HOLLYWOOD POLICE PDF
LOCK EAGLE TOTAL EXECUTIVE HERE LOCK LOCK BOSTON TOTAL UNIVERSE HERE LOCK LOCK EAGLE TOTAL RISK HERE LOCK LOCK SEI TOTAL EXECUTIVE HERE LOCK LOCK SEI TOTAL UNIVERSE HERE LOCK LOCK SEI TOTAL RISK HERE LOCK
Leesburg Police Officers' Pension Plan % Leesburg Police Officers' Pension Plan Leesburg Police Officers' Pension Plan Leesburg Police Officers' Pension Plan Leesburg Police Officers' Pension Plan %
Eagle Total Return (Stocks + Bonds + Cash) Eagle Total Return (Stocks + Bonds + Cash) SEI International Equity SEI International Equity SEI International Equity
Executive Summary Risk Measures Executive Summary Universe Comparisons Risk Measures
1 15 43 International Equity 45
Inception date is December 31, 1995 3 Yr Inception date is March 21, 2001 44 1 Yr
All dollar values are shown in thousands. # of Negative Qtrs All dollar values are shown in thousands. Returns are in percent. "%-tile" is the percentile ranking within the universe. # of Negative Qtrs
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. # of Positive Qtrs
Returns are net of fees. Batting Average Returns are net of fees. Incept is March 21, 2001 to June 30, 2003 Batting Average
Account Reconciliation Worst Qtr Account Reconciliation Trailing Returns through June 30, 2003 Worst Qtr
Beginning Value Best Qtr Beginning Value Fund Best Qtr
Net Flows Range Net Flows Return Range
Investment G/L Worst 4 Qtrs Investment G/L %-tile Worst 4 Qtrs
Ending Value Standard Deviation Ending Value EAFE Standard Deviation
6/30/2003 Beta 6/30/2003 Return Beta
Qtr Annualized Alpha Qtr %-tile Annualized Alpha
7,562 R-Squared 513 Universe R-Squared
-52 Sharpe Ratio 0 5th %-tile Sharpe Ratio
754 Treynor Ratio 91 25th %-tile Treynor Ratio
8,264 Tracking Error 604 50th %-tile Tracking Error
2003 Information Ratio 2003 75th %-tile Information Ratio
YTD Fund YTD 95th %-tile Fund
7,835 6 441 2 Qtrs 2
-220 6 124 6.05 2
649 50 40 89 0
8,264 -7.62 604 9.85 -20.44
12/31/1995 9.99 3/21/2001 52 17.76
Incept 17.61 Incept 20.72 38.2
  5,161 -10.62 600 13.85 -11.04
-574 9.75 124 9.98 20.88
3,677 0.97 -119 7.42 0.99
8,264    8,264,000 0.69 604       604,000 5.24 -5.32
Investment Policy 0.97 Investment Policy 3 Qtrs 1
Index -0.28 Index 11.81 -0.6
Lehman Credit-Intermediate -2.81 MSCI EAFE 84 -12.58
Russell 1000 Value 1.59 Total 16.97 1.28
Russell 1000 Growth 0.44 Weight 45 -3.9
Other Index 100 31.1 EAFE
Weight 6 100 20.89 2
43 6 Trailing Returns through June 30, 2003 16.29 2
20.8 50 Fund 13.35 100
20.8 -7.76 EAFE 7.98 -19.69
15.4 10.61 Diff 1 Yr 19.57
Trailing Returns through June 30, 2003 1 Yr FUND #REF! 18.37 1 Yr 1 Yr FUND -11.04 -0.1104 39.26
Fund UNIVERSE -10.74 ############################## UNIVERSE 91 -6.05
Index POLICY #REF! 9.97 -6.05 POLICY -6.05 -0.0605 20.98
Diff 1 -4.99 48 1
1 Yr 0 2 Yr 9.7 0
3.93 1 ############################## -1.34 1
6.73 -0.34 -7.65 -6.42 -0.36
-2.8 -3.43 -3.14 -9.21 -7.46
2 Yr 0 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr -12.06 0
############################## Diff 3/21/2001 2 Yr Diff
  0.59 0   Incept -10.79 0
  ############################## 0   -10.38 83 0
  3 Yr 0   -7.98 -7.65 -100
0.42 0.14 -2.4 57 -0.75
-0.28 -0.62 Calendar Year Returns 8.44 -1.81
0.7 -0.76 Fund -0.7 -1.06
4 Yr 0.12 EAFE   -6.96 -4.99
1.41 -0.22 Diff -9.7 -0.1
1/1/1900 -0.03 6/30/2003 -13.66 -0.01
-0.13 0.69 Qtr 3 Yr -5.32
5 Yr 3 Yr FUND #REF! -0.03 17.76 3 Yr FUND 1.57 0.0157 0
3.03 N/A 0.06 1/19/1900 UNIVERSE -6.18 -0.24
3.54   #REF! 0.62 -1.81 POLICY -12.24 -0.1224 -5.12
-0.51 1.59 2003 -15.88 1.28
6 Yr 5 Yr 5 Yr YTD -20.62 5 Yr 2 Yr
5.34 # of Negative Qtrs 6.05 4 Yr # of Negative Qtrs
5.78 # of Positive Qtrs 9.85 5.41 # of Positive Qtrs
-0.44 Batting Average ############################## -0.32 Batting Average
7 Yr Worst Qtr 2002 -4.16 Worst Qtr
1/7/1900 Best Qtr ############################## -6.7 Best Qtr
7.46 Range -15.65 -9.92 Range
-0.29 Worst 4 Qtrs ############################## 5 Yr Worst 4 Qtrs
8 Yr 9 Yr 10 Yr Standard Deviation 2001 2000 1999 1998 1997 1996 1995 1994 10.2 Standard Deviation
12/31/1995 Beta Returns in Up Markets 2.77 Beta
Incept Annualized Alpha Fund -1.49 Annualized Alpha
7.33 R-Squared EAFE -4.27 R-Squared
7.61 Sharpe Ratio Ratio -7.36 Sharpe Ratio
-0.28 Treynor Ratio 1 Yr 6 Yr Treynor Ratio
Calendar Year Returns Tracking Error 1/24/1900 6.64 Tracking Error
Fund Information Ratio 27.3 1.41 Information Ratio
Index 5 Yr FUND #REF! Fund 3/28/1900 5 Yr FUND -1.72 -0.0172 Fund
Diff N/A 9 2 Yr UNIVERSE -3.69 4
6/30/2003   #REF!   11 34 POLICY -8.09 -0.0809 4
Qtr Batting Average 45 37 7 Yr 25
9.99 -7.62 91.9 8.57 -20.44
1/10/1900 9.99 3/21/2001 3.88 17.76
-0.62 17.61 Incept 0.88 38.2
2003 -10.62 34 -1.36 -25.91
YTD Standard Deviation 9.93 37 -5.83 18.05
8.51 Beta 0.95 91.9 8 Yr 1
9.8 Annualized Alpha -0.32 -0.0032 Returns in Down Markets 8.99 -3.33 -0.0333
############################## R-Squared 0.97 Fund 5.26 0.99
2002 -0.09 EAFE 2.7 -0.7
-7.99 -0.91 Ratio 0.66 -12.72
-7.35 1.88 1 Yr -3.32 1.43
-0.64 -0.27 -28.3 Calendar Year Returns -2.2
2001 Policy Index -26.2 Fund EAFE
1.2 9 108.2 Return 4
-1.03 11 2 Yr %-tile 4
2.23 55 -40.6 EAFE 75
2000 -7.76 -37.7 Return -19.69
2.21 11.23 107.6 %-tile 19.57
1/0/1900 18.99 3/21/2001 Universe 39.26
1.68 -10.74 Incept 5th %-tile -22.95
1999 Standard Deviation 10.29 -34.6 25th %-tile 17.94
7.86 1 -32.6 50th %-tile   1
11.31 0 106 75th %-tile 0
-3.45 1 21.35 95th %-tile   1
6/20/1905 -0.03 27.17 Qtr -0.53
12.68 QU. FUND #REF! -0.35 -5.82 QU. FUND 17.76 0.1776 -9.58
14.79 UNIVERSE 0 1997 UNIVERSE 70 0
-2.11 POLICY #REF! Diff 23.48 POLICY 19.57 0.1957 Diff
1997 0 22.11 49 0
21.2 0 1.37 26.5 0
19.01 -10 1996 22.25 -50
2.19 0.14 20.73 19.39 -0.75
1996 -1.24 14.81 17.23 -1.81
11.75 -1.38 5.92 14.38 -1.06
12.64 0.12 1995 1994 YTD -2.96
-0.89 -0.36 Returns in Up Markets 6.05 0.11
1995 1994 -0.05 Fund 89 0
Returns in Up Markets -0.32 Policy 9.85 -3.33
Fund -0.03 Ratio 52 -0.01
Index -0.06 3 Yr 20.72 -0.17
Ratio -0.56 15.4 13.85 -3.14
3 Yr 1.88 24.2 9.98 1.43
20.8 7 Yr 63.5 7.42 Incept
21.8 # of Negative Qtrs 5 Yr 5.24 # of Negative Qtrs
95.7 # of Positive Qtrs 22.8 2002 # of Positive Qtrs
5 Yr 2002 FUND #REF! Batting Average 30 2002 FUND -16.98 -0.1698 Batting Average
21.1 UNIVERSE Worst Qtr 76.1 UNIVERSE 69 Worst Qtr
23.3 POLICY #REF! Best Qtr 7 Yr POLICY -15.65 -0.1565 Best Qtr
90.4 Range 23.7 60 Range
7 Yr Worst 4 Qtrs 26.6 1.13 Worst 4 Qtrs
19.9 Standard Deviation 89.1 -8.2 Standard Deviation
21 Beta 9/30/1995 -14.26 Beta
94.6 Annualized Alpha Incept -17.82 Annualized Alpha
12/31/1995 R-Squared 23.3 -22.25 R-Squared
Incept Sharpe Ratio 24.9 2001 Sharpe Ratio
18.9 2001 FUND #REF! Treynor Ratio 93.4 2001 FUND 3.58 0.0358 Treynor Ratio
19.9 UNIVERSE Tracking Error Returns in Down Markets N/A -10.16 Tracking Error
94.8 POLICY #REF! Information Ratio Fund   -18.13 -0.1813 Information Ratio
Returns in Down Markets Fund Policy -22.9 Fund
Fund 9 Ratio -29.05 5.11
Index 19 3 Yr 2000 4
Ratio 42.86 -12.8 2.88 34.15
3 Yr -7.62 -26.1 -8.21 -20.44
-16.5 10.55 49 -15.61 17.76
-18.3 18.17 5 Yr -24.08 38.2
90.2 2000 FUND #REF! -10.62 -13.5 2000 FUND -34 -0.34 -25.91
5 Yr N/A 9.34 -21.1 N/A 1999 17.72
-15.4   #REF! 0.94 64.1   116.89 1.1689 1
-16.4 0.15 0.0015 7 Yr 67.58 -2.49
94 0.96 -13.5 47.85 0.99
7 Yr 0.31 -21.1 28.32 -0.71
-15.4 3.07 64.1 16.51 -12.62
-16.4 1.96 9/30/1995 1998 1.52
94 -0.15 Incept 27.64 -1.58
12/31/1995 Index -13.5 17.86 EAFE
Incept 1999 FUND #REF! 9 -21.1 1999 FUND 11.79 0.1179 5.11
-15.4 N/A 19 64.1 N/A 2.35 4
-16.4   #REF! 57.14   -29.32 -0.2932 65.85
94 -7.76 1997 -19.69
11.23 22.94 19.57
18.99 11.7 39.26
-10.74 5.22 -22.95
9.72 -2.28 17.61
1 -30.46 1
0 1996 0
1998 FUND #REF! 1 1998 FUND 28.9 0.289 1
UNIVERSE 0.33 N/A 20.05 -0.58
POLICY #REF! 3.18   14.65 0.1465 -10.22
0 9.94 0
Diff 0.97 Diff
0 1995 0
0 21.87 0
-14.28 13.07 -31.7
0.14 9.83 -0.75
-0.68 3.73 -1.81
#REF! -0.82 -8.25 -0.0825 -1.06
0.12 72 -2.96
#REF! -0.38 18.16 0.1816 0.11
-0.06 57 0
0.15 39.63 -2.49
-0.04 26.6 -0.01
-0.02 20.04 -0.13
-0.11 15.04 -2.4
1.96 10.25 1.52
Incept 1998 Incept
#REF! # of Negative Qtrs 21.35 0.2135 # of Negative Qtrs
# of Positive Qtrs 50 # of Positive Qtrs
#REF! Batting Average 27.17 0.2717 Batting Average
Worst Qtr 16 Worst Qtr
Best Qtr 32.25 Best Qtr
Range 25.03 Range
Worst 4 Qtrs 21.2 Worst 4 Qtrs
Standard Deviation 17.82 Standard Deviation
Beta 10.66 Beta
Annualized Alpha 1997 Annualized Alpha
R-Squared 23.48 R-Squared
Sharpe Ratio 17 Sharpe Ratio
Treynor Ratio 22.11 Treynor Ratio
Tracking Error 31 Tracking Error
Information Ratio 26.02 Information Ratio
Fund 22.69 Fund Fund
9 20.28 10
21 17.15 21
43.33 11.87 Batting Average 51.61
-7.62 1996 -8.65
10.55 20.73 16.75
18.17 4 25.4
-10.62 14.81 -9.99
9.05 34 Standard Deviation 10.7
0.94 19.27 Beta 0.7
0.16 15.51 Annualized Alpha 4.53
0.96 13.72 R-Squared 0.7
0.33 11.65 0.52
3.18 7.45 7.94
1.95 1995 6.97
-0.14 33.89 0.32
Index 28.38 Policy Policy
9 25.99 10
21 23.47 21
56.67 19.28 48.39
-7.76 -11.53
11.23 15.59
18.99 27.12
-10.74 -24.93
9.41 Standard Deviation 12.71
1 1
0 0
1 1
0.35 0.26
3.27 3.3
0 0
Diff Diff
0 0
0 0
-13.34 3.22
0.14 2.88
-0.68 1.16
-0.82 -1.72
0.12 14.94
-0.36 -2.01
-0.06 -0.3
0.16 4.53
-0.04 -0.3
-0.02 0.26
-0.09 4.64
1.95 6.97