HomeMy WebLinkAbout2006 04 25 Document Corresponding to Add-On Regular Agenda ItemDate: Apri125, 2006
DOCUMENT CORRESPONDING TO
ADD-ON REGULAR AGENDA ITEM
FOR THE APRIL 25, 2006 REGULAR
BOARD OF TRUSTEES MEETING.
Period Ending ~ Performance Comparisons
September 30, 2004
Year Inception
to Date Trailing Trailing Trailing Trailing to Date
Quarter 9 Months 12 Months* 36 Months* 60 Months* 120 Months* 130 Months*
13.05%
Total Equity -1.31% 3.60%' 17.57% .5.87°k 5.69% 10.98% 10.46°k
SunTrust Retirement High Grade Growth Fund -3.40% -1.19% 9.10% 2.72% 1.92% 12.27% 11.51%
S & P 500 Barra Gro~th Index -4.78 % -2.19 % 7.52 % 2.01 % -5.22 % 10.60 % 10.06
S & P 5001ndex -1.87% 1.51 % 13.87% 4.05% -1.31 % 11.08% 10.45%
SunTrust Retirement High Grade Relative Value Fund ** 0.05% 5.06% 19.82°k 4.95% 2.01% 10.24% 9.62%
S & P 500 Barra Value Index 1.04 % 5.25 % 20.47 % 5.83 % 2.31 % 11.09 % 10.38
STI Classic International Equity Index Fund -0.87% 4.03% 21.74% 8.45% -2.06% 5.27% -
MSCI EAFE Index -0.29 % 4.26 % 22.06 % 9.11 % -0.90% 3.99 % 5.17%
STI Classic Small Cap Growth Fund -3.55% 3.61% 18.33°k 13.06% 8.95% - -
S & P Barra 600 Gro~th Index -3.04 % 7.03 % 20.92 % 14.35 % - - -
Russe112000 GroHth Index -6.01 % -0.67% 11.92% 9.09% -0.68% - -
STIClassic Small Cap Value Fund 0.15% 10.01% 27.52°k 19.40% 16.64% 15.32% -
Russe112000 Value 0.15 % 7.99 % 25.66 % 17.69 % 14.71 % 13.40 % 12.76
SunTrust Retirement Mid Cap Equity Fund 0.18% 4.55% 1827% 5.12% 7.53% - -
Russell Mid Cap Index -0.84% 5.77% 20.55% 13.32% 8.26% 12.77% 12.10%
Total Fixed Income 2.92°k 2.81% 2.63% 5.69°k 7:21% ' 7.6fi% 6.72°
SunTrust Retirement High Grade Bond Fund 3.28% 3.12% 3.05% 5.93% 7.30% 7.72% 6.79%
Lehman GovtCredit8ondlndex 3.56% 3.36% 3.33% 6.32% 7.74% 7.76% 6.79%
Lehman Aggregate8ondlndex 3.20% 3.35% 3.68% 5.88% 7.48% 7.66% 6.77%
SunTrust Retirement High Grade Intermediate*** 2.38% 2.81% - - - - -
Lehman IntermediateA+Govt/Credit8ond Index 2.49% 2.35% 2.21 % 5.23% 6.99% 7.00% 6.31
`Return is annualized.
** - /nception 6/30!2002. Longer term results are linked to the ST/ Classic Growth and Incame Fund to Shaw resu/ts prior to inception.
*** - /nception 10/20/2003.
Past Performance is not indicative of future results. Returns are shown gross of fees.
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City of Winter Springs General Employees' Pension Plan TRLISCO CAPITAL MANAGEMENT ~
Period Ending
September 30, 2005 Performance Comparisons
Year Inception
to Date Trailing Trailing Trailing Trailing to Date
Quarter 9 Months 12 Months` 36 Months* 60 Months*120 Months'142 Months'
11.75%
Please refer to appendix
for full disclosure.
Total Equity 3.96% 3.38%a 15.21% 16.99°k 3.11% 10.36%. 10.86%
SunTrust Retirement High Grade Growth Fund 0.91% -2.61% 5.09% 9.32% -0.53% 10.72% 10.95%
S & P 500 Barra Growth Index 3.78% 1.99% 10.66% 13.36% -5.46% 8.70% 10.11
S& P5001ndex 3.60% 2.77% 12.25% 16.72% -1.49% 9.49% 10.60%
SunTrust Retirement High Grade Relative Value** 3.94% 6.91% 16.69% 18.27% 2.45% 9.77% 10.20%
S & P 500 Barra Value Index 3.44% 3.54% 13.82% 20.16% 2.31 % 9.82% 10.67%
S& P5001ndex 3.60% 2.77% 12.25% 16.72% -1.49% 9.49% 10.60%
STI Classic Small Cap Growth Fund 6.88% 5.30% 21.15% 24.76% 6.09% - -
Russell 2000 Growth Index 6.32 % 2.51 % 17.97% 23.23% -2.54 % 4.67% --
STI Classic Small Cap Value Fund 9.14% 8.61% 23.87% 24.90% 19.37% 15.45% -
Russe112000 Value Index 3.09 % 4.02% 17.75 % 24.89% 15.18% 13.32 % 13.17%
STI Classic International Equity Index Fund 10.86% 7.87% 25.52% 24.72% 2.25% 7.02% -
MSCIEAFEIndex 10.38% 9.i0% 25.82% 24.61% 3.11% 5.81% 6.77%
MSCI EAFE GDP Index 10.73 % 6.63 % 24.28 % 23.81 % 1.63 % 5.80 % 6.57%
SunTrust Retirement Mid Cap Equity Fund 6.02% 13.51% 2827% 19.99% 1.36% - -
Russell Mid Cap Index 5.92% 10.07% 25.10% 25.99% 7.17% 12.59% 13.15%
S & P Mid Cap 400 Index 4.88 % 8.92 % 22.16% 22.11 % 7.05% 14.14 % 14.35%
Total Fixed Income -0.79°l0 1.78°~ 2.70% 3A9% 6.74°k 6.55% 6.38°k
., .;~
City of Winter Springs General Employees' Pension Plan TRUSCO CAPITAL MANAGEMENT ~
SunTrust Retirement High Grade Intermediate*** -0.32% 1.54% 2.41% - - - -
Lehman Intermediate Aggregate Bond Index -0.39% 1.45 % 2.24 % 3.52 % 6.18 % -- --
Lehman Intermediate A+ Govt/Credit Bond Index -0.53 % 1.15 % 1.48 % 2.85 % 5.99 % 6.04 % 5.90%
SunTrust Retirement High Grade Bond Fund -0.88% 1.97% 2.96% 3.76% 6.88% 6.63% 6.46%
Lehman Govt Credit Bond Index -0.96 % 1.76 % 2.58 % 4.13 % 6.89 % 6.59 % 6.43
Lehman Aggregate Bond Index -0.67% 1.82% 2.80% 3.96% 6.62% 6.54 % 6.43%
* -Return is annualized.
*' -Inception 6/30/2002. Longer term results are linked to the STI Classic Growth and Income Fund to show results prior to inception.
*** -Inception 10/20/2003.