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Fort Walton Beach Council agenda — 05-26-09 regular — reading text
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13. 55%
CreatedCreated withwith ZephyrZephyr StyleADVISOR.StyleADVISOR. ManagerManager returnsreturns suppliedsupplied byby eVestment eVestment AllianceAlliance ia,i a,
Fort Walton Beach General Employees` Pension Fund
Zephyr StyleADVISOR: The Bogdahn Group
Rank vs Universe: Rolling 3 -Year Alpha Rank
Zephyr Large Core Universe (eVestment Quarterly)
c
c
Cz
L
CL
042002 032003 032004 Q3 2005 032006 032007 03 2006 Q1 2009
O 50 %AIEtheia Growth, 50 %Anchor ACV ® 50 %Aldheia Growth, 50 %VAbstw and ACV • 50 %Aletheia Growh, 50 %AB Diversif. Value
Russell 3000 5th to 25th Percentile
25th Percentile to Median Median to 75th Percentile 75th to 95th Percentile
Rolling 3 -Year Alpha
Mar 2004 Sep 2004 Mar 2005 Sep 2105 Mar 2006 Dec 2006 Mar 2007 Dec 2007 Jun 2008 Sep 2006 Dec 2008 Mar 2009
501/. Aletheia Growth, 50 %Anchor ACV 5. 38 5. 13 9. 19 11. 77 12. 67% 10. 25% 10. 16% 10. 32% 9. 38% 5. 38% 5. 75% 4. 96
50 1/. Aletheia Growth, 501/.W estwood ACV N/ A N/ A N/ A 11. 64 13. 94% 12. 34% 12. 64% 11. 71% 9. 68% 5. 57% 5. 70% 4. 49%
50 %Aletheia Growth, 50 %AB Div esi . Vilue 5. 78 3. 91 6. 98 7. 94 9. 08% 7. 80 % 7. 24% 7. 06% 5. 67% 2. 38% 2. 31% 1. 50%
Russell 3000 0. 00 0. 00 0. 00 0. 00 0. 00% 0. 00% 0. 00% 0. 00% 0. 00% 0. 00% 0. 00% 0. 00%
CreatedCreated withwith ZephyrZephyr StyleADVStyleADV ISOR.ISOR. ManagerManager returnsreturns suppliedsupplied byby eVestmenteVestment AllianceAlliance
Fort Walton Beach General Emolovees' Pension Fund
Zephyr StyleADVISOR: The Bogdahn Group
Manager Risk /Return
Longest Concurrent Timeframe: 6 Years Ended March 2009
mw
c
a:
0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20%
Standard Deviation
0 50 %Aletheia Growth, 50 %Anchor ACV 40 50 %Aletheia Growth, 50 %Westwood ACV
50 %Aletheia Growth, 50 %AB Diversif. Value Russell 3000
Risk -Return Table
Lonaest Concurrent Timeframe: 6 Years Ended March 2009
Return Std Dev Downside Beta Alpha R- Sqared Sharpe Tracking Error
N N Risk ( %) vs. Market vs. Market vs. Market Ratio vs. Market
50 1/. Aletheia GroNth, 50 1/. Anchor ACV 9. 39 17. 81 13. 84 1. 03 8. 00 88.67 0. 37 6. 02
50 1/oAletheiaGrowth, 50 1/oWestwood ACV 9. 00 18. 86 14. 79 1. 10 7. 63 90. 17 0. 33 6. 14
50 1/. AletheiaGrowth, 50 %AB Diversf. Value 5. 84 18. 90 14. 57 1. 13 4. 43 93.73 0. 17 5. 15
Russell 3000 1. 49 16. 26 12. 39 1. 00 0. 00 100. 00 0. 08 0. 00
atat
CreatedCreated withwith ZephyrZephyr StyleADVISOR.StyleADVISOR. Manager Manager returnsreturns suppliedsupplied byby eVestment eVestment AllianceAlliance
Fort Walton Beach General Employees' Pension Fund
Zephyr StyleADVISOR: The Bogdahn Group
Manager Risk/ Return Manager Risk/ Return
Late Muualy- Exclusive Timeframe: 3 Yeas Ended March 2009 Early Mutually- Exclusive Timeframe: 3YearsEnded March 2006
15%
10%
c 5% c
d
0% d
2
5%
10% 0
15Ob/ 5% 10% 20%
15% 2% 4% 6% 8%
Standard aviation Standard Ibviation
O 50 %Aletheia Growth, 50 %Anchor ACV 0 50 %Aletheia Grow4h, 50 %Westw ood FCV
50 %Aletheia Growth, 50 %AB Diversif. Value Russell 3000
Risk -Return Table Risk -Return Table
LateMutualy- Exclusive Timeframe: 3YearsEnded March 2nn9 I atonAid, allv_Fvrriic mTi , d..,„ o I V.- C: J- 4 RA -, k onnc
ReturnReturn StdStd DevDev AlphaAlpha SquaredSquared Sharpe Return Std Dev
BetaBeta Alpha Squared Sharpe
Beta
NN Ratio N Ratio