Hollywood Police Officers' Pension Fund
Alpha & Beta: 5-Years Trailing (or Inception if Less)
March 31, 2005
BETA
Current
Policy Mar-05 Dec-04 Sep-04 Jun-04 Mar-04 Dec-03 Sep-03 Jun-03    
Total Fund * 0.93 0.92 0.94 0.93 0.94 0.94 0.94 0.95
Managers, Equities
Davis, Hamilton, Jackson S&P500 0.90 0.90 0.89 0.89 0.88 0.89 0.89 0.89
Inverness S&P500 0.98 0.95 0.96 0.96 0.96 0.95 0.96 0.96
Eagle R2000 0.60 0.56 0.56 0.49 0.53 0.46 0.45
Buckhead R1000V 0.85 0.96
Inverness Fixed Income 50% LBGC, 50% LBGCI 0.90 0.89 0.89 0.90 0.91 0.92 0.93 0.97
   
ALPHA
Total Fund * 0.03% -0.23% 0.47% 1.06% 0.92% 0.91% 0.96% 0.44%
Managers, Equities
Davis, Hamilton, Jackson S&P500 -1.73% -1.61% -2.29% -1.68% -1.84% -1.40% -0.96% -1.42%
Inverness S&P500 1.18% 0.37% 1.56% 2.45% 2.28% 2.03% 2.30% 2.30%
Eagle R2000 7.55% 10.24% 7.51% 12.01% 8.58% 15.30%
Buckhead R1000V -0.93% -3.33%
Inverness Fixed Income 50% LBGC, 50% LBGCI 1.12% 1.06% 1.09% 1.06% 0.78% 0.73% 0.37%
* 43% S&P500, 23% LBIGC, 23% LBGC, 7% R1000V, 4% R2000
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