HOLLYWOOD POLICE PDF
LOCK TOTAL FUND EXECUTIVE HERE LOCK LOCK TOTAL FUND UNIVERSE HERE(p1) LOCK TOTAL FUND UNIVERSE HERE(p2) LOCK TOTAL FUND RISK MEASURES LOCK LOCK TOTAL EQUITY EXECUTIVE HERE LOCK LOCK TOTAL EQUITY UNIVERSE HERE(p1) N/A LOCK LOCK TOTAL EQUITY RISK HERE LOCK LOCK TOTAL FIXED EXECUTIVE HERE LOCK TOTAL FIXED UNIVERSE HERE(p1) N/A LOCK LOCK TOTAL FIXED RISK MEAS. HERE LOCK
START @B3 Hollywood Police Pension Fund START @E3 Hollywood Police Pension Fund % Hollywood Police Pension Fund START @H3 Hollywood Police Pension Fund % START @N3 Hollywood Police Pension Fund START @Q3 Hollywood Police Pension Fund Hollywood Police Pension Fund % Hollywood Police Pension Fund Hollywood Police Pension Fund Hollywood Police Pension Fund Hollywood Police Pension Fund Hollywood Police Pension Fund
Total Fund Total Net Returns Total Fund Total Net Returns Total Net Returns Total Fund Total Net Returns Total Equity Total Equity Returns Total Equity Total Equity Returns Total Equity Returns Total Equity Returns INVERNESS Bond Returns INVERNESS Bond Returns INVERNESS Bond Returns INVERNESS Bond Returns
Executive Summary Universe Universe Comparisons Universe Comparisons Risk Measures Risk Measures Executive Summary Universe Universe Comparisons Universe Comparisons Risk Measures Executive Summary Universe Comparisons Universe Comparisons Risk Measures
3 33%BLCC,10%BLCGC,7%BLCVC,4%BSC,23%BFI,23%IFI 33%BLCC,10%BLCGC,7%BLCVC,4%BSC,23%BFI,23%IFI 22 25 61.1%BLCC, 18.5%BLCGC, 13%BLCVC, 7.4%BSC 61.1%BLCC, 18.5%BLCGC, 13%BLCVC, 7.4%BSC 27 35 50% Broad FI, 50% Intermediate FI 50% Broad FI, 50% Intermediate FI 37
Inception date is September 30, 1992 5 6 3 Yr Inception date is September 30, 1992 26 40 3 Yr Inception date is September 30, 1992 36 29 3 Yr
All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs
Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. Returns for periods exceeding one year are annualized. # of Positive Qtrs
Returns are net of fees. Incept is September 30, 1992 to June 30, 2007 Fiscal Year Returns Ending September Batting Average Returns are net of fees. Incept is September 30, 1992 to June 30, 2007 Fiscal Year Returns Ending September Batting Average Returns are gross of fees. Incept is September 30, 1992 to June 30, 2007 Fiscal Year Returns Ending September Batting Average
Account Reconciliation Trailing Returns through June 30, 2007 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through June 30, 2007 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through June 30, 2007 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr
Beginning Value 5-25th %tile 25-50th %tile 50-75th %tile 75-95th %tile Fund Index Best Qtr Beginning Value Fund 75-95th %tile Fund Index Best Qtr Beginning Value Fund 75-95th %tile Fund Index Best Qtr
Net Flows 75-95th %tile Fund Index -20.00% Range Net Flows Return -40.00% Range Net Flows Return -5.00% Range
Investment G/L 0.00% -15.00% Worst 4 Qtrs Investment G/L %-tile -30.00% Worst 4 Qtrs Investment G/L %-tile 0.00% Worst 4 Qtrs
Ending Value 5.00% -10.00% Standard Deviation Ending Value Index -20.00% Standard Deviation Ending Value Index 5.00% Standard Deviation
6/30/2007 10.00% -5.00% Beta 6/30/2007 Return -10.00% Beta 6/30/2007 Return 10.00% Beta
Qtr 15.00% 0.00% Annualized Alpha Qtr %-tile 0.00% Annualized Alpha Qtr %-tile 15.00% Annualized Alpha
196,947 20.00% 5.00% R-Squared 116,792 Universe 10.00% R-Squared 70,889 Universe 20.00% R-Squared
117 25.00% 10.00% Sharpe Ratio -509 5th %-tile 20.00% Sharpe Ratio 452 5th %-tile 25.00% Sharpe Ratio
9,295 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr 15.00% Treynor Ratio 9,692 25th %-tile 30.00% Treynor Ratio -298 25th %-tile Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Treynor Ratio
206,359 Trailing Returns through June 30, 2007 20.00% Tracking Error 125,975 50th %-tile 40.00% Tracking Error 71,042 50th %-tile Fiscal Year Returns Ending September Tracking Error
2007 Fund 25.00% Information Ratio 2007 75th %-tile 50.00% Information Ratio 2007 75th %-tile Fund Information Ratio
YTD Return 30.00% Fund YTD 95th %-tile 60.00% Fund YTD 95th %-tile Return Fund
185,449 %-tile Qtr YTD 2006 2005 2004 2003 2002 2001 2000 1999 3 111,946 1 Yr Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 3 65,148 1 Yr %-tile 4
498 Index   Fiscal Year Returns Ending September 9 -5,175 22.77 0.2277 Fiscal Year Returns Ending September   9 4,330 5.98 0.0598 Index 8
20,412 Return Fund 58.33 19,205 4 Fund 50 1,564 27 Return 58.33
206,359 %-tile   Return -1.25 125,975 20.18 0.2018 Return   -2.4 71,042 5.89 0.0589 %-tile -0.76
9/30/1992 Universe %-tile 5.57 9/30/1992 30 %-tile 9.12 9/30/1992 30 Universe 3.46
Incept 5th %-tile Index 6.82 Incept 22.03 Index 11.52 Incept 8.46 5th %-tile 4.22
59,084 25th %-tile Return 4.5 18,638 20.36 Return 6.27 36,929 6.06 25th %-tile -0.51
4,741 50th %-tile %-tile 4.45 4,307 19.49 %-tile 7.68 -8,104 5.37 50th %-tile 2.6
142,534 75th %-tile Universe 1.02 103,030 18.7 Universe 0.96 42,217 4.82 75th %-tile 0.93
206,359  206,359,000 95th %-tile 5th %-tile 0.61 125,975   125,975,000 17.03 5th %-tile 1.83 71,042    71,042,000                                                                                                              4 95th %-tile 0.27
Investment Policy 1 Yr ####### 25th %-tile 0.9 Investment Policy 2 Yr 25th %-tile 0.93 Investment Policy 2 Yr Qtr 0.99
Index 15.26 0.1526 50th %-tile ####### 1.18 Index 17.06 0.1706 50th %-tile 1.26 Index 2.68 0.0268 QU. FUND 0.1 0.001 -0.01
S&P 500 1 Yr FUND 4 0.04 75th %-tile 5.14 S&P 500 3 75th %-tile 10.06 Lehman Gov/Credit-Intermediate 46 UNIVERSE 49 -0.02
Lehman Gov/Credit-Intermediate UNIVERSE 13.48 0.1348 95th %-tile ####### 1.4 Russell 1000 Growth 14.49 0.1449   95th %-tile   2.02 Lehman Gov/Credit Bond 2.46 0.0246 POLICY 0.03 0.0003 0.32
Lehman Gov/Credit Bond POLICY 33 Qtr 0.59 Russell 1000 Value 38   Qtr 0.75 Total 56 59   0.09
Other 15.02 Qtr 4.73 0.0473 Index Russell 2000 1 Yr FUND 16.55 Qtr -1.98 -0.0198 Index Weight 5.32 0.61 Index
Weight 13.67 UNIVERSE 2 2 Weight UNIVERSE 14.95 UNIVERSE 29 3 50 3.2 0.31   4
33 13.12 POLICY 3.13 0.0313 10 61.1 POLICY 14.13 POLICY -1.9 -0.019 9 50 1 Yr FUND 2.59 0.09 8
23 12.58 59 41.67 18.5 13.53 26 50 100 UNIVERSE 2.14 -0.1 41.67
23 11.79 4.14 -1.67 13 12.09 -0.9 -2.46 Trailing Returns through June 30, 2007 POLICY 1.62 -0.36 -0.78
21 2 Yr   3.47 5.49 7.4 3 Yr -1.9   9.73 Fund 3 Yr YTD 3.55
Trailing Returns through June 30, 2007 10.72 3.21 7.16 Trailing Returns through June 30, 2007 13.34 0.1334 -2.42 12.19 Index 3.66 0.0366 0.07   4.33
Fund 6   2.98 3.83 Fund 14 -3.3   5.26 Diff 59 71 -0.86
Index 8.88 2.63 4.13 Index 11.83 0.1183 -4.73 7.72 1 Yr 3.63 0.0363 -0.12   2.77
Diff 50 YTD 1 Diff 44 YTD 1 5.98 61 81 1
1 Yr 10.73 11.02 0 1 Yr 14.18 6.28 0 5.89 6.08 2.16 0
15.26 9.39 4 1 22.77 12.44 12 1 0.09 4.42 1.15 1
13.48 8.86 8.74 1.07 20.18 11.63 5.07 1.06 2 Yr 3.83 0.49 -0.02
1.78 8.43 53 4.41 2.59 11.01 37 8.15 2.68 3.36 -0.05 -0.05
2 Yr 7.67 10.7 0 2 Yr 9.75 7.09 0 2.46 2.83 -0.53 0
10.72 3 Yr ####### 9.36 Diff 17.06 4 Yr   5.48 Diff 1/0/1900 4 Yr 2005 Diff
8.88 8.92 0.0892 8.79 1 14.49 14.71 0.1471 4.59   0 3 Yr 3 2004 2.02 0.0202 0
1.84 3 YR FUND 20 0.2 8.37 -1 2.57 20 3.64   0 3.66 51 UNIVERSE 68 0
3 Yr UNIVERSE 8.09 0.0809 7.81 16.66 3 Yr 13.82 0.1382 1.56     0 3.63 2.61 POLICY 2.02 0.0202 16.66
8.92 POLICY 52 2006   0.42 13.34 39 2005 0.06 0.03 71 68   0.02
8.09 9.8 2004 7.57 0.0757 0.08 11.83 3 YR FUND 15.84 2004 14.34 0.1434 -0.61 4 Yr 6.04 4.66 -0.09
0.83 8.72 UNIVERSE 22   -0.34 1.51 UNIVERSE 14.32 UNIVERSE 41 -0.67 3 3.67 2.94   -0.11
4 Yr 8.12 POLICY 7.18 0.0718 0.67 4 Yr POLICY 13.45 POLICY 13.15 0.1315 1.01 2.61 3 YR FUND 3.02 2.38 0.35
9.34 7.63 33 0.32 14.71 12.82 63 -0.04 0.39 UNIVERSE 2.53 1.89 -0.17
8.64 6.84   8.53 0.02 13.82 11.48 18.21 -0.04 5 Yr POLICY 1.99 1.28 -0.07
0.7 4 Yr 7.45 0.61 0.89 5 Yr 15.44   1.83 4.76 5 Yr 2004 0.27
5 Yr 9.34   6.74 -0.1 5 Yr 11.48 0.1148 13.73 -0.07 4.42 4.76 0.0476 2003 3.49 0.0349 -0.01
8.34 25 6.16 0.11 11.48 25 12.47   0.2 0.34 31 UNIVERSE 33 0.01
8.26 8.64 5.04 0.73 11.19 11.19 0.1119 9.75   1.91 6 Yr 4.42 0.0442 POLICY 3 0.03 0.03
0.08 55 2005   1.4 0.29 32 2004 2.02 5.41 43 49   0.32
6 Yr 10.45 2003 8.74 0.0874 5 Yr 5 Yr 6 Yr 12.86 2003 12.54 0.1254 5 Yr 5 Yr 5.04 7.46 7.43 5 Yr 5 Yr
6.5 9.33 UNIVERSE 45   # of Negative Qtrs 7.55 11.44 UNIVERSE 59 # of Negative Qtrs 0.37 4.94 3.83   # of Negative Qtrs
5.49 8.71 POLICY 8.03 0.0803 # of Positive Qtrs 5.34 10.65 POLICY 13.64 0.1364 # of Positive Qtrs 7 Yr 4.25 2.96 # of Positive Qtrs
1.01 8.23 70 Batting Average 2.21 10.09 40 Batting Average 6.26 3.71 2.27 Batting Average
7 Yr 7.5   10.62 Worst Qtr 7 Yr 9 18.31 Worst Qtr 5.89 3.09 1.54 Worst Qtr
4.42 5 Yr ####### 9.5 Best Qtr 1/3/1900 6 Yr 14.62 Best Qtr 1/0/1900 6 Yr 2003 Best Qtr
3.8 8.34 0.0834 8.56 Range 1.44 7.55 13.05 Range 8 Yr 5.41 2002 7.39 0.0739 Range
1/0/1900 5 YR FUND 37 0.37 7.82 Worst 4 Qtrs 1/1/1900 10 11.06 Worst 4 Qtrs 5.93 18 UNIVERSE 21 Worst 4 Qtrs
8 Yr UNIVERSE 8.26 0.0826 6.68 Standard Deviation 8 Yr 5.34 0.0534 8.09   Standard Deviation 5.68 5.04 POLICY 6.26 0.0626 Standard Deviation
1/5/1900 POLICY 40 2004   Beta 4.68 48 2003 Beta 0.25 28 27   Beta
4.05 9.77 2002 8.1 0.081 Annualized Alpha 2.13 5 YR FUND 8.24 0.0824 2002 20.44 0.2044 Annualized Alpha 9 Yr 6.59 15.41 Annualized Alpha
1.11 8.71 UNIVERSE 74   R-Squared 2.55 UNIVERSE 6.27 UNIVERSE 88 R-Squared 5.67 5.12 0.0512 6.36   R-Squared
9 Yr 8.08 POLICY 8.75 0.0875 Sharpe Ratio 9 Yr POLICY 5.21 POLICY 25.89 0.2589 Sharpe Ratio 5.43 5 YR FUND 4.61 4.78 Sharpe Ratio
5.74 7.6 59 Treynor Ratio 6.02 4.37 18 Treynor Ratio 0.24 UNIVERSE 4.16 0.0416 3.82 Treynor Ratio
5.06 6.91   11.71 Tracking Error 1/4/1900 2.79 28.13 Tracking Error 10 Yr POLICY 3.64 2.69 Tracking Error
0.68 6 Yr 10.07 Information Ratio 1/1/1900 7 Yr 25.31   Information Ratio 6.09 7 Yr 2002 Information Ratio
10 Yr 6.5   9.03 Fund Fund 10 Yr 3.22 23.7 Fund Fund 5.87 6.26 2001 8.77 0.0877 Fund Fund
6.88 17 8.05 4 7.9 33 21.94   5 0.22 11 UNIVERSE 6 5
1/6/1900 5.49 6.72 16 1/6/1900 1.44 18.64   15 9/30/1992 5.89 POLICY 8.65 0.0865 15
0.63 48 2003   Batting Average 60 1.28 65 2002 Batting Average 45 Incept 20 8   Batting Average 65
9/30/1992 7.3 2001 12.74 0.1274 -5.68 9/30/1992 7.88 2001 -9.95 -0.0995 -14.86 6.12 6.54 8.8 -2.18
Incept 6.11 UNIVERSE 94   7.3 Incept 4.71 UNIVERSE 5 12.58 1/5/1900 5.75 7.65   4.93
8.73 5.43 POLICY 16.91 0.1691 12.98 11.82 1.97 POLICY -20.84 -0.2084 27.44 0.14 5.32 6.86 7.11
7.94 4.95 24 4.45 10.89 1.07 71 -0.56   Fiscal Year Returns Ending September 4.89 5.67 -0.51
0.79 4.24 20.76 Standard Deviation 5.44 0.93 -1.04 -10.38 Standard Deviation 10.75 Fund 4.33 1.79 Standard Deviation 3.5
Fiscal Year Returns Ending September 7 Yr 16.74 Beta 0.86 Fiscal Year Returns Ending September 8 Yr -17.34 Beta 0.91 Index 8 Yr 2001 Beta 0.89
Fund 4.42 15.3 Annualized Alpha 1.21 0.0121 Fund 4.68 -19.53 Annualized Alpha 1.22 0.0122 Diff 5.93 2000 13.27 0.1327 Annualized Alpha 0.78 0.0078
Index 37 14.13 R-Squared 0.91 Index 21 -21.08 R-Squared 0.96 6/30/2007 10 UNIVERSE 4 R-Squared 0.98
Diff 3.8 12.49 1.04 Diff 2.13 -23.77   0.82 Qtr 5.68 POLICY 13.04 0.1304 0.6
6/30/2007 57 2002   6.59 6/30/2007 69 2001 9.68 -0.42 16 7   2.35
Qtr 7.29 2000 -2.02 -0.0202 1.83 Qtr 6.31 2000 -31.03 -0.3103 2.39 -0.31 6.1 13.13 0.59
4.73 5.24 UNIVERSE 1   0.04 8.33 4.29 UNIVERSE 76 0.12 -0.11 5.42 12.35   0.58
3.13 3.99 POLICY -7.82 -0.0782 Policy Index 6.07 2.78 POLICY -30.46 -0.3046 Policy Index 2007 5.04 11.69 Policy Index
1.6 3.39 56 5 2.26 1.96 73 5 YTD 4.66 10.55 6
2007 2.15 -3.85 15 2007 0.07 -5.3 15 1/2/1900 4.14 0.57 14
YTD 8 Yr -6.54 40 YTD 9 Yr -17.68 55 2.26 9 Yr 2000 35
11.02 5.16 -7.63 -7.1 17.51 6.02 -27.57 -16.86 0.18 5.67 6.22 -2.84
8.74 20 -8.65 9.86 14.42 18 -30.96 15.78 2006 3 33 5.11
2.28 4.05 -10.45 16.96 3.09 4.25 -39.84 32.64 3.52 5.43 6.47 7.95
2006 58 2001 3.54 2006 57 2000 1.27 3.43 7 17 -0.86
7.57 6.04 -13.38 Standard Deviation 6.06 11.04 7.37 17.11 Standard Deviation 11.61 0.09 5.52 6.94 Standard Deviation 3.88
7.18 4.89 77 1 10.36 5.49 36 1 2005 4.98 6.33 1
0.39 4.2 -12.38 0 0.68 4.43