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Major Asset Class
Performance and Momentum |
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1 |
2 |
3 |
4 |
|
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12.0x |
|
<---Slope weighting |
|
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REPORT FOR MONTH= |
10 |
|
2008 |
|
|
See "Help" page
for understanding and using this report. |
|
|
|
-8.8 |
|
Annualized |
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
14% |
86% |
|
<---Implied Relative Weighting |
|
|
Asset Category |
Cat # |
Not Valid(1) Flg |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1-Mo |
Tot Ret 3-Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Anlzd 3 Yr |
R2 3 Yr |
Std Dev 3 Yr |
Beta 3 Yr |
Sharpe Ratio |
Period Average APA |
APA*13/StD S-Shrp |
*1/R2 Lo-Corr |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6, & 12 Months |
Wtd Slpe 3, 6, & 12 Months |
3-->12 Return Avg + Slope |
Asset Category |
|
| 1 |
Cat: Bear-Market |
1 |
0 |
19.73 |
26.65 |
27.52 |
17.78 |
6.95 |
31.45 |
38.34 |
16.71 |
26.26 |
34.58 |
48.23 |
3.76 |
14.00 |
19.90 |
14.85 |
0.06 |
105.7 |
69.1 |
493.4 |
200.5 |
105.0 |
69.2 |
48.2 |
56.8 |
35.9 |
20.9 |
49.3 |
28.4 |
105.7 |
74.1 |
74.1 |
340.9 |
415.0 |
Cat: Bear-Market |
1 |
| 2 |
Cat: Short Government |
32 |
0 |
(0.47) |
(0.88) |
0.05 |
(0.41) |
(0.66) |
0.83 |
1.74 |
(0.41) |
0.26 |
0.11 |
3.35 |
3.97 |
43.00 |
1.77 |
0.38 |
0.06 |
(0.1) |
(0.6) |
(1.3) |
(4.9) |
1.0 |
0.2 |
3.4 |
(2.3) |
0.8 |
(3.1) |
(2.4) |
(1.2) |
(0.1) |
1.5 |
1.5 |
(13.9) |
(12.3) |
Cat: Short Government |
2 |
| 3 |
Cat: Intermediate Government |
16 |
0 |
(1.66) |
(2.48) |
(1.11) |
(1.24) |
(1.80) |
(0.67) |
(0.41) |
(1.62) |
(0.81) |
(1.88) |
1.62 |
3.41 |
69.00 |
3.01 |
0.80 |
(0.15) |
(6.2) |
(26.8) |
(38.8) |
(19.4) |
(3.2) |
(3.8) |
1.6 |
(4.9) |
0.5 |
(5.4) |
(6.3) |
(2.4) |
(6.2) |
(1.8) |
(1.8) |
(29.2) |
(31.0) |
Cat: Intermediate Government |
3 |
| 4 |
Cat: Ultrashort Bond |
45 |
0 |
(1.62) |
(2.04) |
(2.16) |
(1.37) |
(0.89) |
(3.81) |
(5.71) |
(2.02) |
(3.21) |
(4.05) |
(5.94) |
0.59 |
16.00 |
2.74 |
0.22 |
(1.15) |
(12.8) |
(60.6) |
(379.0) |
(24.2) |
(12.8) |
(8.1) |
(5.9) |
(6.9) |
(4.7) |
(2.2) |
(6.0) |
(3.5) |
(12.8) |
(9.0) |
(9.0) |
(41.4) |
(50.4) |
Cat: Ultrashort Bond |
4 |
| 5 |
Cat: Short-Term Bond |
33 |
0 |
(1.34) |
(2.15) |
(1.76) |
(1.35) |
(0.11) |
(3.53) |
(4.52) |
(1.98) |
(3.75) |
(4.64) |
(3.77) |
1.22 |
47.00 |
2.81 |
0.54 |
(0.89) |
(13.0) |
(59.9) |
(127.5) |
(23.8) |
(15.0) |
(9.3) |
(3.8) |
(11.2) |
(5.7) |
(5.5) |
(6.6) |
(5.6) |
(13.0) |
(9.3) |
(9.3) |
(67.4) |
(76.7) |
Cat: Short-Term Bond |
5 |
| 6 |
Cat: Long Government |
23 |
0 |
(4.12) |
(6.49) |
(2.03) |
(3.93) |
(4.03) |
(2.05) |
(1.92) |
(4.40) |
(2.56) |
(3.57) |
2.35 |
3.71 |
74.00 |
8.85 |
2.49 |
0.01 |
(17.0) |
(24.9) |
(33.7) |
(52.8) |
(10.2) |
(7.1) |
2.4 |
(12.6) |
(3.1) |
(9.5) |
(16.9) |
(6.3) |
(17.0) |
(5.0) |
(5.0) |
(75.5) |
(80.6) |
Cat: Long Government |
6 |
| 7 |
Cat: Intermediate-Term Bond |
17 |
0 |
(3.37) |
(4.74) |
(4.17) |
(3.40) |
(1.18) |
(6.88) |
(8.37) |
(4.34) |
(7.05) |
(8.92) |
(7.20) |
0.22 |
71.00 |
4.57 |
1.16 |
(0.73) |
(26.3) |
(74.9) |
(105.5) |
(52.1) |
(28.2) |
(17.8) |
(7.2) |
(21.0) |
(10.4) |
(10.6) |
(14.5) |
(10.5) |
(26.3) |
(17.7) |
(17.7) |
(126.0) |
(143.7) |
Cat: Intermediate-Term Bond |
7 |
| 8 |
Cat: World Bond |
47 |
0 |
(4.52) |
(6.88) |
(3.95) |
(5.43) |
(1.82) |
(8.84) |
(8.15) |
(5.36) |
(10.49) |
(11.67) |
(7.82) |
1.25 |
42.00 |
6.66 |
1.38 |
(0.41) |
(34.4) |
(67.1) |
(159.7) |
(64.3) |
(42.0) |
(23.3) |
(7.8) |
(34.1) |
(18.6) |
(15.5) |
(18.8) |
(17.1) |
(34.4) |
(24.4) |
(24.4) |
(204.8) |
(229.2) |
Cat: World Bond |
8 |
| 9 |
Cat: Long-Short |
24 |
0 |
(4.76) |
(5.75) |
(6.93) |
(4.51) |
(1.84) |
(11.15) |
(13.67) |
(6.68) |
(10.64) |
(12.81) |
(14.45) |
(0.36) |
12.00 |
8.55 |
(5.83) |
(0.48) |
(40.7) |
(61.9) |
(515.7) |
(80.2) |
(42.6) |
(25.6) |
(14.5) |
(28.1) |
(16.9) |
(11.2) |
(21.4) |
(14.1) |
(40.7) |
(27.5) |
(27.5) |
(168.7) |
(196.2) |
Cat: Long-Short |
9 |
| 10 |
Cat: Long-Term Bond |
25 |
0 |
(4.96) |
(7.28) |
(6.79) |
(5.30) |
(0.47) |
(11.86) |
(14.03) |
(6.91) |
(12.12) |
(14.79) |
(13.62) |
(1.94) |
67.00 |
7.31 |
1.92 |
(0.68) |
(43.7) |
(77.6) |
(115.9) |
(82.9) |
(48.5) |
(29.6) |
(13.6) |
(34.9) |
(18.9) |
(16.0) |
(22.7) |
(17.4) |
(43.7) |
(30.6) |
(30.6) |
(209.2) |
(239.7) |
Cat: Long-Term Bond |
10 |
| 11 |
Cat: Inflation-Protected Bound |
15 |
0 |
(7.12) |
(10.07) |
(6.41) |
(7.63) |
(4.37) |
(9.49) |
(8.96) |
(8.65) |
(11.95) |
(11.33) |
(6.01) |
0.50 |
72.00 |
7.55 |
2.12 |
(0.42) |
(45.1) |
(77.6) |
(107.8) |
(103.8) |
(47.8) |
(22.7) |
(6.0) |
(41.8) |
(25.1) |
(16.7) |
(31.9) |
(20.9) |
(45.1) |
(25.5) |
(25.5) |
(250.7) |
(276.2) |
Cat: Inflation-Protected Bound |
11 |
| 12 |
Cat: High Yield Muni |
14 |
0 |
(7.46) |
(8.48) |
(9.82) |
(8.32) |
(3.20) |
(14.53) |
(17.05) |
(9.42) |
(14.31) |
(15.42) |
(18.99) |
(4.30) |
56.00 |
7.97 |
1.18 |
(1.00) |
(55.0) |
(89.8) |
(160.3) |
(113.0) |
(57.2) |
(30.8) |
(19.0) |
(38.3) |
(26.4) |
(11.8) |
(30.9) |
(19.1) |
(55.0) |
(35.7) |
(35.7) |
(229.5) |
(265.2) |
Cat: High Yield Muni |
12 |
| 13 |
Cat: Multisector Bond |
30 |
0 |
(8.30) |
(10.13) |
(10.22) |
(8.36) |
(4.47) |
(14.32) |
(16.32) |
(9.69) |
(14.45) |
(16.61) |
(16.54) |
(1.76) |
39.00 |
7.71 |
1.56 |
(0.71) |
(56.0) |
(94.4) |
(241.9) |
(116.3) |
(57.8) |
(33.2) |
(16.5) |
(41.3) |
(24.6) |
(16.7) |
(32.4) |
(20.6) |
(56.0) |
(35.9) |
(35.9) |
(247.6) |
(283.4) |
Cat: Multisector Bond |
13 |
| 14 |
Cat: Conservative Allocation |
2 |
0 |
(7.79) |
(9.11) |
(10.34) |
(7.82) |
(3.88) |
(15.18) |
(18.25) |
(9.47) |
(14.23) |
(17.58) |
(19.43) |
(1.61) |
87.00 |
7.76 |
0.62 |
(0.69) |
(56.3) |
(94.3) |
(108.4) |
(113.6) |
(56.9) |
(35.2) |
(19.4) |
(37.5) |
(21.8) |
(15.7) |
(30.4) |
(18.7) |
(56.3) |
(37.2) |
(37.2) |
(224.9) |
(262.1) |
Cat: Conservative Allocation |
14 |
| 15 |
Cat: Specialty-Health |
39 |
0 |
(14.74) |
(15.56) |
(16.37) |
(19.38) |
(7.67) |
(18.47) |
(22.91) |
(14.38) |
(19.56) |
(14.63) |
(25.30) |
(2.82) |
64.00 |
14.77 |
0.78 |
(0.39) |
(76.3) |
(67.2) |
(105.0) |
(172.6) |
(78.2) |
(29.3) |
(25.3) |
(52.9) |
(49.0) |
(4.0) |
(49.1) |
(26.5) |
(76.3) |
(44.3) |
(44.3) |
(317.6) |
(361.9) |
Cat: Specialty-Health |
15 |
| 16 |
DIAMONDS Trust, Series 1 |
49 |
0 |
(11.78) |
(10.90) |
(15.37) |
(13.25) |
(7.60) |
(22.06) |
(28.10) |
(13.71) |
(17.28) |
(26.20) |
(31.05) |
(1.29) |
93.00 |
13.63 |
0.88 |
(0.32) |
(79.3) |
(75.6) |
(81.3) |
(164.5) |
(69.1) |
(52.4) |
(31.1) |
(38.1) |
(16.7) |
(21.3) |
(41.7) |
(19.0) |
(79.3) |
(50.9) |
(50.9) |
(228.4) |
(279.3) |
DIAMONDS Trust, Series 1 |
16 |
| 17 |
Cat: Moderate Allocation |
29 |
0 |
(10.86) |
(12.48) |
(14.54) |
(10.95) |
(5.47) |
(21.61) |
(26.54) |
(13.33) |
(19.89) |
(24.35) |
(28.88) |
(3.68) |
92.00 |
11.62 |
0.97 |
(0.61) |
(79.3) |
(88.7) |
(96.4) |
(160.0) |
(79.6) |
(48.7) |
(28.9) |
(50.7) |
(30.9) |
(19.8) |
(42.4) |
(25.3) |
(79.3) |
(52.4) |
(52.4) |
(304.1) |
(356.5) |
Cat: Moderate Allocation |
17 |
| 18 |
SPDR Gold Shares |
52 |
0 |
(19.26) |
(27.83) |
(11.15) |
(15.78) |
(22.28) |
(15.70) |
(13.49) |
(16.14) |
(20.80) |
(16.60) |
(9.26) |
15.42 |
3.00 |
20.18 |
(7.60) |
0.62 |
(79.8) |
(51.4) |
(1714.4) |
(193.7) |
(83.2) |
(33.2) |
(9.3) |
(73.9) |
(50.0) |
(23.9) |
(60.3) |
(37.0) |
(79.8) |
(41.9) |
(41.9) |
(443.6) |
(485.5) |
SPDR Gold Shares |
18 |
| 19 |
Cat: High Yield Bond |
13 |
0 |
(13.11) |
(14.04) |
(17.10) |
(12.93) |
(8.37) |
(21.46) |
(23.77) |
(15.41) |
(21.15) |
(23.96) |
(25.33) |
(4.79) |
22.00 |
11.29 |
1.72 |
(0.72) |
(85.7) |
(98.7) |
(448.5) |
(184.9) |
(84.6) |
(47.9) |
(25.3) |
(59.3) |
(36.7) |
(22.6) |
(51.5) |
(29.6) |
(85.7) |
(52.6) |
(52.6) |
(355.6) |
(408.2) |
Cat: High Yield Bond |
19 |
| 20 |
Cat: World Allocation |
46 |
0 |
(11.22) |
(14.05) |
(14.70) |
(11.03) |
(5.10) |
(24.11) |
(28.86) |
(14.38) |
(23.23) |
(27.73) |
(31.12) |
(0.68) |
86.00 |
12.93 |
1.04 |
(0.31) |
(88.0) |
(88.5) |
(102.9) |
(172.6) |
(92.9) |
(55.5) |
(31.1) |
(61.8) |
(37.5) |
(24.3) |
(46.2) |
(30.9) |
(88.0) |
(59.8) |
(59.8) |
(370.8) |
(430.6) |
Cat: World Allocation |
20 |
| 21 |
zCat: Micro Cap Value |
55 |
0 |
(2.66) |
(5.36) |
1.71 |
0.00 |
(6.97) |
(14.88) |
(27.93) |
(18.58) |
(22.48) |
(4.53) |
(33.83) |
(5.29) |
70.00 |
16.52 |
0.94 |
(0.45) |
(88.9) |
(70.0) |
(100.0) |
(223.0) |
(89.9) |
(9.1) |
(33.8) |
(56.1) |
(80.9) |
24.8 |
(64.8) |
(28.0) |
(88.9) |
(44.3) |
(44.3) |
(336.5) |
(380.8) |
zCat: Micro Cap Value |
21 |
| 22 |
Cat: Specialty-Utilities |
44 |
0 |
(9.04) |
(14.79) |
(15.44) |
(5.72) |
(0.23) |
(26.27) |
(34.01) |
(13.48) |
(26.11) |
(30.76) |
(34.72) |
0.32 |
66.00 |
16.45 |
0.89 |
(0.13) |
(90.6) |
(71.6) |
(108.5) |
(161.8) |
(104.4) |
(61.5) |
(34.7) |
(69.7) |
(42.9) |
(26.8) |
(42.4) |
(34.9) |
(90.6) |
(66.9) |
(66.9) |
(418.3) |
(485.2) |
Cat: Specialty-Utilities |
22 |
| 23 |
SPDRs |
51 |
0 |
(13.09) |
(13.56) |
(17.46) |
(14.24) |
(7.11) |
(26.21) |
(32.64) |
(16.52) |
(23.11) |
(29.25) |
(35.95) |
(5.10) |
100.00 |
14.91 |
1.00 |
(0.54) |
(96.3) |
(84.0) |
(84.0) |
(198.2) |
(92.4) |
(58.5) |
(36.0) |
(56.5) |
(33.9) |
(22.6) |
(52.1) |
(28.2) |
(96.3) |
(62.3) |
(62.3) |
(338.9) |
(401.2) |
SPDRs |
23 |
| 24 |
Cat: Large Value |
21 |
0 |
(13.91) |
(13.40) |
(18.40) |
(15.05) |
(8.78) |
(26.86) |
(33.54) |
(17.11) |
(22.99) |
(30.06) |
(37.27) |
(6.14) |
93.00 |
15.36 |
0.99 |
(0.58) |
(98.7) |
(83.5) |
(89.8) |
(205.3) |
(92.0) |
(60.1) |
(37.3) |
(54.7) |
(31.8) |
(22.8) |
(53.6) |
(27.3) |
(98.7) |
(63.1) |
(63.1) |
(328.1) |
(391.3) |
Cat: Large Value |
24 |
| 25 |
Cat: Emerging Markets Bond |
6 |
0 |
(16.78) |
(19.65) |
(18.28) |
(18.45) |
(10.74) |
(23.84) |
(24.89) |
(18.56) |
(25.51) |
(25.63) |
(25.68) |
(2.83) |
35.00 |
13.34 |
2.63 |
(0.45) |
(100.4) |
(97.9) |
(279.6) |
(222.7) |
(102.0) |
(51.3) |
(25.7) |
(76.4) |
(50.8) |
(25.6) |
(64.2) |
(38.2) |
(100.4) |
(59.7) |
(59.7) |
(458.2) |
(517.8) |
Cat: Emerging Markets Bond |
25 |
| 26 |
Cat: Large Blend |
19 |
0 |
(13.87) |
(14.72) |
(18.71) |
(14.43) |
(7.64) |
(27.37) |
(34.05) |
(17.32) |
(24.64) |
(30.35) |
(37.17) |
(6.07) |
95.00 |
15.68 |
1.02 |
(0.57) |
(101.1) |
(83.8) |
(88.2) |
(207.8) |
(98.6) |
(60.7) |
(37.2) |
(61.4) |
(37.9) |
(23.5) |
(55.0) |
(30.7) |
(101.1) |
(65.5) |
(65.5) |
(368.3) |
(433.8) |
Cat: Large Blend |
26 |
| 27 |
NASDAQ 100 Trust Shares |
50 |
0 |
(13.00) |
(16.55) |
(19.66) |
(14.44) |
(1.35) |
(28.50) |
(35.64) |
(16.20) |
(27.60) |
(30.15) |
(40.04) |
(5.07) |
83.00 |
20.62 |
1.26 |
(0.34) |
(101.3) |
(63.9) |
(76.9) |
(194.4) |
(110.4) |
(60.3) |
(40.0) |
(70.4) |
(50.1) |
(20.3) |
(51.3) |
(35.2) |
(101.3) |
(70.2) |
(70.2) |
(422.2) |
(492.4) |
NASDAQ 100 Trust Shares |
27 |
| 28 |
Cat: Small Value |
36 |
0 |
(18.51) |
(17.44) |
(21.89) |
(21.52) |
(13.20) |
(25.19) |
(27.56) |
(19.97) |
(22.76) |
(24.86) |
(33.15) |
(6.37) |
79.00 |
17.72 |
1.06 |
(0.49) |
(103.4) |
(75.8) |
(96.0) |
(239.6) |
(91.0) |
(49.7) |
(33.2) |
(57.9) |
(41.3) |
(16.6) |
(66.1) |
(28.9) |
(103.4) |
(58.0) |
(58.0) |
(347.3) |
(405.3) |
Cat: Small Value |
28 |
| 29 |
Cat: Specialty-Financial |
38 |
0 |
(16.40) |
(12.16) |
(18.88) |
(21.60) |
(12.97) |
(29.26) |
(38.11) |
(18.48) |
(22.29) |
(32.79) |
(43.49) |
(13.02) |
66.00 |
19.17 |
1.03 |
(0.82) |
(105.0) |
(71.2) |
(107.9) |
(221.8) |
(89.2) |
(65.6) |
(43.5) |
(45.7) |
(23.6) |
(22.1) |
(55.8) |
(22.8) |
(105.0) |
(66.1) |
(66.1) |
(274.0) |
(340.1) |
Cat: Specialty-Financial |
29 |
| 30 |
Cat: Large Growth |
20 |
0 |
(13.47) |
(15.74) |
(19.30) |
(13.51) |
(5.33) |
(28.92) |
(36.27) |
(17.55) |
(27.32) |
(31.85) |
(38.96) |
(6.69) |
87.00 |
17.52 |
1.09 |
(0.54) |
(105.6) |
(78.4) |
(90.1) |
(210.6) |
(109.3) |
(63.7) |
(39.0) |
(70.3) |
(45.6) |
(24.7) |
(56.1) |
(35.2) |
(105.6) |
(70.6) |
(70.6) |
(421.9) |
(492.6) |
Cat: Large Growth |
30 |
| 31 |
Cat: Convertibles |
3 |
0 |
(13.75) |
(16.27) |
(18.70) |
(14.01) |
(6.03) |
(28.94) |
(33.67) |
(18.35) |
(28.49) |
(31.99) |
(36.95) |
(6.90) |
92.00 |
15.32 |
1.28 |
(0.65) |
(108.8) |
(92.3) |
(100.3) |
(220.2) |
(114.0) |
(64.0) |
(37.0) |
(77.0) |
(50.0) |
(27.0) |
(60.0) |
(38.5) |
(108.8) |
(71.6) |
(71.6) |
(462.1) |
(533.7) |
Cat: Convertibles |
31 |
| 32 |
Cat: Specialty-Technology |
43 |
0 |
(13.61) |
(16.44) |
(20.77) |
(13.99) |
(3.22) |
(31.36) |
(40.06) |
(18.26) |
(29.24) |
(33.61) |
(44.33) |
(7.43) |
78.00 |
22.10 |
1.31 |
(0.41) |
(111.9) |
(65.8) |
(84.4) |
(219.1) |
(117.0) |
(67.2) |
(44.3) |
(72.6) |
(49.7) |
(22.9) |
(57.4) |
(36.3) |
(111.9) |
(76.2) |
(76.2) |
(435.8) |
(511.9) |
Cat: Specialty-Technology |
32 |
| 33 |
Cat: Small Blend |
34 |
0 |
(18.63) |
(18.37) |
(23.35) |
(20.92) |
(11.87) |
(28.24) |
(32.14) |
(21.21) |
(26.47) |
(28.03) |
(37.24) |
(6.73) |
83.00 |
19.02 |
1.16 |
(0.47) |
(113.4) |
(77.5) |
(93.4) |
(254.5) |
(105.9) |
(56.1) |
(37.2) |
(68.6) |
(49.8) |
(18.8) |
(70.2) |
(34.3) |
(113.4) |
(66.4) |
(66.4) |
(411.8) |
(478.2) |
Cat: Small Blend |
33 |
| 34 |
Cat: Mid-Cap Value |
28 |
0 |
(16.98) |
(16.80) |
(22.46) |
(18.06) |
(10.59) |
(29.37) |
(34.17) |
(20.70) |
(26.96) |
(31.67) |
(38.13) |
(7.08) |
89.00 |
17.82 |
1.13 |
(0.54) |
(114.4) |
(83.5) |
(93.8) |
(248.4) |
(107.8) |
(63.3) |
(38.1) |
(69.7) |
(44.5) |
(25.2) |
(67.5) |
(34.9) |
(114.4) |
(69.8) |
(69.8) |
(418.3) |
(488.0) |
Cat: Mid-Cap Value |
34 |
| 35 |
zCat: Micro Cap Growth |
54 |
0 |
(23.66) |
(27.74) |
(27.30) |
(26.18) |
(13.43) |
(30.96) |
(40.28) |
(20.76) |
(28.10) |
(29.55) |
(45.44) |
(11.38) |
77.00 |
21.13 |
1.25 |
(0.66) |
(116.5) |
(71.7) |
(93.1) |
(249.1) |
(112.4) |
(59.1) |
(45.4) |
(67.0) |
(53.3) |
(13.7) |
(66.4) |
(33.5) |
(116.5) |
(72.3) |
(72.3) |
(401.8) |
(474.1) |
zCat: Micro Cap Growth |
35 |
| 36 |
Cat: Small Growth |
35 |
0 |
(17.75) |
(18.56) |
(23.59) |
(18.78) |
(10.07) |
(30.47) |
(37.17) |
(21.24) |
(28.57) |
(30.50) |
(41.57) |
(7.64) |
81.00 |
20.35 |
1.23 |
(0.48) |
(117.9) |
(75.3) |
(93.0) |
(254.9) |
(114.3) |
(61.0) |
(41.6) |
(72.7) |
(53.3) |
(19.4) |
(69.3) |
(36.4) |
(117.9) |
(72.3) |
(72.3) |
(436.3) |
(508.5) |
Cat: Small Growth |
36 |
| 37 |
Cat: Mid-Cap Blend |
26 |
0 |
(16.80) |
(17.36) |
(23.08) |
(17.46) |
(9.32) |
(30.51) |
(35.56) |
(21.07) |
(28.97) |
(32.86) |
(39.14) |
(7.05) |
86.00 |
18.85 |
1.17 |
(0.49) |
(118.4) |
(81.7) |
(94.9) |
(252.8) |
(115.9) |
(65.7) |
(39.1) |
(76.7) |
(50.2) |
(26.6) |
(69.1) |
(38.4) |
(118.4) |
(73.6) |
(73.6) |
(460.4) |
(534.0) |
Cat: Mid-Cap Blend |
37 |
| 38 |
Cat: World Stock |
48 |
0 |
(14.14) |
(16.38) |
(19.09) |
(14.03) |
(7.08) |
(32.67) |
(40.26) |
(19.45) |
(30.71) |
(36.93) |
(43.58) |
(5.69) |
90.00 |
18.63 |
0.92 |
(0.43) |
(118.4) |
(82.6) |
(91.8) |
(233.4) |
(122.8) |
(73.9) |
(43.6) |
(79.3) |
(49.0) |
(30.3) |
(61.8) |
(39.6) |
(118.4) |
(80.1) |
(80.1) |
(475.6) |
(555.7) |
Cat: World Stock |
38 |
| 39 |
Cat: Mid-Cap Growth |
27 |
0 |
(15.26) |
(17.38) |
(22.34) |
(14.78) |
(6.53) |
(32.17) |
(39.26) |
(20.40) |
(31.06) |
(35.01) |
(42.22) |
(6.86) |
82.00 |
20.13 |
1.22 |
(0.44) |
(120.3) |
(77.7) |
(94.8) |
(244.8) |
(124.2) |
(70.0) |
(42.2) |
(82.0) |
(54.2) |
(27.8) |
(66.2) |
(41.0) |
(120.3) |
(78.8) |
(78.8) |
(492.1) |
(570.9) |
Cat: Mid-Cap Growth |
39 |
| 40 |
Cat: Japan Stock |
18 |
0 |
(13.90) |
(12.59) |
(20.58) |
(12.44) |
(10.00) |
(34.53) |
(39.81) |
(20.16) |
(32.92) |
(39.94) |
(45.08) |
(14.84) |
70.00 |
19.52 |
0.86 |
(0.94) |
(124.6) |
(83.0) |
(118.6) |
(241.9) |
(131.7) |
(79.9) |
(45.1) |
(86.6) |
(51.8) |
(34.8) |
(64.2) |
(43.3) |
(124.6) |
(85.5) |
(85.5) |
(519.6) |
(605.1) |
Cat: Japan Stock |
40 |
| 41 |
zCat: Commodities |
53 |
0 |
(18.11) |
(29.12) |
(24.80) |
(8.62) |
(9.91) |
(30.36) |
(29.24) |
(22.45) |
(35.93) |
(34.83) |
(28.24) |
(6.98) |
21.00 |
27.65 |
0.59 |
(0.25) |
(127.8) |
(60.1) |
(286.0) |
(269.4) |
(143.7) |
(69.7) |
(28.2) |
(115.5) |
(74.1) |
(41.4) |
(79.8) |
(57.7) |
(127.8) |
(80.5) |
(80.5) |
(692.9) |
(773.4) |
zCat: Commodities |
41 |
| 42 |
Cat: Foreign Large Value |
10 |
0 |
(15.22) |
(16.86) |
(20.05) |
(15.20) |
(8.78) |
(35.50) |
(43.34) |
(21.21) |
(33.34) |
(40.73) |
(46.73) |
(5.96) |
94.00 |
19.05 |
0.96 |
(0.42) |
(129.0) |
(88.0) |
(93.7) |
(254.5) |
(133.4) |
(81.5) |
(46.7) |
(86.6) |
(51.9) |
(34.7) |
(67.5) |
(43.3) |
(129.0) |
(87.2) |
(87.2) |
(519.8) |
(607.0) |
Cat: Foreign Large Value |
42 |
| 43 |
Cat: Diversified Pacific/Asia |
5 |
0 |
(14.37) |
(16.62) |
(19.57) |
(13.43) |
(7.86) |
(36.82) |
(44.66) |
(20.67) |
(34.82) |
(42.39) |
(49.38) |
(3.89) |
86.00 |
21.77 |
1.05 |
(0.30) |
(130.4) |
(77.9) |
(90.5) |
(248.0) |
(139.3) |
(84.8) |
(49.4) |
(89.9) |
(54.5) |
(35.4) |
(65.0) |
(45.0) |
(130.4) |
(91.1) |
(91.1) |
(539.4) |
(630.5) |
Cat: Diversified Pacific/Asia |
43 |
| 44 |
Cat: Foreign Large Blend |
8 |
0 |
(14.77) |
(17.36) |
(19.66) |
(14.18) |
(7.89) |
(36.35) |
(44.21) |
(21.26) |
(34.91) |
(41.64) |
(47.60) |
(5.35) |
96.00 |
19.89 |
1.02 |
(0.37) |
(131.4) |
(85.9) |
(89.5) |
(255.1) |
(139.6) |
(83.3) |
(47.6) |
(92.0) |
(56.4) |
(35.7) |
(67.9) |
(46.0) |
(131.4) |
(90.2) |
(90.2) |
(552.2) |
(642.4) |
Cat: Foreign Large Blend |
44 |
| 45 |
Cat: Foreign Large Growth |
9 |
0 |
(15.16) |
(18.50) |
(20.18) |
(14.81) |
(7.13) |
(38.39) |
(46.45) |
(22.54) |
(37.37) |
(43.85) |
(49.81) |
(5.56) |
96.00 |
21.46 |
1.09 |
(0.34) |
(139.4) |
(84.4) |
(87.9) |
(270.5) |
(149.5) |
(87.7) |
(49.8) |
(99.7) |
(61.8) |
(37.9) |
(72.4) |
(49.8) |
(139.4) |
(95.7) |
(95.7) |
(598.0) |
(693.7) |
Cat: Foreign Large Growth |
45 |
| 46 |
Cat: Specialty-Communications |
37 |
0 |
(15.69) |
(15.02) |
(24.45) |
(17.40) |
(5.89) |
(38.51) |
(48.41) |
(23.38) |
(36.21) |
(41.48) |
(52.99) |
(10.89) |
83.00 |
24.75 |
1.49 |
(0.47) |
(140.3) |
(73.7) |
(88.8) |
(280.6) |
(144.8) |
(83.0) |
(53.0) |
(91.9) |
(61.9) |
(30.0) |
(74.5) |
(45.9) |
(140.3) |
(93.6) |
(93.6) |
(551.1) |
(644.7) |
Cat: Specialty-Communications |
46 |
| 47 |
Cat: Europe Stock |
7 |
0 |
(15.11) |
(17.95) |
(19.79) |
(14.87) |
(7.85) |
(39.49) |
(48.22) |
(23.69) |
(38.55) |
(45.07) |
(50.66) |
(5.24) |
93.00 |
21.83 |
1.09 |
(0.31) |
(144.8) |