HOLLYWOOD POLICE PDF
LOCK INVERNESS EQUITY EXECUTIVE HERE LOCK LOCK INVERNESS EQ. UNIVERSE HERE(p1) N/A LOCK LOCK INVERNESS EQUITY RISK HERE LOCK LOCK DHJ EQUITY EXECUTIVE HERE LOCK LOCK DHJ EQUITY Universe HERE(p1) N/A LOCK LOCK DHJ EQUITY RISK HERE LOCK EAGLE SMALL CAP EXECUTIVE HERE LOCK LOCK EAGLE SMALL CAP UNIVERSE HERE(P1) N/A LOCK LOCK EAGLE SMALL CAP RISK HERE LOCK LOCK BUCKHEAD TOTAL EQ EXECUTIVE HERE LOCK LOCK BUCKHEAD TOTAL EQ UNIVERSE HERE(P1) N/A LOCK LOCK BUCKHEAD TOTAL EQ RISK HERE LOCK LOCK LOCK LOCK LOCK LOCK LOCK LOCK
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 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 Hollywood Police Pension Fund Hollywood Police Pension Fund %
Inverness Stock Returns Inverness Stock Returns Inverness Stock Returns Inverness Stock Returns DHJ Total Net Returns (Stocks + Cash) DHJ Total Net Returns (Stocks + Cash) DHJ Total Gross Returns (Stocks + Cash) DHJ Total Net Returns (Stocks + Cash) EAM Net Total (Stocks + Cash) EAM Net Total (Stocks + Cash) EAM Gross Total (Stocks + Cash) EAM Net Total (Stocks + Cash) Buckhead Net Total (Equity + Cash) Buckhead Net Total (Equity + Cash) Buckhead Gross Total (Equity + Cash) Buckhead Net Total (Equity + Cash)
Executive Summary Universe Comparisons Universe Comparisons Risk Measures Executive Summary Universe Comparisons Universe Comparisons Risk Measures Executive Summary Universe Comparisons Universe Comparisons Risk Measures Executive Summary Universe Comparisons Universe Comparisons Risk Measures
40 Broad Large Cap Core Broad Large Cap Core 42 45 Broad Large Cap Growth Conservative Broad Large Cap Growth Core 47 50 Broad Small Cap Broad Small Cap 52 55 Broad Large Cap Value Core Broad Large Cap Value Core 57
Inception date is September 30, 1992 41 50 3 Yr Inception date is March 31, 2000 46 60 3 Yr Inception date is March 31, 2003 51 68 Incept 2 Yr Inception date is December 31, 2003 56 76 1 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 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 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 gross 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 March 31, 2000 to June 30, 2007 Fiscal Year Returns Ending September Batting Average Returns are net of fees. Incept is March 31, 2003 to June 30, 2007 Fiscal Year Returns Ending September Batting Average Returns are net of fees. Incept is December 31, 2003 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 Account Reconciliation Trailing Returns through June 30, 2007 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr
Beginning Value Fund 75-95th %tile Fund S&P 500 Best Qtr Beginning Value Fund 75-95th %tile Fund R1000G Best Qtr Beginning Value Fund 75-95th %tile Fund FR2000 Best Qtr Beginning Value Fund 75-95th %tile Fund R1000V Best Qtr
Net Flows Return -40.00% Range Net Flows Return -75.00% Range Net Flows Return -50.00% Range Net Flows Return -30.00% Range
Investment G/L %-tile -30.00% Worst 4 Qtrs Investment G/L %-tile -50.00% Worst 4 Qtrs Investment G/L %-tile -25.00% Worst 4 Qtrs Investment G/L %-tile -20.00% Worst 4 Qtrs
Ending Value S&P 500 -20.00% Standard Deviation Ending Value R1000G -25.00% Standard Deviation Ending Value FR2000 0.00% Standard Deviation Ending Value R1000V -10.00% Standard Deviation
6/30/2007 Return -10.00% Beta 6/30/2007 Return 0.00% Beta 6/30/2007 Return 25.00% Beta 6/30/2007 Return 0.00% Beta
Qtr %-tile 0.00% Annualized Alpha Qtr %-tile 25.00% Annualized Alpha Qtr %-tile 50.00% Annualized Alpha Qtr %-tile 10.00% Annualized Alpha
68,901 Universe 10.00% R-Squared 24,560 Universe 50.00% R-Squared 10,717 Universe 75.00% R-Squared 14,653 Universe 20.00% R-Squared
-733 5th %-tile 20.00% Sharpe Ratio -2 5th %-tile 75.00% Sharpe Ratio 6 5th %-tile 100.00% Sharpe Ratio -1 5th %-tile 30.00% Sharpe Ratio
6,653 25th %-tile 30.00% Treynor Ratio 1,435 25th %-tile Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Treynor Ratio 737 25th %-tile Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Treynor Ratio 818 25th %-tile 40.00% Treynor Ratio
74,821 50th %-tile 40.00% Tracking Error 25,993 50th %-tile Fiscal Year Returns Ending September Tracking Error 11,460 50th %-tile Fiscal Year Returns Ending September Tracking Error 15,470 50th %-tile Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Tracking Error
2007 75th %-tile 50.00% Information Ratio 2007 75th %-tile Fund Information Ratio 2007 75th %-tile Fund Information Ratio 2007 75th %-tile Fiscal Year Returns Ending September Information Ratio
YTD 95th %-tile Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Fund YTD 95th %-tile Return Fund YTD 95th %-tile Return Fund Fund YTD 95th %-tile Fund Fund
67,953 1 Yr Fiscal Year Returns Ending September 4 23,273 2 Qtrs %-tile 3 9,215 2 Qtrs %-tile 2 13,593 2 Qtrs Return 0
-5,360 25.47 0.2547 Fund 8 -6 8.58 R1000G 9 15 13.06 FR2000 6 -3 6.62 %-tile 4
12,227 1   Return 50 2,725 8 Return 50 2,230 13 Return Batting Average 75 1,881 82 R1000V 25
74,821 20.59 0.2059 %-tile -1.92 25,993 8.13 %-tile -5.04 11,460 6.45 %-tile -2.78 15,470 6.23 Return 0.98
9/30/1992 37 S&P 500 9.72 3/31/2000 21 Universe 10.88 3/31/2003 86 Universe 11.93 12/31/2003 89 %-tile 6.77
Incept 24.43 Return 11.64 Incept 8.66 5th %-tile 15.92 Incept 14.55 5th %-tile 14.71 Incept 11.27 Universe 5.79
  18,638 21.18 %-tile 5.29 10,795 8.02 25th %-tile 3.43 4,822 11.87 25th %-tile 9.79 7,800 8.36 5th %-tile 19.45  
-32,717 20.25 Universe 7.65 14,079 7.37 50th %-tile 8.5 27 9.58 50th %-tile Standard Deviation 9.9 3,104 7.31 25th %-tile 6.02
88,899 19.16 5th %-tile 0.95 1,119 7.08 75th %-tile 0.93 6,611 7.49 75th %-tile Beta 0.83 4,566 6.86 50th %-tile BETA 0.84
74,821  74,821,000                                                                                                             16 25th %-tile 3.12 25,993  25,993,000 6.76 95th %-tile -0.6 11,460  11,460,000 4.33 95th %-tile Annualized Alpha 6.55 0.0655 15,470           15,470,000 5.6 75th %-tile ALPHA 1.1 0.011 #REF!
Investment Policy 2 Yr 50th %-tile 0.82 Investment Policy 3 Qtrs Qtr 0.94 Investment Policy 3 Qtrs Qtr R-Squared 0.93 Investment Policy 3 Qtrs 95th %-tile 0.76
Index 19.4 75th %-tile 1.41 Index 11.71 QU. FUND -3.66 -0.0366 0.44 Index 24.18 QU. FUND -2.59 -0.0259 1.58 Index 13.84 Qtr 2.39
S&P 500 1 95th %-tile 11.38 Russell 1000 Growth 100 UNIVERSE 39   4.04 Russell 2000 8 UNIVERSE 12   18.87 Russell 1000 Value 85 -0.49 -0.0049 17.12
Total 14.45 Qtr 3.23 Total 14.53 POLICY -3.9 -0.039 2.23 Total 15.93 POLICY -5.02 -0.0502 3.24 Total 14.73 36   3.13
Weight 45 -1.55 -0.0155 0.87 Weight 15 46 -0.57 Weight 77 54 1.44 Weight 48 0.59 0.0059 -0.77
100 1 Yr FUND 18.29 QU. FUND 41   S&P 500 100 15.63 -1.39 R1000G 100 25.04 -1.91 Policy FR2000 100 20.53 13 R1000V
100 UNIVERSE 15.4 UNIVERSE -1.44 -0.0144 3 100 14.06 -3.05 3 100 20.35 -3.39 1 100 16.73 1.73 0
Trailing Returns through June 30, 2007 POLICY 14.34 POLICY 30 9 Trailing Returns through June 30, 2007 12.8 -4.08   9 Trailing Returns through June 30, 2007 18.27 -4.84   7 Trailing Returns through June 30, 2007 14.42 -0.06 4
Fund 13.57 0.64 50 Fund 12.46 -5.16 50 Fund 16.13 -6.35 25 Fund 13.99 -1.29 75
S&P 500 10.82 -1.19 -2.15 R1000G 12.22 -6.87   -5.23 FR2000 11.62 -9.22   -5.02 R1000V 13.18 -1.6 1.24
Diff 3 Yr -1.85 9.23 Diff 1 Yr YTD 9.17 Diff 1 Yr YTD 13.93 Diff 1 Yr -3.2   8
1 Yr 14.49 0.1449 -3.28   11.38 1 Yr 14.04 0.1404 2.22 14.4 1 Yr 23.82 0.2382 10.76 18.95 1 Yr 19.45 0.1945 YTD 6.76 1 Yr FUND #REF!
25.47 13   -5.66 4.91 1/14/1900 100 64 1.68 1/23/1900 10 20 5.91 1/19/1900 93   6.81   21.86 UNIVERSE
20.59 11.68 0.1168 YTD   7.29 19.04 19.04 0.1904 2.02 8.83 16.44 16.44 0.1644 9.44 Standard Deviation 11.44 21.86 21.86 0.2186 24 6.2 POLICY #REF!
4.88 50 6.94 1 -5 18 67 1 7.38 59 28 1 -2.41 39 7.91 1
2 Yr 15.88 16 0 2 Yr 20.61 8.65 0 2 Yr 26.54 13.84 0 2 Yr 26.75 13 0
19.4 12.81 4.85 1 1/9/1900 18.58 5.33 1 1/20/1900 20.08 9.78 1 1/12/1900 22.69 9.32 1
14.45 11.65 42 1.1 12.39 16.56 2.98 0.57 15.5 17.42 7.83 0.96 16.88 21.13 6.74 2.71
4.95 11.01 8.45 8 -2.89 16 1.38 5.02 4.67 14.93 5.58 10.99 -4.01 20.44 4.82 16.79
3 Yr 7.78 5.82 0 3 Yr 15.02 -1.66 0 3 Yr 9.78 1.51 0 3 Yr 19.15   4.38 0
1/14/1900 4 Yr 4.67 Diff 7.44 2 Yr 2005   Diff 1/17/1900 INCEPTION 2 Yr 2005   Diff 1/11/1900 2 Yr 1.98 Diff
Incept ROR 11.68 15.64 3.13 1   1/8/1900 9.5 2004 FUND 13.12 0.1312 0 1/13/1900 UNIVERSE 20.17 2004 FUND 21.9 0.219 1 1/15/1900 12.87 0.1287 2005 0     
Fund 2.81 15 0.06 -1   -1.26 100 UNIVERSE 55   0 4.06 POLICY 14 UNIVERSE 23   -1 -4.11 100 11.9 0.119 0     
Policy 4 Yr 13.49 2005 0   4 Yr 12.39 POLICY 11.6 0.116 0 4 Yr 15.5 POLICY 17.95 0.1795 50 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr 16.88 0.1688 62   -50    
15.64 46 14.04   0.23 1/8/1900 27 71 0.19 1/20/1900 54 63 2.24 12/31/2003 23 16.69 0.1669 -0.26
13.49 3 Yr FUND 17.15 2004 FUND 38 0.49 1/10/1900 1 Yr FUND 15.28 25.77 1.71 1/18/1900 22.11 26.4 -2 Incept 20.65 23 -1.23
2.15 UNIVERSE 14.67 UNIVERSE 12.25 0.26 -2.05 UNIVERSE 12.45 18.07 1.52 2.14 17.69 21.72 -4.24 11 16.68 24.1 -0.97
5 Yr POLICY 13.37 POLICY 57 0.38 5 Yr POLICY 11.32 13.56   1.75 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr   15.79 19.25   3.88 14.77 15.41 16.12 -2.41
12.30 12.61 22.88 0.36 1/6/1900 11.05 11.02 -0.33 3/31/2003 13.83 16.53 -1.54 ############################################### 14.39 12.74   -0.18
10.71 9.78 15.79 -0.05 9.28 10.33 7.76   -0.07 Incept 10.27 11.14   -0.17 Fiscal Year Returns Ending September 13.53 11.06 -0.16
1.59 5 Yr   12.59 3.12 -2.7 3 Yr 2004   -0.6 22.52 3 Yr 2004   6.55 Fund 3 Yr 7.98   1.1
6 Yr 12.3 0.123 11.47 -0.18 6 Yr 7.44 0.0744 2003 FUND 4.69 0.0469 -0.06 22.92 3 Yr FUND 17.51 0.1751 2003 FUND 22.46 0.2246 -0.07 R1000V 11.82 0.1182 2004   -0.24 3 Yr FUND #REF!
8.51 16   7.61 0.31 2.43 100 UNIVERSE 87   -0.13 ############################################### UNIVERSE 10 UNIVERSE 26   0.62 Diff 70 23.92 0.2392 -0.32  N/A
5.31 10.71 0.1071 2004 3.38 1/2/1900 8.7 0.087 POLICY 7.51 0.0751 -0.98 Fiscal Year Returns Ending September POLICY 13.45 0.1345 POLICY 18.78 0.1878 7.88 6/30/2007 15.93 0.1593 18.34   0.33   #REF!
3.2 40 13.63 3.23 0.14 57 61 2.23 Fund 60 54 3.24 Qtr 16 14.42 0.1442 3.13
7 Yr 13.74 2003 FUND 39 5 Yr 7 Yr 12.19 15.25 5 Yr FR2000 18.7 28.92 3 Yr 5.58 17.84 13.02 2 Yr
4.03 11.68 UNIVERSE 13.87 5 Yr # of Negative Qtrs ############################################### 10.12   11.67 # of Negative Qtrs Diff 15.74 22.49 # of Negative Qtrs 4.92 14.78 8.08 # of Negative Qtrs
1/2/1900 10.51 POLICY 35 # of Positive Qtrs ############################################### 8.79 8.28 # of Positive Qtrs 6/30/2007 14.08 19.1 # of Positive Qtrs 1/0/1900 13.12 2003 # of Positive Qtrs
1.87   9.64 19.71 Batting Average 1/3/1900 8.41 6.32 Batting Average Qtr 12.57 16.07 Batting Average 6/29/1905 11.63 27.67 Batting Average
8 Yr   7.82 14.67 Worst Qtr 8 Yr 9 Yr 10 Yr 7.86 2.06 Worst Qtr 6.88 9.94 8.02 Worst Qtr YTD 11.03 23.98 Worst Qtr
1/5/1900 6 Yr 13.19 Best Qtr 3/31/2000 4 Yr 2003   Best Qtr 1/4/1900 4 Yr 2003   Best Qtr 1/13/1900 4 Yr 21.95 Best Qtr
2.76 8.51 10.23 Range Incept 8.88 2002 FUND 19.31 0.1931 Range 1/2/1900 20.27 0.2027 2002 FUND 48.25 0.4825 Range 1/14/1900 19.06 19.27   Range
2.57 12 5.93 Worst 4 Qtrs -0.85 100 UNIVERSE 63   Worst 4 Qtrs 2007 24 UNIVERSE 34.58   Worst 4 Qtrs -0.89 16.02 15.84 Worst 4 Qtrs
9 Yr 5.31 2003 Standard Deviation -4.59 10.93 POLICY 25.91 0.2591 Standard Deviation YTD 18.13 0.1813 POLICY 30.01 0.3001 Standard Deviation 2006 14.86 2002   Standard Deviation 5 Yr FUND
6.61 48 20.49 Beta 1/3/1900 42 17 Beta 1/24/1900 57 25.9 Beta 1/11/1900 13.38 -6.38 Beta  N/A
4.83 5 Yr FUND 9.65 2002 FUND 73 Annualized Alpha Fiscal Year Returns Ending September 3 Yr FUND 15.1 30.61 Annualized Alpha 15.93 23.15 19.17 Annualized Alpha 14.62 12.41 -15.42 Annualized Alpha  
1.78 UNIVERSE 6.76 UNIVERSE 24.4 R-Squared Fund UNIVERSE 11.48 23.77 R-Squared 8.25 20.17 2002 R-Squared -2.99 5 Yr -18.95 R-Squared
10 Yr POLICY 5.18 POLICY 25 Sharpe Ratio R1000G POLICY 10.67