|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hollywood
Police Officers' Pension Fund |
|
| Performance
Evaluation Summary |
|
|
| September 30, 2006 |
|
|
|
|
|
|
|
|
|
Current |
|
|
|
|
|
|
Quarter |
One Year |
Three Years |
Five Years |
|
2005 |
2004 |
2003 |
2002 |
2001 |
|
|
|
|
|
|
|
| TOTAL FUND (Net of Fees) |
|
|
|
|
Fiscal Year |
|
|
|
|
| Return |
3.83% |
7.57% |
8.14% |
6.91% |
|
8.74% |
8.10% |
12.74% |
-2.02% |
-13.38% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ranking
(33%BLC Core, 10%BLCG Core, 7% BLCV Core, 4%SmCap, 23%BFI, 23% IFI) |
46 |
17 |
49 |
20 |
|
49 |
74 |
91 |
1 |
74 |
|
|
|
|
|
|
| Policy
Return (33% S&P500, 10% R1000G, 7% R1000V, 4% R2000, 23% LBIGC, 23% LBGC) |
4.35% |
7.18% |
7.98% |
6.30% |
|
8.03% |
8.75% |
16.91% |
-7.82% |
-12.38% |
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL EQUITIES |
|
|
|
|
|
|
|
|
| Return |
4.48% |
11.04% |
12.63% |
9.16% |
|
14.34% |
12.54% |
20.44% |
-9.95% |
-31.03% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ranking
(61.1% BLC Core, 18.5% BLCG Core, 13% BLCV Core, 7.4% SmCap) |
37 |
12 |
33 |
8 |
|
37 |
64 |
88 |
1 |
71 |
|
|
|
|
|
|
| Policy
Return (61.1%SP500, 18.5% R1000G, 13% R1000V, 7.4% R2000) |
5.04% |
10.36% |
12.37% |
7.18% |
|
13.15% |
13.64% |
25.89% |
-20.84% |
-30.46% |
|
|
|
|
|
|
|
|
|
| TOTAL FIXED
INCOME (INVERNESS) |
|
|
|
|
|
|
|
|
| Return |
3.46% |
3.52% |
3.01% |
5.01% |
|
2.02% |
3.49% |
7.39% |
8.77% |
13.27% |
|
|
|
|
|
|
|
|
|
|
| Ranking (50% Br. Fixed &
50% Intmd. Fixed) |
38 |
51 |
68 |
26 |
|
68 |
33 |
21 |
6 |
4 |
|
|
|
|
|
|
|
|
|
|
| Policy Return
(50%LBIGC,50%LBGC) |
3.55% |
3.43% |
2.82% |
4.64% |
|
2.02% |
3.00% |
6.26% |
8.65% |
13.04% |
|
|
|
|
|
|
| Gold indicates
equal to or beat the index |
|
| Red indicates
bottom 40% of universe |
|
|
|
|
|
| ASSET
CONSULTING GROUP, INC. |
|
|
|
| Formerly
a division of Gabriel, Roeder, Smith, & Co. |
|
Page 12 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
