|
|
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
12/31/2009.
|
| |
Benchmark |
Annual
Alpha
Expectation |
Realized
Annual Alpha |
Track Record Length |
| SEG - Large Cap Growth |
RU 1000 Growth |
2%
to 5% |
+1.98% |
12¾ years |
| SEG - Mid Cap Growth |
S&P Mid Cap Growth |
2%
to 5% |
+0.62% |
8 years |
|
|
Performance
presented here is gross of fees; please see the disclaimer
for the regulatory disclosure. This
table represents supplemental information.
|
|
