|
|
|
|
|
| Holdings within these portfolios
tend to have a median market cap consistent with most mid-cap
indices. The Russell 3000 would be a typical benchmark. |
|
|
|
|
|
|
|
|
| As of June 30, 2008 |
 |
|
|
|
YTD |
|
1
Year |
|
3
Years |
|
5
Years |
|
10
Years |
|
Since
Inception |
|
Inception
Date1 |
|
 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
07/31/94 |
|
| Epoch Gross Return |
|
-3.5% |
|
-1.7% |
|
9.2% |
|
13.4% |
|
10.2% |
|
13.8% |
|
|
|
| Epoch Net Return |
|
-4.0% |
|
-2.7% |
|
8.1% |
|
12.3% |
|
9.1% |
|
12.7% |
|
|
|
| Russell 3000 |
|
-11.0% |
|
-12.7% |
|
4.7% |
|
8.4% |
|
3.5% |
|
9.7% |
|
|
|
| Russell 3000V |
|
-13.3% |
|
-19.0% |
|
3.3% |
|
9.0% |
|
5.1% |
|
10.5% |
|
|
|
 |
|
|
|
|
| Risk Statistics Since Inception
(July 31, 1994 - June 30, 2008)2 |
 |
|
|
|
Annual
Standard
Deviation |
|
Sharpe
Ratio |
|
|
|
|
|
Information
Ratio |
|
Alpha |
|
Beta |
|
R-Squared |
 |
| Epoch |
|
10.9 |
|
0.9 |
|
 |
|
Epoch vs. |
|
|
|
|
|
|
|
|
| Russell 3000 |
|
14.3 |
|
0.4 |
|
|
Russell 3000 |
|
0.5 |
|
7.4 |
|
0.6 |
|
0.7 |
| Russell 3000V |
|
13.3 |
|
0.5 |
|
|
Russell 3000V |
|
0.4 |
|
6.5 |
|
0.7 |
|
0.7 |
 |
|
|
|
|
|
|