - fl Oross 51ze Standard DovlAtlon Worst quarter Sharpe Ratlo 0.7 ........ .....-•----• D.8 1 r 0.6 0.4 0.3 0.2 0,1 - 0.0 ----- TYr Ending 060/2004 Worst 4 ~uerters a ; ---- -6 -10 - -15 -20- -25 7Yr Ending OEiJ30/2004 Irn9 ~ Standard Sharpe Hallo fJegatlve I Worst _- .. Devlellon Quarters Quarter 13- 19. _0.50 10 -13.E -11.E 16.40 20.5 - ----- 0.60 -----~ -- 101-- 11.0471 19.8831 0-3851 111 -18 ~ • S8P 500 5.235 19.855 0.07E1j 10~ -17. 71meTrame: 7 Years Tra[llnp l~ W oral 4 Quarters -2Ea.Ei21 Performance: Trailing Period Returns Benchmark: Si3~P 600 1'ralling perloas entling 06!30/2004 data calcula[ed uslnp Quarterly returns .. _~ Otr I YTD ~ 1Yr 3Yr SYr ~ 10Yr 15Yr 20Yr 6C Dana Contra -Dross Mixed 0_B9 8.343 25.5 6.09 8.4 16-8 Contravlsgry Research & Management Corp. • Cantravisory Equity 2.141 8.35 30.71 9.99 11.924 17.96 i Portfolio - Groee Equal (Equity only) _ Dana Inveetmsnt Aavlsars, Inc. -Dana Large Cap Equity - Gross Slze -0.35 3.37 20.53e 2.21 4.7 15.75 14.3 5&P 500 ~ 1.72 3.443 19.10 -O.BB -2.20 11.82 11.32 13.45 Fietums O RUG-10-2004(TUE) 06;54 FOOD PARTNERS, (NC. (FRK)863298G~6Z P. 009/015 Performance: Calendar Periad Returns Uala calculated using Quarterly retum8 20D3 2002 2001 2000 I 1999 Dana Invesrment AdvlBars, Inc. - Oana Intermediate Bond • Gros Size 3.598 I e.ae8 9.104 e.~s4 I 2.090 Rockwootl Capital Advisors -Low Duration -Gross Slze 2.880 7.11,51 8.676 10-189 1.4b1 Lehman pov/Credit-Inlertnedlete - 4.299 9.876 8.980 10.102 0.397 L.-------'----- ._. _ ... ._...---- ......-' --~~----......... - ---- ----------.. ...... Returns lJ Performance: Correlation 7 Yeare Trdlllnp ending 08/30/2004 Data Calculated using Ciuarterly returns Returnees and Index ~ w~ . ^t • Dana Investment Advisors, Ino. -Dana lntermetilale Band - ® Gross Slze 1.000 0.940 0.944 _ ^ Rockwood Capital Advisors -low Duration •Gross Slze 0.940 1.000 _ 0.958 • LB~CI I 0.944 0.968 1.000 Tlmeframe: 7 Peers Treiling Topic: Correlation RDG-10-2004(TUE) 06,55 FOOD PARTNERS, INC. (FAX)8632986~62 P, Ol l/015 Performance: Index Relative Rlsk Statistics lienchmerk: Lehman Gov/Credit-Inlermedlete 7 Years Trailing ending Ofi130/2004 Data calculated using Quarterly returns Beta 0.8 ~ - -----_.__........_.. . 0,7 -~ 7Yr Ending 06/3D/2004 60 i so .I 1 40 3b zo f ,o 0 Alpha Dana InveBtment AtlvlBOrs, Inc. -Dana Intermediate Bond - 0- ® Gross Size ^ Rockwood Capital Atlvlsors - law Duration - Gro&s $Ize 0. • Lehman Ciav/Credit-Intermedlsig 0. Tlmefreme: 7 Years Trailing Index: Lehman Gov/Credit-Intermedlale 7Yr Endlnq 08/30/2D04 Infcrmatlon Ratto o.a ,._....._ _.__~ -o.~ ' ~ -oz 03 -p,4 -0.6 .o.g -0.~ i -o-e -o.B -.._...-------...._. _.... ~ I 7Yr Ending Ofif30/2004 Beta A-Squarod ~ Troynor 6atting Infprmdt{on Ratio Average ~ Ratl_o_ ~ 0.70 88.4b2 3.79 - - 50.000 ~ 0.20A -- 0.71 93.029 3. ~ - --~- 53.571 ~~ ~ ' -- -0.391 1.00 ioo.ao , Z.esa i oo.ooo i~ eatt{ng Average 7Yr Endlnq 06/30/2004 RUG-10-Z004(TUE) 06;55 FOOD PRRTNERS, iNC. (FAX)863Z986~6Z P.O1Z/015 Performance: Market Gapture F~atios BgnchmaM1t: t.ehmAn Gov/Crealt-intermediate 7 Year Trailing ending Ofil3012aD4 Data calculated using t7uarterly returns rn Ending 08/30/2004 7Yr Endln® 08/30!2004 Its ~10- .4 106 • ~ 100 ~ 95- a BO 86 20 40 f90 AO 100 120 140 tgp 1p0 Down-Market faetlo ~ Up-Market Ratio Down-Market Ratio ~ 17anA Investment Advisors, Inc. -Dana lntermedlate Band -Gross Slze 1 91.865 38.150 ^ RtICkw00d Capital Advisors - law Durallon - Gro68 Size 88.893 34.894 • Lohman Gov/Credit-Inlermedlste 100.000 100.000 Index: Lehman Dov/Credlt-Intermediate Tlmeframe: 7 Years Tralllnp C~ Up-Market vs Down-Market AUG-10-2004(TUE) 06;55 FOOD PARTNERS, INC. (FAX)8632986T6Z P. 013/015 Performance: Return vs Risk - Benchmark: Lehman Gov/Credlt•Intermedlata 3 Years Trelling end b Years Trailing ending 06x30/2004 Detfl calCUleted using t]uarterly returns 3 Years Trailing cnding 06/30/2004 5 Years 1'ralling ending 06/30/2DD4 7.6 7 ~ 7 r_o 7 6.5 ~ N 6 Ei tr s.a a~ s d. s ~_~ 6 5.0 e 5 ... _ . 3Yr 5Yr ~ i Rolurns Standard Returng Standard i .___ _________...__,_____.... C9 Darts Investment Advisors, inc. -Duna Intennedlatg Boyd - Gross Slze Dovlatlon ~ 5.338 3 221 Deviation 6.337 2 993 s ockwood Capital Advisors -low Durallon • Gross Slze . 5_ 08A 3.166 i _ , 8.129 ~ 2.852 • Lehman Gov/Credit-Intermediate 8.207 4,304 j 6.7b~ 3.668 i2 -- , 2.5 3.0 3.5 4.0 4. Standard Deviation AOG-10-2009(TOE) 06.55 FOOD PARTNERS, INC, (FAK)8632986~62 P. 019/015 Rerformance: Risk Analysis Eienchmark: l-ehmun Gov~Gredit-Int9mtedlata 7' Years Trailing ending 08x30/2004 Uata calculated uslnp Quarterly returns Returns TYr Ending Ofi/30/200a t.o a.9 ~f o.e ; o.~- 0.9 ~; 0.5 ' I 0.4 0,3 0.2 - 0-1 0.0 Sharpe Hstlo Negative Quarters worst quartet worst 4 Quartote 5 i._-._.-...... ----~ 0.0 4~ ~ -0.5- 0.4 ~ I~ 3.. -7.0 - ~ 0.2 -~ - -°f 2 -t.6 ~ 0.0 ... •2.0 - ~ -0.2 i 1 y ~ -0.4 0 - -- -0.0 TYr .3.0 -- - --rir I -O.B ~ ~ ---------- 7Yr Ending 06x30/2004 Ending 06/30/2004 Endlnp 08/30/2004 RCturns Stdntlertl Sharpe Hatto Negative I Worst ...-- - Worst 4 dcvlallpn Quarters duerter Quarters ~ ana nvgstmenl AdviBOrB, Inc. -Cana Intemtedlate Bond - Gross 51ze 8.3 2.681 0.990 1. - -. - - 0.00 ^ Rockwood Capital Advl6ore -Low Curatlon -Dross Slze • Lehman Gov/CredlbInterm di t 8.182 1 2.751 0.8 2 -~-- ~ -1-301 ~°~~ 0.410 e a e 6.631 3.5011 0.827 5 -2,518 -0.05 Ime rame: 7 Yesre TrelUng 13 7Yr Endlnp p8/30/2004 Performance: Trolling Period Returns Benchmark: Lehman aov/Credh-Intermediate !'rolling periods endln® 06!30/2004 C1ate calculated using Quflrterly returns __ _ Qtr ~ YTD 1Yr 9Yr 5Yr 10Yr 15Yr 20Yr c- - DAna Intermediate Bond -Dross Slze -t.65 ~ 0.12 0.00 5.33 6.33 Dana InvestmpntAdvlsors, In...., .~-.... -_..---------------- .......... . .._.-. -.--._...._..-------------... .. ---........ I ROCkwOOd a Ital Advisors -low Duration -Gross Size -1.301_ __0.01 _ _ 0-a1 5.0 6.12 6.53 Lehman C3ov/Credit-Intermediate -2.61 0.100 -0.058 6.20 8.750 6.69 7.3441 B.B40 Returns ---- - ---..._..... ~_~