|
t
| |
     
|
CORRELATION MATRIX |
|
|
|
|
|
|
|
|
|
|
|
Five Year Periods Ending December 31, 2000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Stock 1 |
Stock 2 |
Manager 1 |
Manager 2 |
BT Structured |
BT Small Cap |
BT Global |
BT Multi-Strategy |
Manager 3 |
S&P 500 |
|
|
|
|
|
|
|
|
|
|
|
|
Stock 1 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Stock 2 |
0.45 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Manager 1 |
0.39 |
0.52 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Manager 2 |
0.48 |
0.29 |
0.37 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BrandyTrust Structured Index |
0.52 |
0.34 |
0.69 |
0.57 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BrandyTrust Small Cap |
0.29 |
0.22 |
0.63 |
-0.10 |
0.89 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BrandyTrust Global |
0.53 |
0.42 |
0.80 |
0.78 |
0.78 |
0.48 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BrandyTrust Multi-Strategy |
0.56 |
0.25 |
0.59 |
0.48 |
0.70 |
0.53 |
0.65 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Manager 3 |
0.17 |
0.12 |
0.10 |
-0.12 |
0.06 |
0.03 |
0.12 |
0.43 |
1.00 |
|
|
|
|
|
|
|
|
|
|
|
|
|
S&P 500 w/Divs |
0.58 |
0.37 |
0.69 |
0.60 |
0.98 |
0.83 |
0.79 |
0.69 |
-0.04 |
1.00 |
|
