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9125 021021 5.5. 2424
AllanceBernstein: Bernstein DV ( S &P) 0.0. 0707 16.16. 4040 12. 41 0. 92 1. 65 96.47 0. 17 3. 41
Russell 3000 Value 1. 66 17. 58 13. 32 1. 00 0. 00 100. 00 0. 06 0. 00
CreatedCreated withwith ZephyrZephyr StyleADVStyleADV ISOR.ISOR. ManagerManager returnsreturns suppliedsupplied byby eVestment eVestment Alliance Alliance illill
Fort Walton Beach General Employees' Pension Fund
Zephyr StyleADVISOR: The Bogdahn Group
Manager Risk/ Return Manager Risk/ Return
Late Mllualy- Exclusive Tirneframe: 3 Yeas Ended March 2009 Early Mutually- Exclusive Tinnefranne: 3YearsEnded March 2006
15%
25%
10%
2020
5%
c
c
15%
15%
0%
d
d
Q
5% o:
10%
10%
10%.-
O 5%
5%
15%
0%
0%
20
2% 4% 6% 8% 10% 12% 14% 16% 18% 0%
0% 2%
2% 4%
4% 6%
6% 8%
8% 10%
10% 12%
12%
wanoara Levaaon
Standard @viation
Anchor Capital: All Cap Value O Westwood: AlCap Value
AllianceBemstein: Bernstein DV ( S &P) Russell 3000 Value
Risk -Return Table Risk -Return Table
Late Mutually- Exclusive Timeframe: 3YearsEnded March 2009 1 rpnA I V.- r- 4, 4 RA ,,. k nna
ReturnReturn
Return StdStd Dev
Std DevDev AlphaAlpha
Alpha SquaredSquared
Squared SharpeSharpe
Sharpe Return Std Dev Alpha Squared Sharpe
BetaBeta
Beta Beta
NN
N NN
N RatioRatio
Ratio Ratio
Anchor Capital: All Cap Value 6.6. 61
6. 6161 15.15. 22
15. 2222 0.0. 76
0. 7676 5.5. 9191 83.83. 53
83. 5353 0.0. 66
0. 6666 Anchor Capital: All Cap Value 22. 05 9. 12 0. 74 5. 19 87. 86 2. 20
Westwood:Westwood: AIICap
Westwood: AIICapAIICap Value
ValueValue 10.10. 33
10. 3333 17.17. 53
17. 5353 0.0. 90
0. 9090 4.4. 36
4. 3636 87.87. 96
87. 9696 0.0. 78
0. 7878 Westwood: AIICap Value 25. 65 9. 27 0. 76 7. 89 90. 57 2. 55
AllianceBern3ein: Bernstein IN ( S &P) 15.15. 4141 17.17. 58
17. 5858 0.0. 94