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| Hollywood Police
Officers' Pension Fund |
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| Compliance Report |
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| June 30, 2008 |
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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 33% S&P500, 10% R1000G,
7% R1000V, 4% R2000, 23% LBIGC and 23% LBGC? [6.27 vs. 4.50] |
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| 2. |
Did the total 5-year
return exceed the policy, which is comprised of 33% S&P500, 10% R1000G,
7% R1000V, 4% R2000, 23% LBIGC and 23% LBGC? [6.95 vs. 6.04] |
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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?
[10.30 vs. 4.41] |
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| 2. |
Did the equity return
equal or exceed the S&P500 over the trailing 5-year period? [10.98 vs. 7.58] |
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| 3. |
Is Inverness'
trailing 5-year standard deviation below the standard deviation of the
S&P500? [9.62
vs. 9.38] |
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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? [3rd] |
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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: 9th] |
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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? [10.30 vs. 4.41, 10.57 vs. 5.85, 13.80 vs. 8.62, 17.80 vs.
13.14] |
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| 10. |
Has Inverness'
trailing 5-year equity return outperformed its index for at least 1 of the
last 4 quarters? [10.98 vs. 7.58,
13.90 vs. 11.32, 15.75 vs. 12.83, 17.49 vs. 15.45] |
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| 11. |
Has Inverness' equity
annualized alpha been positive for the last 3 years? [5.91] |
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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? [5.40 vs. 5.91] |
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| 2. |
Did the equity return
equal or exceed its R1000G index during the trailing 5-year period? [6.53 vs.
7.32] |
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| 3. |
Is DHJ trailing
5-year standard deviation below the standard deviation of its R1000G
index?
[9.57 vs. 10.07] |
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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? [52nd] |
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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: 20th] |
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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?
[0.53 vs. 1.25, -8.23 vs. -10.18, 0.04 vs. -0.77, 5.81 vs. 4.20] |
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| 8. |
Has DHJ equity
annualized alpha been positive for the last 3 years? [0.14] |
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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? [8.18 vs. 3.79] |
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| 2. |
Did the equity return
equal or exceed its R2000 index during the trailing 5-year period? [12.91 vs. 10.29] |
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| 3. |
Is Eagle's trailing
3-year standard deviation below the standard deviation of its R2000
index?
[12.68 vs. 13.75] |
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| 4. |
Does the 5-year
equity return rank in the top 50% of the Mobius Broad Small Cap
Universe? [21st] |
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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: 30th] |
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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? [-0.68 vs.
0.58, -9.00 vs. -9.90, -1.44 vs. -4.58, -1.57 vs. -3.09] |
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| 8. |
Has Eagle's equity
annualized alpha been positive for the last 3 years? [4.68] |
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