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 71 65 International Equity 45
Inception date is September 30, 1992 28 29 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, 2006 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, 2006 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 -2.00% 0.00% Worst 4 Qtrs Investment G/L %-tile Worst 4 Qtrs
Ending Value -1.00% 5.00% Standard Deviation Ending Value EAFE Standard Deviation
6/30/2006 0.00% 10.00% Beta 6/30/2006 Return Beta
Qtr 1.00% 15.00% Annualized Alpha Qtr %-tile Annualized Alpha
135,197 2.00% 20.00% R-Squared 9,490 Universe R-Squared
-1,806 3.00% 25.00% Sharpe Ratio -13 5th %-tile Sharpe Ratio
-880 4.00% Qtr YTD 2005 2004 2003 2002 2001 2000 1999 1998 Treynor Ratio -245 25th %-tile Treynor Ratio
132,511 5.00% Fiscal Year Returns Ending September Tracking Error 9,232 50th %-tile Tracking Error
2,006 6.00% Fund Information Ratio 2006 75th %-tile Information Ratio
YTD 7.00% Return Fund YTD 95th %-tile Fund
129,983 8.00% %-tile 1 8,379 2 Qtrs 2
-2,066 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr Index 3 -48 6.05 2
4,595 Trailing Returns through June 30, 2006 Return 75 900 89 0
132,511 Fund %-tile -2.59 9,232 9.85 -20.44
33,877 Return Universe 12.13 3/31/2003 52 17.76
Incept %-tile 5th %-tile 14.72 Incept 20.72 38.2
  59,084 Index 25th %-tile 17.53 4,822 13.85 -11.04
-41,276 Return 50th %-tile 12.05 -185 9.98 20.88
114,703 %-tile 75th %-tile 0.84 4,595 7.42 0.99
132,511   132,511,000  Universe  95th %-tile 4.8 9,232                 - 5.24 -5.32
Investment Policy 5th %-tile #VALUE! Qtr ####### 0.95 Investment Policy 3 Qtrs 1
Index 25th %-tile 0.1 1.13 Index 11.81 -0.6
S&P 500 50th %-tile #VALUE! 49 0.49 16.17 Russell 2000 84 -12.58
Lehman Gov/Credit-Intermediate 75th %-tile 0.03 3.58 Total 16.97 1.28
Lehman Gov/Credit Bond 95th %-tile 59 0.83 Weight 45 -3.9
Citigroup Treasury Bill - 3 Month 1 Yr 0.61 FR2000 100 31.1 EAFE
Weight -0.51 0.31 1 100 20.89 2
50 74 0.09 3 Trailing Returns through June 30, 2006 16.29 2
22.5 -0.86 -0.1 25 Fund 13.35 100
22.5 87 -0.36 -5.02 FR2000 7.98 -19.69
5 2.82 YTD 13.93 Diff 1 Yr 19.57
Trailing Returns through June 30, 2006 1 Yr FUND 1.16 0.07 18.95 1 Yr 1 Yr FUND -11.04 -0.1104 39.26
Fund UNIVERSE 0.2 71 14.57 17.53 UNIVERSE 91 -6.05
Index POLICY -0.56 -0.12 13.97 14.57 POLICY -6.05 -0.0605 20.98
Diff -1.17 81 1 2.96 48 1
1 Yr 2 Yr 2.16 0 2 Yr 9.7 0
6.28 2.52 1.15 1 1/15/1900 -1.34 1
4.1 47 0.49 0.76 11.98 -6.42 -0.36
2.18 2.52 -0.05 10.62 3.4 -9.21 -7.46
2 Yr 47 -0.53 0 3 Yr -12.06 0
5.79 4.06 0.0406 2005 20.05 Diff 1/20/1900 2 Yr Diff
   1/5/1900 2.84 2.02 0 18.7   -10.79 0
   0.71 2.47 0.0247 68 0.68 0 1.35   83 0
  3 Yr 2.13 2.02 50 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr   -7.65 -100
7.1 1.36 68 2.43 3/31/2003 57 -0.75
6.43 3 Yr 4.66 -1.8 Incept 8.44 -1.81
0.67 2.02 2.94 -4.23 23.07 -0.7 -1.06
4 Yr 29 2.38 2.96 24.98   -6.96 -4.99
6.7 1.54 1.89 -1.92 -1.91 -9.7 -0.1
6.35 61 1.28 -0.16 Fiscal Year Returns Ending September -13.66 -0.01
1/0/1900 4.04 2004 20.04 4.8 Fund 3 Yr -5.32
5 Yr 3 Yr FUND 2.08 3.49 -0.05 FR2000 3 Yr FUND 1.57 0.0157 0
1/5/1900 N/A 1.71 33 0.33 0.37 Diff UNIVERSE -6.18 -0.24
3.85   1.34 3 5.55 6/30/2006 POLICY -12.24 -0.1224 -5.12
1.46 0.21 49 3.58 Qtr -15.88 1.28
6 Yr 4 Yr 7.43 5 Yr 2 Yr -2.59 -20.62 5 Yr 2 Yr
3.36 4.45 3.83 # of Negative Qtrs -5.02 4 Yr # of Negative Qtrs
2.77 16 2.96 # of Positive Qtrs 2.43 5.41 # of Positive Qtrs
0.59 4.06 2.27 Batting Average 2006 -0.32 Batting Average
7 Yr 22 1.54 Worst Qtr YTD -4.16 Worst Qtr
4.36 5.95 0.0595 2003 20.03 Best Qtr 10.76 -6.7 Best Qtr
1/3/1900 3.92 7.39 Range 9.44 -9.92 Range
1.14 3.4 0.034 21 0.21 Worst 4 Qtrs 1.32 5 Yr Worst 4 Qtrs
8 Yr 2.89 6.26 Standard Deviation 2005 10.2 Standard Deviation
5.15 1.55 27 Beta 1/21/1900 2.77 Beta
1/4/1900 5 Yr 15.41 Annualized Alpha 17.95 -1.49 Annualized Alpha
0.7 5.29 6.36 R-Squared 3.95 -4.27 R-Squared
9 Yr 6 4.78 Sharpe Ratio 2004 -7.36 Sharpe Ratio
6.51 4.87 3.82 Treynor Ratio 22.46 6 Yr Treynor Ratio
5.85 15 2.69 Tracking Error 18.78 6.64 Tracking Error
1/0/1900 5.43 2002 20.02 Information Ratio 3.68 1.41 Information Ratio
10 Yr 5 Yr FUND 4.59 8.77 Fund 2003 2002 2001 2000 1999 1998 1997 5 Yr FUND -1.72 -0.0172 Fund
7.75 N/A 4.12 6 0.06 3 Returns in Up Markets UNIVERSE -3.69 4
6.97   3.57 8.65   5 Fund POLICY -8.09 -0.0809 4
1/0/1900 2.68 8 Batting Average 75 FR2000 7 Yr 25
9/30/1992 6 Yr 8.8 -3.18 Ratio 8.57 -20.44
Incept 6.31 7.65 14.37 1 Yr 3.88 17.76
1/8/1900 2 6.86 17.55 1/20/1900 0.88 38.2
7.81 5.88 5.67 8.08 20.6 -1.36 -25.91
0.9 7 1.79 Standard Deviation 12.34 100.1 -5.83 18.05
Fiscal Year Returns Ending September 5.97 2001 20.01 Beta 0.78 2 Yr 8 Yr 1
Fund 5.44 13.27 Annualized Alpha 5.51 33.2 0.0551 8.99 -3.33 -0.0333
Index 5.01 4 0.04 R-Squared 0.92 33.6 5.26 0.99
Diff 4.47 13.04 1 99.1 2.7 -0.7
6/30/2006 3.58 7 15.88 3 Yr 0.66 -12.72
Qtr 7 Yr 13.13 4.74 1/31/1900 -3.32 1.43
-0.67 5.93 12.35 0.72 33.5 Calendar Year Returns -2.2
-0.64 2 11.69 Policy FR2000 94.9 Fund EAFE
-0.03 5.65 10.55 3 3/31/2003 Return 4
2006 6 0.57 5 Incept %-tile 4
YTD 5.65 2000 25 34.8 EAFE 75
3.54 5.21 6.22 -5.34 41.1 Return -19.69
2.55 4.84 33 14.09 84.9 %-tile 19.57
0.99 4.42 6.47 19.43 Returns in Down Markets Universe 39.26
6/27/1905 3.62 17 4.55 Fund 5th %-tile -22.95
7.65 8 Yr 6.94 Standard Deviation 15.19 FR2000 25th %-tile 17.94
7.16 5.64 6.33 1 Ratio 50th %-tile   1
0.49 1 5.96 0 1 Yr 75th %-tile 0
2004 5.37 5.47 1 -2.6 95th %-tile   1
8.47 3 2.92 0.59 -5 Qtr -0.53
1/8/1900 QU. FUND 5.22 1999 #REF! 8.99 51.6 QU. FUND 17.76 0.1776 -9.58
0.14 UNIVERSE 4.87 -0.41 0 2 Yr UNIVERSE 70 0
2003 POLICY 4.57 72 #REF! Diff -7 POLICY 19.57 0.1957 Diff
12.25 4.25 -0.5 0 -12.7 49 0
15.13 3.66 75 0 55.3 26.5 0
-2.88 9 Yr 3.72 50 3 Yr 22.25 -50
2002 6.1 1.67 2.16 -7 19.39 -0.75
0.29 1 0.54 0.28 -12.7 17.23 -1.81
-6.75 5.86 -0.58 -1.88 55.3 14.38 -1.06
7.04 3 -2.06 3.53 3/31/2003 YTD -2.96
2001 5.71 1998 -2.85 Incept 6.05 0.11
-11.05 5.34 11.65 -0.22 -7 89 0
-8.7 5.03 7 5.51 -12.7 9.85 -3.33
-2.35 4.66 11.62 -0.08 55.3 52 -0.01
2000 4.05 8 0.41 20.72 -0.17
12.35 10 Yr 12.17 6.89 13.85 -3.14
10.13 6.28 9.97 4.74 9.98 1.43
2.22 1 8.86 3 Yr 7.42 Incept
1999 6.03 7.67 # of Negative Qtrs 5.24 # of Negative Qtrs
14.59 4 2.96 # of Positive Qtrs 2002 # of Positive Qtrs
12.85 2002 FUND 5.98 #REF! Batting Average 2002 FUND -16.98 -0.1698 Batting Average
1/1/1900 UNIVERSE 5.6 Worst Qtr UNIVERSE 69 Worst Qtr
1998 POLICY 5.27 #REF! Best Qtr POLICY -15.65 -0.1565 Best Qtr
9.14 4.94 Range 60 Range
9.72 4.38 Worst 4 Qtrs 1.13 Worst 4 Qtrs
-0.58 5.38 Standard Deviation -8.2 Standard Deviation
1997 Beta -14.26 Beta
21.06 Annualized Alpha -17.82 Annualized Alpha
20.52 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 3 -29.05 5.11
10 9 2000 4
9.8 58.33 2.88 34.15
101.7 -3.18 -8.21 -20.44
5 Yr 14.47 -15.61 17.76
12.6 17.65 -24.08 38.2
13.1 2000 FUND #REF! 8.08 2000 FUND -34 -0.34 -25.91
95.9 N/A 11.24 N/A 1999 17.72
10 Yr   #REF! 0.73   116.89 1.1689 1
16 5.76 0.0576 67.58 -2.49
15.5 0.88 47.85 0.99
4/12/1900 1.58 28.32 -0.71
9/30/1992 24.3 16.51 -12.62
Incept 5.43 1998 1.52
15.4 0.25 27.64 -1.58
14.6 FR2000 17.86 EAFE
4/14/1900 1999 FUND #REF! 3 1999 FUND 11.79 0.1179 5.11
Returns in Down Markets N/A 9 N/A 2.35 4
Fund   #REF! 41.67   -29.32 -0.2932 65.85
Index -5.34 1997 -19.69
Ratio 14.52 22.94 19.57
3 Yr 19.86 11.7 39.26
-0.9 4.55 5.22 -22.95
-2.4 14.39 -2.28 17.61
37.2 1 -30.46 1
5 Yr 0 1996 0
-7 1998 FUND #REF! 1 1998 FUND 28.9 0.289 1
-11.4 UNIVERSE 1.14 N/A 20.05 -0.58
61.5 POLICY #REF! 16.39   14.65 0.1465 -10.22
10 Yr 0 9.94 0
-9.3 Diff 0.97 Diff
-10.6 0 1995 0
3/27/1900 0 21.87 0
9/30/1992 16.66 13.07 -31.7
Incept 2.16 9.83 -0.75
-8.7 -0.05 3.73 -1.81
-9.9 #REF! -2.21 -8.25 -0.0825 -1.06
87.8 3.53 72 -2.96
89.9 #REF! -3.15 18.16 0.1816 0.11
-0.27 57 0
5.76 39.63 -2.49
-0.12 26.6 -0.01
0.44 20.04 -0.13
7.91 15.04 -2.4
5.43 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
3 20.28 10
10 17.15 21
53.85 11.87 Batting Average 51.61
-3.18 1996 -8.65
14.47 20.73 16.75
17.65 4 25.4
8.08 14.81 -9.99
11.17 34 Standard Deviation 10.7
0.67 19.27 Beta 0.7
5.78 15.51 Annualized Alpha 4.53
0.85 13.72 R-Squared 0.7
1.87 11.65 0.52
31.12 7.45 7.94
6.61 1995 6.97
-0.29 33.89 0.32
FR2000 28.38 Policy Policy
3 25.99 10
10 23.47 21
46.15 19.28 48.39
-5.34 -11.53
23.42 15.59
28.76 27.12
4.55 -24.93
15.31 Standard Deviation 12.71
1 1
0 0
1 1
1.49 0.26
22.76 3.3
0 0
Diff Diff
0 0
0 0
7.7 3.22
2.16 2.88
-8.95 1.16
-11.11 -1.72
3.53 14.94
-4.14 -2.01
-0.33 -0.3
5.78 4.53
-0.15 -0.3
0.38 0.26
8.36 4.64
6.61 6.97