Scribd Logo
Upload

Welcome to Scribd!

  • 2014-05 Club Performance

    Uploaded by

    api-238953710
    13 views2 pages
    The Liberty Investment Club performance report for May 2014 shows: - Returns for 2014 were -1.44% in January, 2.61% in February, 0.17% in March, 1.07% in April, and 1.46% in May. - Relative returns for the year were 3.89%, outperforming the policy portfolio benchmark. - Asset class attribution for May showed the portfolio outperforming the equity and debt components of the policy.

    Original Description:

    Original Title

    2014-05 club performance

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The Liberty Investment Club performance report for May 2014 shows: - Returns for 2014 were -1.44% in January, 2.61% in February, 0.17% in March, 1.07% in April, and 1.46% in May. - Relative returns for the year were 3.89%, outperforming the policy portfolio benchmark. - Asset class attribution for May showed the portfolio outperforming the equity and debt components of the policy.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    13 views2 pages

    2014-05 Club Performance

    Uploaded by

    api-238953710
    The Liberty Investment Club performance report for May 2014 shows: - Returns for 2014 were -1.44% in January, 2.61% in February, 0.17% in March, 1.07% in April, and 1.46% in May. - Relative returns for the year were 3.89%, outperforming the policy portfolio benchmark. - Asset class attribution for May showed the portfolio outperforming the equity and debt components of the policy.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 2

    Liberty

    Investment Club Performance Report


    As of 5/30/2014

    Absolute Returns
    Jan

    Feb

    Mar

    Apr

    May

    June

    July

    Aug

    Sept

    Oct

    Nov

    Dec

    2013
    1.57%
    2014 1.44% 2.61% 0.17% 1.07% 1.46% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

    Relative Returns

    Year
    1.57%
    3.89%

    Portfolio Asset Class Attribution

    Periodic Performance
    Policy*

    6.00%

    Liberty

    May14
    Equity
    Policy 2.01%
    Port
    2.08%
    Diff
    0.07%

    ExRet

    4.00%
    2.00%

    Apr14
    Equity
    Policy 1.19%
    Port
    1.78%
    Diff
    0.59%

    0.00%
    2.00%

    1 Mo
    Policy *
    Liberty
    Ex Ret

    3 Mo

    1 Yr

    3 Yr

    ITD

    1.36%

    2.48%

    0.00%

    0.00%

    5.66%

    1.46%

    2.72%

    0.00%

    0.00%

    5.51%

    Mar14
    Equity
    Policy 0.57%
    Port
    0.74%
    Diff
    0.17%

    0.10% 0.24% 0.00% 0.00% 0.15%

    Characteristics

    Policy

    Liberty

    10%
    51%

    39%

    10%

    Debt

    Asset

    0.99%

    0.51%

    0.99%

    1.33%

    0.00%

    0.82%

    Debt

    Asset

    0.63%

    1.00%

    0.49%

    0.80%

    0.14% 0.20%

    Debt

    Asset

    0.33% 0.06%
    0.28% 0.06%
    0.05%

    0.00%

    15%

    76%

    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

    na

    na

    na

    5/30/2014

    Liberty

    4/30/2014

    3/31/2014

    2/28/2014

    1/31/2014

    12/31/2013

    12/16/2013

    Growthof$100InceptiontoDate
    Policy

    $110

    $105

    $100

    $95

    $90

    $85

    $80

    You might also like