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| Hollywood Police
Officers' Pension Fund |
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| Compliance Report |
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| March 31, 2009 |
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YES |
NO |
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| TOTAL FUND RETURNS |
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| 1. |
Did the total 3-year
return exceed the policy, which is comprised of 24% S&P500, 10% R1000G,
7% R1000V, 4% R2000, 5% S&P Mid. 400, 23% BCIGC, 23% BCGC and 4% T-Bill?
[-3.48 vs. -4.47] |
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| 2. |
Did the total 5-year
return exceed the policy, which is comprised of 24% S&P500, 10% R1000G,
7% R1000V, 4% R2000, 5% S&P Mid. 400, 23% BCIGC, 23% BCGC and 4% T-Bill?
[0.48 vs. -0.50] |
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| COMBINED EQUITY |
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| 1. |
Is the amount
invested in all issuing companies less than 5% of the Fund's total market
value? |
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| 2. |
Is the aggregate
investment in all companies less than 5% of the outstanding stock of the
company? |
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| 3. |
Is the amount
invested in foreign securities less than or equal to 10% of the Fund's total
assets? |
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| INDIVIDUAL EQUITY |
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| Inverness |
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| 1. |
Did the equity return
equal or exceed the S&P500 over the trailing 3-year period?
[-9.72 vs. -13.06] |
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| 2. |
Did the equity return
equal or exceed the S&P500 over the trailing 5-year period?
[-1.75 vs. -4.76] |
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| 3. |
Is Inverness'
trailing 5-year standard deviation below the standard deviation of the
S&P500? [14.87
vs. 14.57] |
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| 4. |
Did the 3-year equity
return rank in the top 50% of the Mobius Broad Large Cap Core Universe? [1st] |
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Page 3 |
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| INDIVIDUAL EQUITY
(continued) |
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| 5. |
Did the 5-year equity
return rank in the top 50% of the Mobius Broad Large Cap Core Universe? [1st] |
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| 6. |
Did the equity return
rank in the top 75% of the Mobius Broad Large Cap Core Universe for one of
the last 2 quarters or for the last year? [1yr: 30th] |
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| 7. |
Did Inverness' equity
performance fall outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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| 8. |
Did Inverness' equity
performance fall outside the southeast quadrant of the risk/return
scattergram over the 5-year period? |
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| 9. |
Has Inverness'
trailing 3-year equity return outperformed its index for at least 1 of the
last 4 quarters? [-9.72 vs. -13.06, -4.70 vs. -8.36, 4.76 vs. 0.22, 10.30 vs.
4.41] |
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| 10. |
Has Inverness'
trailing 5-year equity return outperformed its index for at least 1 of the
last 4 quarters? [-1.75 vs. -4.76,
0.40 vs. -2.19, 8.30 vs. 5.17, 10.98 vs. 7.58] |
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| 11. |
Has Inverness' equity
annualized alpha been positive for the last 3 years? [3.81] |
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| Davis
Hamilton Jackson |
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| 1. |
Did the equity return
equal or exceed its R1000G index during the trailing 3-year period? [-10.60 vs.
-11.28] |
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| 2. |
Did the equity return
equal or exceed its R1000G index during the trailing 5-year period? [-3.89 vs.
-4.38] |
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| 3. |
Is DHJ trailing
5-year standard deviation below the standard deviation of its R1000G
index?
[14.38 vs. 15.07] |
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| 4. |
Does the 3-year
equity return rank in the top 50% of the Mobius Broad Large Cap Growth
Conservative Universe? [19th] |
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Page 4 |
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| INDIVIDUAL EQUITY
(continued) |
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| 5. |
Did the equity return
rank in the top 75% of the Mobius Broad Large Cap Growth Conservative
Universe for one of the last 2 quarters or for the last year? [1-Year: 19th] |
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| 6. |
Has DHJ equity
performance fallen outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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| 7. |
Has DHJ quarterly
equity return outperformed its index for at least 1 of the last 4
quarters?
[-3.07 vs. -4.12, -23.43 vs. -22.79, -31.19 vs. -32.31, -30.83 vs.
-31.46] |
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| 8. |
Has DHJ equity
annualized alpha been positive for the last 3 years? [-0.15] |
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| Eagle
Asset Management |
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| 1. |
Did the equity return
equal or exceed its R2000 index during the trailing 3-year period? [-11.22 vs.
-16.80] |
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| 2. |
Did the equity return
equal or exceed its R2000 index during the trailing 5-year period? [-0.33 vs. -5.24] |
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| 3. |
Is Eagle's trailing
3-year standard deviation below the standard deviation of its R2000
index?
[19.31 vs. 21.43] |
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| 4. |
Does the 5-year
equity return rank in the top 50% of the Mobius Broad Small Cap
Universe? [9th] |
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| 5. |
Did the equity return
rank in the top 75% of the Mobius Broad Small Cap Universe for one of the
last 2 quarters or for the last year? [1yr: 23rd] |
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| 6. |
Has Eagle's equity
performance fallen outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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| 7. |
Has Eagle's quarterly
equity return outperformed its index for at least 1 of the last 4
quarters? [-11.17
vs. -14.95, -22.88 vs. -26.12, -25.36 vs. -26.94, -25.87 vs. -26.51] |
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| 8. |
Has Eagle's equity
annualized alpha been positive for the last 3 years? [4.16] |
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