Balanced Fund
Investment Objective
The Fund’s objective is to achieve long term capital growth while limiting investment risk. The Fund invests in a globally diversified portfolio of offshore funds.
Management Style
To manage a diversified portfolio while providing superior returns with lower risk relative to the benchmark portfolio. The benchmark portfolio consists of 50% Morgan Stanley Capital International World Index, 45% Citigroup 1-5 year Government Index and 5% S&P US Money Fund Index.
Fund Performance
All data as of April 30th, 2008
| 1 Year Total Return | 3.21% |
| 3 Year Total Return | 27.93% |
| 5 Year Total Return | 63.26% |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2008 | -3.57% | 3.51% | -2.91% | 1.17% | - | - | - | - | - | - | - | - | -1.80% |
2007 | -0.67% | 2.68% | 0.18% | 2.20% | 0.00% | 0.68% | -1.05% | -0.77% | 4.31% | 1.91% | -1.97% | -0.55% | 6.95% |
2006 | 3.29% | -0.12% | 1.12% | 2.61% | -1.26% | -1.15% | -0.34% | 0.54% | 0.79% | 2.01% | 1.76% | 1.52% | 10.77% |
2005 | -1.76% | 3.19% | -1.71% | -1.45% | 0.38% | -0.38% | 2.16% | 0.79% | 2.45% | -2.28% | 1.86% | 1.65% | 4.92% |
2004 | -0.32% | 1.35% | -1.06% | -3.19% | 1.05% | 1.09% | -2.02% | 0.26% | 1.28% | 3.10% | 4.28% | 2.18% | 8.01% |
2003 | -2.05% | -2.47% | 0.60% | 1.63% | 4.24% | 0.85% | 1.70% | 0.53% | 1.61% | 4.46% | 0.78% | 4.60% | 16.49% |
2002 | -1.74% | -1.82% | 3.87% | -0.95% | -0.20% | -4.66% | -6.04% | 0.53% | -4.69% | 1.17% | 3.44% | -1.53% | -12.60% |
2001 | 0.69% | -4.73% | -4.49% | 3.95% | 0.48% | -3.08% | -1.92% | -1.66% | -6.69% | 3.91% | 1.44% | 0.84% | -11.25% |
Top 10 Holdings
| Issuer | Weighting |
|---|---|
| LOM Global Equity - USD | 16.43% |
| LOM Fixed Income Fund | 13.40% |
| LOM Alternative Fund | 11.11% |
| LOM Global Equity - EUR | 8.45% |
| ABN Amro Fund | 4.95% |
| Frkln. Temp. Glb Ttl. Ret. | 4.51% |
| GAM Star Fund | 4.32% |
| Schroder Global Inflation | 4.08% |
| JPMorgan Glb. Cvtble | 3.29% |
| Fidelity Euro Blue Chip | 2.38% |
Current Monthly Strategy Allocation
Analytics (1 Year)
| Balanced | Peer Group | |
|---|---|---|
| Annualized Return | 2.74% | -1.20% |
| 3 Year Annualized Return | 8.40% | 7.91% |
| Maximum Periodic Change | 2.56% | 3.36% |
| Maximum Periodic Change | -3.00% | -3.73% |
| Annualized Standard Deviation | 7.72 | 8.65 |
| Annualized Sharpe Ratio | -0.04% | -0.31% |
| Annualized Sortino Ratio | -0.04% | -0.03% |
| Volitility | 7.63% | 11.47% |
| Downside Risk | 5.75% | 8.47% |
| % Periods Up | 53.85% | 55.19% |
| Maximum Drawdown | -6.85% | -11.72% |
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