Returns and Statistics Table
 

The full return history can be downloaded here: Large Value Composite Returns

 

Periodic & Annualized	Large Value Composite (Gross)	Large Value Composite (Net)	Russell 1000 Value	Excess (Gross)	90-Day T-Bill
1 Month (Mar 2010)	6.76%	6.73%	6.51%	0.25%	0.01%
3 Months (1Q 2010)	8.11%	8.01%	6.79%	1.32%	0.02%
YTD	8.11%	8.01%	6.79%	1.32%	0.02%
1 Year	57.32%	56.77%	53.57%	3.75%	0.19%
3 Yrs (annualized)	-4.56%	-4.89%	-7.33%	2.78%	2.23%
5 Yrs (annualized)
Since Inception (annualized)	1.02%	0.66%	-1.27%	2.29%	2.99%
Count (months)	50	50	50	50	50
Total Cumulative Return	4.31%	2.80%	-5.18%	9.49%	13.05%
Annualized Monthly Volatility	18.82%	18.75%	19.15%	2.41%	0.68%
Mean Monthly Excess Return (vs. Benchmark)	0.18%	0.15%
Annualized Monthly Excess Return (vs. Benchmark)	2.29%	1.93%
Monthly Volatility of Excess Return (vs. Benchmark)	0.67%	0.67%
Annualized Monthly Volatility of Excess Return (vs. Benchmark)	2.30%	2.31%
Information Ratio	0.99	0.84
Sharpe Ratio	(0.10)	(0.12)

Disclosure
Past performance does not guarantee future results. Performance for periods greater than one year is annualized. Gross returns (including realized and unrealized capital gains, reinvestment of dividends and interest) are before fees and administrative expenses. Net returns reflect the return to investors after all fees and expenses.

Sources
Russell 1000^® Value Index is a registered trademark of the Russell Investment Group
Plan Sponsor Network (PSN) is a product of Informa Investment Solutions
Global Industry Classification Standards (GICS^®) are a registered trademark of Standard & Poor's and MSCI BARRA
Portfolio characteristics compiled from data supplied by The Applied Finance Group, LTD.