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| Hollywood Police
Officers' Pension Fund |
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| Compliance Report |
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| September 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? [3.29 vs. 2.10] |
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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? [5.31 vs. 4.57] |
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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?
[4.76 vs. 0.22] |
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| 2. |
Did the equity return
equal or exceed the S&P500 over the trailing 5-year period? [8.30 vs. 5.17] |
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| 3. |
Is Inverness'
trailing 5-year standard deviation below the standard deviation of the
S&P500? [10.60
vs. 10.26] |
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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: 15th] |
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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? [4.76 vs. 0.22, 10.30 vs. 4.41, 10.57 vs. 5.85, 13.80 vs.
8.62] |
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| 10. |
Has Inverness'
trailing 5-year equity return outperformed its index for at least 1 of the
last 4 quarters? [8.30 vs. 5.17, 10.98
vs. 7.58, 13.90 vs. 11.32, 15.75 vs. 12.83] |
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| 11. |
Has Inverness' equity
annualized alpha been positive for the last 3 years? [4.60] |
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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? [0.64 vs. 0.04] |
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| 2. |
Did the equity return
equal or exceed its R1000G index during the trailing 5-year period? [3.61 vs.
3.74] |
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| 3. |
Is DHJ trailing
5-year standard deviation below the standard deviation of its R1000G
index?
[10.53 vs. 11.39] |
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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? [30th] |
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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: 10th] |
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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?
[-10.13 vs. -12.33, 0.53 vs. 1.25, -8.23 vs. -10.18, 0.04 vs. -0.77] |
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| 8. |
Has DHJ equity
annualized alpha been positive for the last 3 years? [0.53] |
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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? [4.98 vs. 1.83] |
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| 2. |
Did the equity return
equal or exceed its R2000 index during the trailing 5-year period? [11.20 vs. 8.15] |
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| 3. |
Is Eagle's trailing
3-year standard deviation below the standard deviation of its R2000
index?
[13.51 vs. 14.35] |
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| 4. |
Does the 5-year
equity return rank in the top 50% of the Mobius Broad Small Cap
Universe? [8th] |
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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? [-3.21 vs.
-1.11, -0.68 vs. 0.58, -9.00 vs. -9.90, -1.44 vs. -4.58] |
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| 8. |
Has Eagle's equity
annualized alpha been positive for the last 3 years? [3.27] |
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