Scribd Logo
Upload

Welcome to Scribd!

  • 2014-06 Club Performance

    Uploaded by

    api-238953710
    8 views1 page
    The Liberty Investment Club performance report shows that for 2014 the portfolio returned -1.44% for January and 2.61% for February, underperforming the policy benchmark. For the month of June 2014, the portfolio slightly underperformed the policy benchmark, returning 0.54% compared to 0.35% for the policy, with underperformance attributed to equity holdings. The portfolio has a higher allocation to equities than the policy at 75% versus 50% and lower allocations to debt and assets.

    Original Description:

    Original Title

    2014-06 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 shows that for 2014 the portfolio returned -1.44% for January and 2.61% for February, underperforming the policy benchmark. For the month of June 2014, the portfolio slightly underperformed the policy benchmark, returning 0.54% compared to 0.35% for the policy, with underperformance attributed to equity holdings. The portfolio has a higher allocation to equities than the policy at 75% versus 50% and lower allocations to debt and assets.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    8 views1 page

    2014-06 Club Performance

    Uploaded by

    api-238953710
    The Liberty Investment Club performance report shows that for 2014 the portfolio returned -1.44% for January and 2.61% for February, underperforming the policy benchmark. For the month of June 2014, the portfolio slightly underperformed the policy benchmark, returning 0.54% compared to 0.35% for the policy, with underperformance attributed to equity holdings. The portfolio has a higher allocation to equities than the policy at 75% versus 50% and lower allocations to debt and assets.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Liberty

    Investment Club Performance Report


    As of 6/30/2014

    Absolute Returns
    Jan
    Feb Mar Apr May June July Aug Sept Oct
    Nov Dec
    1.57%
    2013
    2014 1.44% 2.61% 0.17% 1.07% 1.46% 0.54% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

    Relative Returns

    Year
    1.57%
    4.44%

    Portfolio Asset Class Attribution

    Periodic Performance
    Policy*

    8.00%

    Liberty

    Jun14

    ExRet

    Equity Debt

    Asset

    Policy 0.42% 0.25% 2.38%


    Port
    0.36% 0.25% 2.00%
    Diff
    0.06% 0.00% 0.39%

    6.00%
    4.00%

    May14
    Equity
    Policy 2.01%
    Port
    2.08%
    Diff
    0.07%

    2.00%
    0.00%

    Policy *
    Liberty
    Ex Ret

    1 Mo

    3 Mo

    1 Yr

    3 Yr

    ITD

    0.35%

    2.68%

    0.00%

    0.00%

    6.04%

    0.54%

    3.10%

    0.00%

    0.00%

    6.08%

    Apr14
    Equity
    Policy 1.19%
    Port
    1.78%
    Diff
    0.59%

    0.18% 0.41% 0.00% 0.00% 0.04%

    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%

    15%

    75%

    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

    Policy Returns
    Nov Dec
    Jan
    Feb Mar Apr May June July Aug Sept Oct
    2.00%
    2013
    2014 1.98% 3.13% 0.15% 0.95% 1.36% 0.35% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%

    Year
    2.00%
    3.96%

    You might also like