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2014-02 Club Performance
2014-02 Club Performance
2014-02 Club Performance
As of 2/28/2014
Absolute Returns
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec
2013
1.57%
2014 -1.44% 2.61% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Relative Returns
Periodic Performance
Policy *
4.00%
Year
1.57%
1.14%
Feb-14
Equity
Policy 5.20%
4.93%
Port
Diff
-0.28%
Ex Ret
3.00%
2.00%
1.00%
Debt
0.19%
0.19%
0.00%
Asset
4.80%
4.80%
0.00%
Jan-14
0.00%
Equity Debt
-1.00%
1 Mo
Policy *
Liberty
Ex Ret
3.13%
2.61%
3 Mo
3.11%
2.72%
1 Yr
0.00%
0.00%
3 Yr
0.00%
0.00%
ITD
3.11%
2.72%
Dec-13
Equity
Policy 3.88%
Port
3.86%
Diff
-0.02%
Characteristics
Policy
Liberty
10%
9%
Debt
-0.21%
-0.22%
Asset
1.42%
1.35%
-0.01% -0.07%
44%
51%
39%
Asset
47%
Equity
Debt
Assets
Equity
Debt
Assets
* Policy portfolio is made up of 50% global equities (ACWI) and 40% US investment grade bonds (AGG) and 10% commodities (GSG)
Note: 2013 performance is from December 16, 2013 through year end
Policy
$104
$103
$103
$102
$102
$101
$101
$100
$100
$99
$99
-na-
-na-
-na-
-na-
-na-
-na-
2/28/2014
1/31/2014
12/31/2013
12/16/2013
$98