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| The U.S. All Cap Value strategy typically consists of common stocks of companies whose market capitalizations primarily fall within that of the Russell 3000 index. |
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| As of December 31, 2009 |
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1
Year |
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3
Years |
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5
Years |
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10
Years |
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Since
Inception |
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Inception
Date1 |
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07/31/94 |
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| Epoch Gross Return |
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29.6% |
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-2.8% |
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3.4% |
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7.1% |
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11.3% |
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| Epoch Net Return |
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28.3% |
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-3.7% |
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2.4% |
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6.1% |
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10.2% |
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| Russell 3000 |
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28.3% |
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-5.4% |
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0.8% |
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-0.2% |
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8.0% |
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| Russell 3000V |
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19.8% |
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-8.9% |
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-0.2% |
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2.9% |
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8.6% |
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| Risk Statistics Since Inception
(July 31, 1994 - December 31, 2009)2 |
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Annual
Standard
Deviation |
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Sharpe
Ratio |
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Information
Ratio |
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Alpha |
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Beta |
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R-Squared |
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| Epoch |
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13.2 |
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0.6 |
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Epoch vs. |
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| Russell 3000 |
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15.9 |
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0.3 |
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Russell 3000 |
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0.4 |
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5.3 |
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0.7 |
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0.7 |
| Russell 3000V |
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15.3 |
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0.3 |
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Russell 3000V |
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0.4 |
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4.8 |
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0.7 |
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0.7 |
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