Fresno County Employees' Retirement Association Performance Review Summary Period Ending: June 30, 2005
Fresno County Employees' Retirement Association Performance Review Summary Period Ending: June 30, 2005 Performance & Risk Measures Quarter One Year Three Years Five Years Standard Deviation Sharpe Ratio Beta Return Rank Return Rank Return Rank Return Rank 3-Years 5-Years 3-Years 5-Years 3-Years 5-Years BRANDYWINE 4.6 36 16.5 39 15.4 54 21.6 13 23.2 22.3 0.6 0.8 1.0 1.0 RUSSELL 2000 VALUE 5.1 23 14.4 62 14.2 77 16.1 78 22.7 20.8 0.6 0.7 Equity Style - Small Value 4.2 15.8 15.6 18.1 22.2 21.9 0.6 0.7 Ten Largest Holdings Sector Weights Portfolio Characteristics Security Market Value Weight Sector Portfolio Benchmark Portfolio Benchmark WPS RESOURCES CORP. 1,620,000 1.31 Materials 3.5 6.1 Average Market Cap $ 1,224 $ 980 AMERUS GROUP COMPANY 1,478,114 1.20 Industrials 5.2 14.4 Median Market Cap $ 445 $ 570 BORDERS GROUP, INC. 1,470,511 1.19 Telecommunications Services 0.7 1.7 P/E 14.4 14.7 WESTERN DIGITAL CORPORATION 1,403,732 1.14 Consumer Discretionary 30.5 15.1 INDYMAC BANCORP, INCORPORATED 1,372,601 1.11 Consumer Staples 7.5 3.8 P/B 2.0 1.9 COMMERCE GROUP, INCORPORATED 1,341,576 1.09 Energy 7.2 4.1 Dividend Yield 1.6 1.8 BJ'S WHOLESALE CLUB INC 1,306,098 1.06 Financials 25.8 33.6 Health Care 1.9 4.6 Earnings Growth 6.7 5.9 UICI 1,271,179 1.03 Information Technology 7.8 11.2 DOWNEY FINANCIAL CORPORATION 1,266,360 1.03 Miscellaneous 0.1 Benchmark: RUSSELL 2000 VALUE AGL RESOURCES, INCORPORATED.
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