HOLLYWOOD POLICE PDF
LOCK INVERNESS TOTAL EXECUTIVE HERE LOCK LOCK INVERNESS BOND UNIVERSE (p1) INVERNESS BOND UNIVERSE (p2) LOCK LOCK EAGLE TOTAL RISK HERE EAGLE TOTAL EXECUTIVE LOCK LOCK SEI TOTAL EXECUTIVE HERE LOCK LOCK SEI TOTAL UNIVERSE HERE LOCK LOCK SEI TOTAL RISK HERE LOCK
Hollywood Police Pension Fund Hollywood Police Pension Fund % Hollywood Police Pension Fund Hollywood Police Pension Fund Leesburg Police Officers' Pension Plan Leesburg Police Officers' Pension Plan %
Hollywood Police Pension Fund INVERNESS Bond Returns INVERNESS Bond Returns EAM Gross Total (Stocks + Cash) EAM Gross Total (Stocks + Cash) SEI International Equity SEI International Equity
INVERNESS Total Gross Returns (Used Internally) Universe Comparisons Universe Comparisons Risk Measures Executive Summary Universe Comparisons Risk Measures
Executive Summary 50% Broad FI, 50% Intermediate FI 50% Broad FI, 50% Intermediate FI 67 61 International Equity 45
Inception date is September 30, 1992 25 26 1 Yr Inception date is March 31, 2003 44 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. # 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. # of Positive Qtrs
Returns are gross of fees. Incept is September 30, 1992 to June 30, 2005 Fiscal Year Returns Ending September Batting Average Returns are gross of fees. Incept is March 21, 2001 to June 30, 2003 Batting Average
Account Reconciliation Trailing Returns through June 30, 2005 5-25th %tile 25-50th %tile 50-75th %tile Worst Qtr Account Reconciliation Trailing Returns through June 30, 2003 Worst Qtr
Beginning Value 5-25th %tile 25-50th %tile 50-75th %tile 75-95th %tile Fund Index Best Qtr Beginning Value Fund Best Qtr
Net Flows 75-95th %tile Fund Index -5.00% Range Net Flows Return Range
Investment G/L 1.00% 0.00% Worst 4 Qtrs Investment G/L %-tile Worst 4 Qtrs
Ending Value 2.00% 5.00% Standard Deviation Ending Value EAFE Standard Deviation
6/30/2005 3.00% 10.00% Beta 6/30/2005 Return Beta
Qtr 4.00% 15.00% Annualized Alpha Qtr %-tile Annualized Alpha
126,330 5.00% 20.00% R-Squared 7,643 Universe R-Squared
-677 6.00% 25.00% Sharpe Ratio -16 5th %-tile Sharpe Ratio
1,498 7.00% Qtr YTD 2004 2003 2002 2001 2000 1999 1998 1997 Treynor Ratio 285 25th %-tile Treynor Ratio
127,151 8.00% Fiscal Year Returns Ending September Tracking Error 7,912 50th %-tile Tracking Error
2,005 9.00% Fund Information Ratio 2005 75th %-tile Information Ratio
YTD 10.00% Return Fund YTD 95th %-tile Fund
122,596 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr %-tile 2 6,929 2 Qtrs 2
-1,374 Trailing Returns through June 30, 2005 Index 2 -46 6.05 2
5,928 Fund Return 75 1,029 89 0
127,151 Return %-tile -3.18 7,912 9.85 -20.44
33,877 %-tile Universe 14.37 3/31/2003 52 17.76
Incept Index 5th %-tile 17.55 Incept 20.72 38.2
  59,084 Return 25th %-tile 13.28 4,822 13.85 -11.04
-38,683 %-tile 50th %-tile 12.61 -121 9.98 20.88
106,750 Universe 75th %-tile 0.74 3,211 7.42 0.99
127,151   127,151,000  5th %-tile  95th %-tile 5.8 7,912                 - 5.24 -5.32
Investment Policy 25th %-tile #VALUE! Qtr ####### 0.91 Investment Policy 3 Qtrs 1
Index 50th %-tile 2.67 0.89 Index 11.81 -0.6
S&P 500 75th %-tile #VALUE! 25 0.25 15.19 Russell 2000 84 -12.58
Lehman Gov/Credit-Intermediate 95th %-tile 2.96 5.67 Total 16.97 1.28
Lehman Gov/Credit Bond 1 Yr 9 0.68 Weight 45 -3.9
Citigroup Treasury Bill - 3 Month 5.64 3.02 FR2000 100 31.1 EAFE
Weight 52 2.66 2 100 20.89 2
50 6.01 2.36 2 Trailing Returns through June 30, 2005 16.29 2
22.5 41 1.99 25 Fund 13.35 100
22.5 8.13 1.58 -5.34 FR2000 7.98 -19.69
5 6.52 YTD 14.09 Diff 1 Yr 19.57
Trailing Returns through June 30, 2005 1 Yr FUND 5.67 2.61 19.43 1 Yr 1 Yr FUND -11.04 -0.1104 39.26
Fund UNIVERSE 4.53 59 9.45 13.28 UNIVERSE 91 -6.05
Index POLICY 3.33 2.79 16.29 9.45 POLICY -6.05 -0.0605 20.98
Diff 2 Yr 53 1 3.83 48 1
1 Yr 3.31 4.34 0 2 Yr 9.7 0
5.31 33 3.33 1 1/21/1900 -1.34 1
6.07 2.77 2.84 0.45 20.82 -6.42 -0.36
-0.76 53 2.24 7.41 0.51 -9.21 -7.46
2 Yr 6.33 1.59 0 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr -12.06 0
7.51 3.62 0.0362 2004 20.04 Diff 3/31/2003 2 Yr Diff
   1/7/1900 2.82 3.49 0 Incept   -10.79 0
   -0.1 2.19 0.0219 33 0.33 0 25.62   83 0
  3 Yr 1.46 3 50 29.9   -7.65 -100
6.83 3 Yr 49 2.16 -4.28 57 -0.75
7.11 6.16 7.43 0.28 Fiscal Year Returns Ending September 8.44 -1.81
-0.28 22 3.83 -1.88 Fund -0.7 -1.06
4 Yr 5.75 2.96 3.83 FR2000   -6.96 -4.99
5.06 28 2.27 -3.68 Diff -9.7 -0.1
3.79 8.94 1.54 -0.26 6/30/2005 -13.66 -0.01
1/1/1900 5.92 2003 20.03 5.8 Qtr 3 Yr -5.32
5 Yr 3 Yr FUND 4.97 7.39 -0.09 3.74 3 Yr FUND 1.57 0.0157 0
1/2/1900 N/A 4.14 21 0.21 0.44 4.32 UNIVERSE -6.18 -0.24
2.5   3.24 6.26 7.78 -0.58 POLICY -12.24 -0.1224 -5.12
0.29 4 Yr 27 5.67 2005 -15.88 1.28
6 Yr 6.8 15.41 5 Yr 2 Yr YTD -20.62 5 Yr 2 Yr
4.05 14 6.36 # of Negative Qtrs 14.88 4 Yr # of Negative Qtrs
3.07 6.36 4.78 # of Positive Qtrs 12.66 5.41 # of Positive Qtrs
0.98 21 3.82 Batting Average 2.22 -0.32 Batting Average
7 Yr 7.72 2.69 Worst Qtr 2004 -4.16 Worst Qtr
4.99 6.21 0.0621 2002 20.02 Best Qtr 22.46 -6.7 Best Qtr
1/4/1900 5.59 8.77 Range 18.78 -9.92 Range
0.49 4.89 0.0489 6 0.06 Worst 4 Qtrs 3.68 5 Yr Worst 4 Qtrs
8 Yr 4.05 8.65 Standard Deviation 2003 2002 2001 2000 1999 1998 1997 1996 10.2 Standard Deviation
6.54 5 Yr 8 Beta Returns in Up Markets 2.77 Beta
1/6/1900 7.72 8.8 Annualized Alpha Fund -1.49 Annualized Alpha
0.47 6 7.65 R-Squared FR2000 -4.27 R-Squared
9 Yr 7.29 6.86 Sharpe Ratio Ratio -7.36 Sharpe Ratio
7.92 13 5.67 Treynor Ratio 1 Yr 6 Yr Treynor Ratio
7.3 7.73 1.79 Tracking Error 18.7 6.64 Tracking Error
1/0/1900 6.91 2001 20.01 Information Ratio 19 1.41 Information Ratio
10 Yr 5 Yr FUND 6.41 13.27 Fund 98.1 5 Yr FUND -1.72 -0.0172 Fund
8.39 N/A 5.79 4 0.04 2 2 Yr UNIVERSE -3.69 4
7.88   4.95 13.04   6 33.5 POLICY -8.09 -0.0809 4
1/0/1900 6 Yr 7 Batting Average 50 36.1 7 Yr 25
9/30/1992 7.04 13.13 -3.18 92.8 8.57 -20.44
Incept 6 12.35 14.47 3/31/2003 3.88 17.76
1/8/1900 6.78 11.69 17.65 Incept 0.88 38.2
8.1 12 10.55 13.28 37.7 -1.36 -25.91
0.8 7.11 0.57 Standard Deviation 10.81 46.9 -5.83 18.05
Fiscal Year Returns Ending September 6.37 2000 20 Beta 0.69 80.4 8 Yr 1
Fund 5.94 6.22 Annualized Alpha 6.45 Returns in Down Markets 0.0645 8.99 -3.33 -0.0333
Index 5.42 33 0.33 R-Squared 0.86 Fund 5.26 0.99
Diff 4.73 6.47 1.83 FR2000 2.7 -0.7
6/30/2005 7 Yr 17 28.74 Ratio 0.66 -12.72
Qtr 6.54 6.94 6.14 1 Yr -3.32 1.43
1.2 2 6.33 0.08 -4.5 Calendar Year Returns -2.2
2.06 6.29 5.96 Policy FR2000 -8 Fund EAFE
-0.86 5 5.47 2 56.3 Return 4
2005 6.26 2.92 6 2 Yr %-tile 4
YTD 5.78 1999 50 -4.5 EAFE 75
4.87 5.42 -0.41 -5.34 -8 Return -19.69
5.56 5.03 72 14.52 56.3 %-tile 19.57
-0.69 4.45 -0.5 19.86 3/31/2003 Universe 39.26
6/26/1905 8 Yr 75 5.41 Incept 5th %-tile -22.95
8.47 6.96 3.72 Standard Deviation 14.57 -4.5 25th %-tile 17.94
8.33 3 1.67 1 -8 50th %-tile   1
0.14 6.74 0.54 0 56.3 75th %-tile 0
2003 6 -0.58 1 95th %-tile   1
12.25 6.76 -2.06 1.33 Qtr -0.53
1/15/1900 QU. FUND 6.26 1998 #REF! 19.32 QU. FUND 17.76 0.1776 -9.58
-2.88 UNIVERSE 5.88 11.65 0 UNIVERSE 70 0
2002 POLICY 5.43 7 #REF! Diff POLICY 19.57 0.1957 Diff
0.29 4.87 11.62 0 49 0
-6.75 9 Yr 8 0 26.5 0
7.04 7.06 12.17 0 22.25 -50
2001 4 9.97 2.16 19.39 -0.75
-11.05 6.82 8.86 -0.05 17.23 -1.81
-8.7 10 7.67 -2.21 14.38 -1.06
-2.35 6.94 2.96 7.87 YTD -2.96
2000 6.44 1997 -3.76 6.05 0.11
12.35 6.06 9.19 -0.31 89 0
10.13 5.65 50 6.45 9.85 -3.33
2.22 5.13 8.89 -0.14 52 -0.01
1999 10 Yr 59 0.5 20.72 -0.17
14.59 6.84 12.78 9.42 13.85 -3.14
12.85 5 10.29 6.14 9.98 1.43
1.74 6.62 9.17 Incept 7.42 Incept
1998 11 8.3 # of Negative Qtrs 5.24 # of Negative Qtrs
9.14 6.8 7.27 # of Positive Qtrs 2002 # of Positive Qtrs
9.72 2002 FUND 6.28 #REF! Batting Average 2002 FUND -16.98 -0.1698 Batting Average
################################# UNIVERSE 5.93 Worst Qtr UNIVERSE 69 Worst Qtr
1997 POLICY 5.55 #REF! Best Qtr POLICY -15.65 -0.1565 Best Qtr
21.06 5.08 Range 60 Range
20.52 5.85 Worst 4 Qtrs 1.13 Worst 4 Qtrs
0.54 5.38 Standard Deviation -8.2 Standard Deviation
1996 Beta -14.26 Beta
12.17 Annualized Alpha -17.82 Annualized Alpha
11.3 R-Squared -22.25 R-Squared
1/0/1900 Sharpe Ratio 2001 Sharpe Ratio
Returns in Up Markets 2001 FUND #REF! Treynor Ratio 2001 FUND 3.58 0.0358 Treynor Ratio
Fund UNIVERSE Tracking Error N/A -10.16 Tracking Error
Index POLICY #REF! Information Ratio   -18.13 -0.1813 Information Ratio
Ratio Fund -22.9 Fund
3 Yr 2 -29.05 5.11
12.8 7 2000 4
16.3 44.44 2.88 34.15
78.6 -3.18 -8.21 -20.44
5 Yr 14.47 -15.61 17.76
12.8 17.65 -24.08 38.2
14.1 2000 FUND #REF! 13.28 2000 FUND -34 -0.34 -25.91
91.1 N/A 10.71 N/A 1999 17.72
10 Yr   #REF! 0.62   116.89 1.1689 1
16.2 6.7 0.067 67.58 -2.49
16.2 0.82 47.85 0.99
4/9/1900 2.26 28.32 -0.71
9/30/1992 38.97 16.51 -12.62
Incept 7.51 1998 1.52
15.9 -0.57 27.64 -1.58
15.3 FR2000 17.86 EAFE
4/12/1900 1999 FUND #REF! 2 1999 FUND 11.79 0.1179 5.11
Returns in Down Markets N/A 7 N/A 2.35 4
Fund   #REF! 55.56   -29.32 -0.2932 65.85
Index -5.34 1997 -19.69
Ratio 23.42 22.94 19.57
3 Yr 28.76 11.7 39.26
-4.2 5.41 5.22 -22.95
-9.1 15.73 -2.28 17.61
45.7 1 -30.46 1
5 Yr 0 1996 0
-10.6 1998 FUND #REF! 1 1998 FUND 28.9 0.289 1
-12.7 UNIVERSE 1.81 N/A 20.05 -0.58
83.5 POLICY #REF! 28.44   14.65 0.1465 -10.22
10 Yr 0 9.94 0
-9.9 Diff 0.97 Diff
-11.3 0 1995 0
3/27/1900 0 21.87 0
9/30/1992 -11.12 13.07 -31.7
Incept 2.16 9.83 -0.75
-9.1 -8.95 3.73 -1.81
-10.4 #REF! -11.11 -8.25 -0.0825 -1.06
87.6 7.87 72 -2.96
89.9 #REF! -5.02 18.16 0.1816 0.11
-0.38 57 0
6.7 39.63 -2.49
-0.18 26.6 -0.01
0.45 20.04 -0.13
10.53 15.04 -2.4
7.51 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