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    The Liberty Investment Club performance report for February 2014 shows that the portfolio returned -1.44% in January and 2.61% in February, underperforming the policy benchmark which returned 1.14% over the same period. The portfolio has slightly more invested in equity (51% vs benchmark 50%) and less in debt (39% vs benchmark 40%) as of February 2014. Since inception in December 2013, the portfolio has grown from $100 to $101, slightly underperforming the policy benchmark.

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    The Liberty Investment Club performance report for February 2014 shows that the portfolio returned -1.44% in January and 2.61% in February, underperforming the policy benchmark which returned 1.14% over the same period. The portfolio has slightly more invested in equity (51% vs benchmark 50%) and less in debt (39% vs benchmark 40%) as of February 2014. Since inception in December 2013, the portfolio has grown from $100 to $101, slightly underperforming the policy benchmark.

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    8 views2 pages

    2014-02 Club Performance

    Uploaded by

    api-238953710
    The Liberty Investment Club performance report for February 2014 shows that the portfolio returned -1.44% in January and 2.61% in February, underperforming the policy benchmark which returned 1.14% over the same period. The portfolio has slightly more invested in equity (51% vs benchmark 50%) and less in debt (39% vs benchmark 40%) as of February 2014. Since inception in December 2013, the portfolio has grown from $100 to $101, slightly underperforming the policy benchmark.

    Copyright:

    © All Rights Reserved
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    of 2

    Liberty Investment Club Performance Report

    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%

    Portfolio Asset Class Attribution


    Liberty

    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%

    Policy -4.63% 1.54% -2.21%


    Port -4.77% 1.50% -2.25%
    Diff
    -0.13% -0.04% -0.04%

    ITD

    3.11%
    2.72%

    Dec-13
    Equity
    Policy 3.88%
    Port
    3.86%
    Diff
    -0.02%

    -0.52% -0.39% 0.00% 0.00% -0.39%

    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

    Growth of $100 Inception to Date


    Liberty

    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

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