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PERFORMANCE |
| Relative Performance (Gross of Fees) | Composite Total Returns In Percentages |
| |
|
Periods Ending December 31, 2009 |
|
Annualized Performance,
Month Ending May 31, 2008
|
| |
|
MTD |
QTD |
|
|
1 Year |
3 Year |
5 Year |
Since Inception* |
| |
Earnings Revision Growth |
6.0 |
7.6 |
34.8 |
|
34.8 |
-7.4 |
5.2 |
6.9 |
| |
Russell 1000 Growth Index |
3.1 |
7.9 |
37.2 |
|
37.2 |
-1.9 |
1.6 |
1.3 |
| |
Earnings Revision Dividend Growth |
2.9 |
5.3 |
21.7 |
|
21.7 |
-5.8 |
1.6 |
7.4 |
| |
S&P 500 |
1.9 |
6.0 |
26.5 |
|
26.5 |
-5.6 |
0.4 |
3.7 |
| |
* ERG (inception April 1, 2002) | ERDG (inception September 1, 2003) |
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|
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| Calendar Year Relative Performance (Gross of Fees) | Composite Total Returns In Percentages |
| |
|
Ending December 31, 2009 YTD |
2008 |
2007 |
2006 |
2005 |
2004 |
2003 |
| |
Earnings Revision Growth |
34.8 |
-50.2 |
18.2 |
17.2 |
38.3 |
17.0 |
40.3 |
| |
Russell 1000 Growth Index |
37.2 |
-38.4 |
11.8 |
9.1 |
5.3 |
6.3 |
29.8 |
| |
Earnings Revision Dividend Growth |
21.7 |
-39.3 |
12.8 |
8.0 |
19.9 |
27.7 |
n/a |
| |
S&P 500 Index |
26.5 |
-37.0 |
5.5 |
15.8 |
4.9 |
10.9 |
28.7 |
| |
* ERG & Index returns as of inception date (ERG inception April 1, 2002)
** ERDG & Index returns as of inception date (ERDG inception September 1, 2003) |
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|
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| Risk Performance Characteristics | Period Ending December 31, 2009 |
|
| Earnings Revision Growth |
Earnings Revision Dividend Growth |
| |
|
1 Year |
3 Year |
5 Year |
Since
Inception |
| |
Alpha |
-2.31% |
-3.85% |
5.00% |
6.73% |
| |
Beta |
1.02 |
1.20 |
1.22 |
1.11 |
| |
Info Ratio |
-0.39 |
-0.56 |
0.28 |
0.43 |
| |
Sortino Ratio |
-0.55 |
-0.69 |
0.43 |
0.67 |
| |
R-Squared |
0.90 |
0.88 |
0.73 |
0.66 |
 |
| |
Standard Deviation: |
|
|
|
| |
ERG |
19.66% |
25.77% |
23.41% |
21.97% |
| |
Russell 1000Gr |
18.25% |
20.01% |
16.30% |
16.11% |
|
| |
Sharpe Ratio: |
|
|
|
|
| |
ERG |
1.76 |
-0.36 |
0.10 |
0.21 |
| |
Russell 1000 Gr |
2.03 |
-0.19 |
-0.07 |
-0.06 |
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Performance gross of fees
Source: Informa Investment Solutions PSN |
|
| |
|
1 Year |
3 Year |
5 Year |
Since
Inception |
| |
Alpha |
-4.74% |
0.08% |
1.72% |
3.88% |
| |
Beta |
1.05 |
1.01 |
1.07 |
1.08 |
| |
Info Ratio |
-0.72 |
-0.04 |
0.13 |
0.45 |
| |
Sortino Ratio |
-0.99 |
-0.05 |
0.19 |
0.71 |
| |
R-Squared |
0.93 |
0.89 |
0.80 |
0.80 |
|
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Standard Deviation: |
|
|
|
| |
ERDG |
24.38 |
21.39 |
19.13 |
17.86 |
| |
S&P 500 |
22.26 |
19.91 |
16.05 |
14.83 |
|
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Sharpe Ratio: |
|
|
|
|
| |
ERDG |
0.88 |
-0.37 |
-0.07 |
0.27 |
| |
S&P 500 |
1.18 |
-0.38 |
-0.15 |
0.08 |
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Performance gross of fees
Source: Informa Investment Solutions PSN |
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For a detailed description of audited composite performance:
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