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| Hollywood
Police Officers' Pension Fund |
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| Performance
Evaluation Summary |
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| June 30, 2004 |
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Current |
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Quarter |
One Year |
Three Years |
Five Years |
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2003 |
2002 |
2001 |
2000 |
1999 |
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| TOTAL FUND |
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| Return |
0.46% |
11.05% |
4.50% |
3.32% |
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17.11% |
-4.74% |
-1.81% |
-4.64% |
15.36% |
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| Ranking
(33%BLC Core, 10%BLCG Core, 7% BLCV Core, 4%SmCap, 23%BFI, 23% IFI) |
5 |
33 |
14 |
30 |
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66 |
9 |
26 |
94 |
12 |
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| Policy
Return (43% S&P500, 7% R1000V, 4% R2000, 23% LBIGC, 23% LBGC) |
-0.50% |
10.43% |
3.27% |
2.42% |
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17.93% |
-7.82% |
-2.35% |
-0.07% |
9.65% |
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| TOTAL EQUITIES |
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| Return |
2.07% |
18.91% |
2.06% |
-0.20% |
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28.14% |
-16.72% |
-9.91% |
-14.85% |
27.75% |
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| Ranking
(61.1% BLC Core, 18.5% BLCG Core, 13% BLCV Core, 7.4% SmCap) |
9 |
57 |
14 |
26 |
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64 |
10 |
28 |
95 |
13 |
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| Policy
Return (79.6%SP500, 13% R1000V, 7.4% R2000) |
1.52% |
20.22% |
-0.22% |
-1.92% |
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30.14% |
-22.10% |
-11.88% |
-9.11% |
21.04% |
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| TOTAL FIXED
INCOME (INVERNESS) |
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| Return |
-2.18% |
1.04% |
7.19% |
7.32% |
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5.94% |
10.55% |
9.02% |
10.31% |
-0.66% |
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| Ranking (Broad Fixed) |
57 |
24 |
7 |
2 |
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21 |
4 |
3 |
40 |
63 |
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| Policy Return
(50%LBIGC,50%LBGC) |
-2.84% |
-0.38% |
6.47% |
6.93% |
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4.49% |
10.42% |
8.75% |
10.97% |
-0.89% |
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| Gold indicates
equal to or beat the index |
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| Red indicates
bottom 40% of universe |
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| ASSET CONSULTING GROUP |
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| a division of Gabriel, Roeder,
Smith, & Co. |
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Page 11 |
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