HOLLYWOOD POLICE PDF
LOCK INVERNESS EQUITY EXECUTIVE HERE LOCK LOCK INVERNESS EQ. UNIVERSE HERE(p1) INVERNESS EQ. UNIVERSE HERE(p2) LOCK LOCK INVERNESS EQUITY RISK HERE LOCK LOCK DHJ EQUITY EXECUTIVE HERE LOCK LOCK DHJ EQUITY EXECUTIVE HERE(p1) DHJ EQUITY EXECUTIVE HERE(P2) LOCK LOCK DHJ EQUITY RISK HERE LOCK EAGLE SMALL CAP EXECUTIVE HERE LOCK LOCK EAGLE SMALL CAP UNIVERSE HERE(P1) EAGLE SMALL CAP UNIVERSE HERE(p2) LOCK LOCK EAGLE SMALL CAP RISK HERE LOCK LOCK BUCKHEAD TOTAL EQ EXECUTIVE HERE LOCK LOCK BUCKHEAD TOTAL EQ UNIVERSE HERE(P1) BUCKHEAD TOTAL EQ UNIVERSE HERE(p2) 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 Gross Returns (Stocks + Cash) DHJ Total Gross Returns (Stocks + Cash) DHJ Total Gross Returns (Stocks + Cash) DHJ Total Gross Returns (Stocks + Cash) EAM Gross Total (Stocks + Cash) EAM Gross Total (Stocks + Cash) EAM Gross Total (Stocks + Cash) EAM Gross Total (Stocks + Cash) Buckhead Gross Total (Equity + Cash) Buckhead Gross Total (Equity + Cash) Buckhead Gross Total (Equity + Cash) Buckhead Gross 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
46 Broad Large Cap Core Broad Large Cap Core 54 56 Broad Large Cap Growth Core Broad Large Cap Growth Core 62 64 Broad Small Cap Broad Small Cap 70 72 Broad Large Cap Value Core Broad Large Cap Value Core 78
Inception date is September 30, 1992 48 49 3 Yr Inception date is March 31, 2000 58 59 3 Yr Inception date is March 31, 2003 66 67 Incept 1 Yr Inception date is December 31, 2003 74 75 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 September 30, 2005 Fiscal Year Returns Ending September Batting Average Returns are gross of fees. Incept is March 31, 2000 to September 30, 2005 Fiscal Year Returns Ending September Batting Average Returns are gross of fees. Incept is March 31, 2003 to September 30, 2005 Fiscal Year Returns Ending September Batting Average Returns are gross of fees. Incept is December 31, 2003 to September 30, 2005 Fiscal Year Returns Ending September Batting Average
Account Reconciliation Trailing Returns through September 30, 2005 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through September 30, 2005 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through September 30, 2005 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through September 30, 2005 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 S&P 500 Best Qtr Beginning Value 5-25th %tile 25-50th %tile 50-75th %tile 75-95th %tile Fund R1000G Best Qtr Beginning Value 5-25th %tile 25-50th %tile 50-75th %tile 75-95th %tile Fund FR2000 Best Qtr Beginning Value 5-25th %tile 25-50th %tile 50-75th %tile 75-95th %tile Fund R1000V Best Qtr
Net Flows 75-95th %tile Fund S&P 500 -40.00% Range Net Flows 75-95th %tile Fund R1000G -75.00% Range Net Flows 75-95th %tile Fund FR2000 -50.00% Range Net Flows 75-95th %tile Fund R1000V -30.00% Range
Investment G/L -10.00% -30.00% Worst 4 Qtrs Investment G/L -15.00% -50.00% Worst 4 Qtrs Investment G/L 0.00% -25.00% Worst 4 Qtrs Investment G/L 0.00% -20.00% Worst 4 Qtrs
Ending Value -5.00% -20.00% Standard Deviation Ending Value -10.00% -25.00% Standard Deviation Ending Value 5.00% 0.00% Standard Deviation Ending Value 5.00% -10.00% Standard Deviation
9/30/2005 0.00% -10.00% Beta 9/30/2005 -5.00% 0.00% Beta 9/30/2005 10.00% 25.00% Beta 9/30/2005 10.00% 0.00% Beta
Qtr 5.00% 0.00% Annualized Alpha Qtr 0.00% 25.00% Annualized Alpha Qtr 15.00% 50.00% Annualized Alpha Qtr 15.00% 10.00% Annualized Alpha
58,365 10.00% 10.00% R-Squared 20,601 5.00% 50.00% R-Squared 7,912 20.00% 75.00% R-Squared 11,589 20.00% 20.00% R-Squared
-54 15.00% 20.00% Sharpe Ratio 1,035 10.00% 75.00% Sharpe Ratio -16 25.00% 100.00% Sharpe Ratio -16 25.00% 30.00% Sharpe Ratio
3,625 20.00% 30.00% Treynor Ratio 726 15.00% Qtr YTD 2004 2003 2002 2001 2000 1999 1998 1997 Treynor Ratio 483 30.00% Qtr YTD 2004 2003 2002 2001 2000 1999 1998 1997 Treynor Ratio 45 30.00% 40.00% Treynor Ratio
61,936 25.00% 40.00% Tracking Error 22,361 20.00% Fiscal Year Returns Ending September Tracking Error 8,379 35.00% Fiscal Year Returns Ending September Tracking Error 11,618 Qtr YTD 1 Yr Incept 50.00% Tracking Error
2005 30.00% 50.00% Information Ratio 2005 25.00% Fund Information Ratio 2005 40.00% Fund Information Ratio 2005 Trailing Returns through September 30, 2005 60.00% Information Ratio
YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr 60.00% Fund YTD 30.00% Return Fund YTD 45.00% Return Fund Fund YTD Fund Qtr YTD 2004 2003 2002 2001 2000 1999 1998 1997 Fund
57,066 Trailing Returns through September 30, 2005 Qtr YTD 2004 2003 2002 2001 2000 1999 1998 1997 4 18,899 35.00% %-tile 4 6,929 Qtr YTD 1 Yr 2 Yr Incept %-tile 1 10,442 Return Fiscal Year Returns Ending September 0
-3,061 Fund Fiscal Year Returns Ending September 8 977 2 Qtrs 3 Qtrs 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr R1000G 8 -63 Trailing Returns through September 30, 2005 FR2000 3 -64 %-tile Fund 4
7,931 Return Fund 41.67 2,485 Trailing Returns through September 30, 2005 Return 25 1,513 Fund Return Batting Average 75 1,240 R1000V Return 25
61,936 %-tile Return -1.92 22,361 Fund %-tile -4.92 8,379 Return %-tile -3.18 11,618 Return %-tile 0.39
9/30/1992 S&P 500 %-tile 12.92 3/31/2000 Return Universe 11.01 3/31/2003 %-tile Universe 14.37 12/31/2003 %-tile R1000V 9.53
Incept Return S&P 500 14.84 Incept %-tile 5th %-tile 15.93 Incept FR2000 5th %-tile 17.55 Incept Universe Return 9.14
  18,638 %-tile Return 5.29 10,795 R1000G 25th %-tile 3.94 4,822 Return 25th %-tile 21.9 7,800 5th %-tile %-tile 11.9  
-25,303 Universe %-tile 10.6 13,591 Return 50th %-tile 10.92 -137 %-tile 50th %-tile Standard Deviation 11.79 2,425 25th %-tile Universe 7.38
68,601 5th %-tile Universe 0.93 -2,024 %-tile 75th %-tile 0.92 3,694 Universe 75th %-tile Beta 0.75 1,394 50th %-tile 5th %-tile BETA 0.84
61,936  61,936,000  25th %-tile  5th %-tile 0.51 22,361  22,361,000 Universe 95th %-tile -1.1 8,379    8,379,000 5th %-tile 95th %-tile Annualized Alpha 7.67 0.0767 11,618           11,618,000 75th %-tile 25th %-tile ALPHA -1.63 -0.0163 #REF!
Investment Policy 50th %-tile 25th %-tile 0.92 Investment Policy 5th %-tile Qtr 0.94 Investment Policy 25th %-tile Qtr R-Squared 0.9 Investment Policy 95th %-tile 50th %-tile 0.71
Index 75th %-tile 50th %-tile 1.36 Index 25th %-tile QU. FUND 3.48 0.0348 0.97 Index 50th %-tile QU. FUND 6.11 0.0611 1.64 Index Qtr #VALUE! 75th %-tile 1.27
S&P 500 95th %-tile 75th %-tile 15.52 Russell 1000 Growth 50th %-tile UNIVERSE 79   11.54 Russell 2000 75th %-tile UNIVERSE 28   25.84 Russell 1000 Value 0.39 0.0039 95th %-tile 11.17
Total 1 Yr 95th %-tile 3.16 Total 75th %-tile POLICY 4.01 0.0401 2.75 Total 95th %-tile POLICY 4.69 0.0469 5.32 Total 99   Qtr 4.16
Weight 14.04 0.1404 Qtr   -0.22 Weight 95th %-tile 64 -0.92 Weight Qtr 61 0.74 Weight 3.88 0.0388 0.39 0.0039 -1.15
100 1 Yr FUND 38   QU. FUND 6.24 0.0624 S&P 500 100 2 Qtrs 8.26 R1000G 100 6.11 0.0611 9.25 Policy FR2000 100 41 99   R1000V
100 UNIVERSE 12.25 0.1225 UNIVERSE 13   3 100 4.97 6.12 3 100 28 6.28 1 100 7.47 3.88 0.0388 0
Trailing Returns through September 30, 2005 POLICY 57 POLICY 3.61 0.0361 9 Trailing Returns through September 30, 2005 82 4.45   9 Trailing Returns through September 30, 2005 4.69 0.0469 5.1   3 Trailing Returns through September 30, 2005 4.7 41 4
Fund 22.88 57 58.33 Fund 6.57 3.59 75 Fund 61 4 25 Fund 3.56   7.47 75
S&P 500 15.79 7.82 -3.15 R1000G 61 2.29   -5.23 FR2000 9.25 1.61   -5.34 R1000V 2.79 4.7 0.09
Diff 12.59 4.82 15.39 Diff 14.35 YTD 14.31 Diff 6.28 YTD 14.09 Diff 1   3.56   10.38
1 Yr 11.47 3.7   18.54 1 Yr 9.81 13.12 19.54 1 Yr 5.1 21.9 19.43 1 Yr YTD 2.79 10.29 1 Yr FUND #REF!
14.04 7.61 3.31 6.32 1/13/1900 7.19 55 1.16 1/21/1900 4 23 17.95 1/11/1900 11.9 1   16.69 UNIVERSE
12.25 2 Yr 1.75   10.92 11.6 5.77 11.6 11.6 17.95 1.61 17.95 Standard Deviation 14.98 16.69 62 YTD 7.45 POLICY #REF!
1.79 13.84 YTD 1 1.52 3.14 71 1 3.95 YTD 63 1 -4.79 16.69 11.9 1
2 Yr 34 14.04 0 2 Yr 3 Qtrs 25.77 0 2 Yr 21.9 26.4 0 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr 23 62 0
13.84 13.06 38 1 1/8/1900 1.89 18.07 1 1/22/1900 23 21.72 1 12/31/2003 24.1 16.69 1
13.06 46 12.25 1.39 9.53 68 13.56 1.13 18.36 17.95 19.25 1.03 Incept 16.12 23 1.9
0.78 19.58 57 15.13 -0.71 2.22 11.02 13.15 3.82 63 16.53 15.43 7.98 12.74 24.1 14.17
3 Yr 14.71 22.88 0 3 Yr 63 7.76 0 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr 26.4 11.14 0 12.64 11.06 16.12 0
1/16/1900 12.88 15.79 Diff 12.21 10.68 2004   Diff 3/31/2003 INCEPTION 21.72 2004   Diff -4.66 7.98 12.74 Diff
Incept ROR 16.72 11.56 12.59 1   1/14/1900 6.47 2004 FUND 4.69 0.0469 1 Incept UNIVERSE 19.25 2004 FUND 22.46 0.2246 0 Fiscal Year Returns Ending September 1 Yr   11.06 0     
Fund -0.7 7.97   11.47 -1   -2.53 3.21 UNIVERSE 87   -1 25.74 POLICY 16.53 UNIVERSE 26   0 Fund 11.9 0.119 7.98 0     
Policy 4 Yr 3 Yr 7.61 -16.66   4 Yr 1.32 POLICY 7.51 0.0751 -50 28.89 11.14 POLICY 18.78 0.1878 50 R1000V 62   2004   -50    
9.52 16.02 0.1602 2004   1.23 1/4/1900 -1.45 61 0.31 -3.15 1 Yr 54 2.16 Diff 16.69 0.1669 23.92 0.2392 0.3
6.04 3 Yr FUND 59   2004 FUND 13.63 0.1363 -2.47 1/4/1900 1 Yr FUND 1 Yr 15.25 -3.3 Fiscal Year Returns Ending September 21.9 0.219 28.92 0.28 9/30/2005 23 18.34   -0.85
3.48 UNIVERSE 16.72 0.1672 UNIVERSE 39   -3.7 0.02 UNIVERSE 13.12 0.1312 11.67 -3.61 Fund 23 22.49 -1.88 Qtr 24.1 14.42 0.1442 -1.15
5 Yr POLICY 39 POLICY 13.87 0.1387 -1.03 5 Yr POLICY 55 8.28   2.78 FR2000   17.95 0.1795 19.1   3.95 0.39 16.12 13.02 -4.79
-0.16 21.09 35 -0.32 ############################## 11.6 0.116 6.32 -0.68 Diff 63 16.07 -3.19 1/3/1900 12.74   8.08 -0.07
-1.49 17.69 19.71 -0.07 -8.64 71 2.06   -0.08 9/30/2005 26.4 8.02   -0.25 -3.49 11.06 2003 -0.16
1.33 16.37 14.67 0.51 4.69 25.77 2003   -1.1 Qtr 21.72 2003   7.67 2005 7.98   27.67   -1.63
6 Yr 14.38 13.19   -0.08 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr 18.07 2003 FUND 19.31 0.1931 -0.06 6.11 3 Yr FUND 19.25 2003 FUND 48.25 0.4825 -0.1 YTD Incept   23.98 -0.29 3 Yr FUND #REF!
2.39 11.54 10.23 -0.03 36616.00 13.56 UNIVERSE 63   -0.16 1/4/1900 UNIVERSE 16.53 UNIVERSE 34.58   0.61 1/11/1900 7.98 0.0798 21.95   -0.63  N/A
0.83 4 Yr 5.93   0.39 Incept 11.02 POLICY 25.91 0.2591 -1.61 1.42 POLICY 11.14 POLICY 30.01 0.3001 10.41 16.69 53   19.27   -3   #REF!
1.56 9.52 2003   3.16 -3.27 7.76 17 2.75 2005 2 Yr 25.9 5.32 -4.79 12.64 0.1264 15.84 0.1584 4.16
7 Yr 12 2003 FUND 20.49 0.2049 5 Yr -9.26 2 Yr 30.61 4 Yr YTD 22.18 0.2218 19.17 2 Yr 2004 2003 2002 2001 2000 1999 1998 1997 1996 12 2002   Incept
6.01 6.04 UNIVERSE 73   5 Yr # of Negative Qtrs 5.99 8.82 0.0882 23.77 # of Negative Qtrs 21.9 17 2002 # of Negative Qtrs Returns in Up Markets 17.77 -6.38 -0.0638 # of Negative Qtrs
1/4/1900 48 POLICY 24.4 0.244 # of Positive Qtrs Fiscal Year Returns Ending September 77 20.39 # of Positive Qtrs 1/17/1900 18.36 0.1836 6.59 # of Positive Qtrs Fund 10.74 -15.42 # of Positive Qtrs
1.84   11.81 25 Batting Average Fund 9.53 0.0953 18.37 Batting Average 1/3/1900 55 -1.82 Batting Average R1000V 8.13 -18.95 Batting Average
8 Yr   7.71 29.75 Worst Qtr R1000G 71 14.19 Worst Qtr 2004 25.94 -7.42 Worst Qtr Ratio 7.14 -20.72 Worst Qtr
1/6/1900 5.88 24.33 Best Qtr Diff 19.44 2002   Best Qtr 1/22/1900 20.91 -12.12   Best Qtr 1 Yr 4.64 -24.03 Best Qtr
4.9 4.79 23.28 Range 9/30/2005 14.04 2002 FUND -17.07 -0.1707 Range 1/18/1900 18.91 2002 FUND -19.94 -0.1994 Range 1/11/1900   2001 Range
1.18 2.57 20.05 Worst 4 Qtrs Qtr 11.15 UNIVERSE 15   Worst 4 Qtrs 3.68 15.45 UNIVERSE 2001   Worst 4 Qtrs 16.7 0 5.47 Worst 4 Qtrs
9 Yr 5 Yr   14.08 Standard Deviation 3.48 8.89 POLICY -22.51 -0.2251 Standard Deviation 2003 2002 2001 2000 1999 1998 1997 1996 11.48 POLICY 9.26 0.0926 Standard Deviation 71.3   -5.14   Standard Deviation 5 Yr FUND
8.98 -0.16 -0.0016 2002   Beta 1/4/1900 6.38 63 Beta Returns in Up Markets Incept -2.9 Beta 12/31/2003 0 -13.19 -0.1319 Beta  N/A
8.37 5 Yr FUND 32   2002 FUND -7.86 -0.0786 Annualized Alpha -0.53 3 Yr FUND 3 Yr -12.11 Annualized Alpha Fund 25.74 -15.03 Annualized Alpha Incept -23.01   Annualized Alpha  
0.61 UNIVERSE -1.49 -0.0149 UNIVERSE 1   R-Squared 2005 UNIVERSE 12.21 0.1221 -19.07 R-Squared FR2000 67 -25.09 R-Squared 8 -27 -0.27 R-Squared
10 Yr POLICY 49 POLICY -20.49 -0.2049 Sharpe Ratio YTD POLICY 83 -21.45   Sharpe Ratio Ratio 28.89 -41.08   Sharpe Ratio 12.6 2000 Sharpe Ratio
10.03 6.16 60 Treynor Ratio 13.12 14.74 0.1474 -23.71 Treynor Ratio 1 Yr 34 2000 Treynor Ratio 63.1   22.25 Treynor Ratio
1/9/1900