|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Hollywood
Police Officers' Pension Fund |
|
Performance
Evaluation Summary |
|
|
December 31, 2001 |
|
|
|
|
|
Current |
|
|
|
|
|
|
Quarter |
One Year |
Three Years |
Five Years |
|
2000 |
1999 |
1998 |
1997 |
1996 |
|
|
|
|
|
|
|
INVERNESS EQUITY
PORTFOLIO |
|
|
|
|
|
|
|
Return |
14.77% |
-8.82% |
-0.58% |
10.49% |
|
-15.65% |
27.75% |
26.36% |
32.63% |
20.54% |
|
|
|
Ranking (Br. Large Cap Core) |
7 |
24 |
49 |
36 |
|
96 |
9 |
28 |
18 |
51 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Policy
Return (S&P500) |
10.69% |
-11.88% |
-1.27% |
10.73% |
|
-9.11% |
20.14% |
29.62% |
33.50% |
23.66% |
|
|
|
|
|
|
|
|
|
|
|
|
INVERNESS FIXED
INCOME PORTFOLIO |
|
|
|
|
|
|
|
|
Return |
0.07% |
9.02% |
6.11% |
7.33% |
|
10.31% |
-0.66% |
9.31% |
9.07% |
3.27% |
|
|
|
Ranking (Broad Fixed) |
51 |
8 |
22 |
8 |
|
38 |
59 |
10 |
53 |
65 |
|
|
|
Policy
Return (50% LBIGC, 50% LBGC) |
0.08% |
8.75% |
6.15% |
7.23% |
|
10.97% |
-0.89% |
8.94% |
8.81% |
3.48% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gold indicates
equal to or beat the index, or in upper 40% of universe |
|
|
|
Red indicates
below 60% of universe |
|
|
|
|
|
ASSET
CONSULTING GROUP |
|
a
division of Gabriel, Roeder, Smith, & Co. |
|
Page 7 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|