|
|
Performance
Expectation and Track Record
Assuming an average 5% tracking error risk,
the following table reflects Fan Asset Management’s strategy outperformance (alpha)
expectation over a 3 to 5 year full market cycle and real-time track
record1 as of
3/31/2010.
|
| |
Benchmark |
Annual
Alpha
Expectation |
Realized
Annual Alpha |
Track Record Length |
| SEG - Large Cap Growth |
RU 1000 Growth |
2%
to 5% |
1.95% |
13 years |
| SEG - Mid Cap Growth |
S&P Mid Cap Growth |
2%
to 5% |
0.60% |
8¼ years |
|
|
Performance
presented here is gross of fees; please see the disclaimer
for the regulatory disclosure. This
table represents supplemental information.
|
|
