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Hollywood Police
Officers' Pension Fund |
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Compliance Report |
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March 31, 2004 |
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YES |
NO |
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TOTAL FUND RETURNS |
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1. |
Did the total 3-year
return exceed the policy, which is comprised of 43% S&P500, 7%
R1000V, 4% R2000, 23% LBIGC and 23%
LBGC? [5.73 vs. 4.61] |
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2. |
Did the total 5-year
return exceed the policy, which is comprised of 43% S&P500, 7%
R1000V, 4% R2000, 23% LBIGC and 23%
LBGC? [3.91 vs. 3.18] |
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COMBINED EQUITY |
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1. |
Is the amount
invested in all issuing companies less than 5% of the Fund's total market
value? |
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2. |
Is
the aggregate investment in all companies less than 5% of the outstanding
stock of the company? |
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3. |
Is the amount
invested in foreign securities less than or equal to 10% of the Fund's total
assets? |
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INDIVIDUAL EQUITY |
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Inverness |
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1. |
Did the equity return
equal or exceed the S&P500 over the trailing 3-year period?[4.65 vs.
0.63] |
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2. |
Did the equity return
equal or exceed the S&P500 over the trailing 5-year period?[1.02 vs.
-1.22] |
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3. |
Is Inverness'
trailing 5-year standard deviation below the standard deviation of the
S&P500? [16.81 vs. 16.79] |
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4. |
Did the 3-year equity
return rank in the top 50% of the Mobius Broad Large Cap Core Universe?
[9th.] |
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ASSET CONSULTING GROUP |
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a division of Gabriel,
Roeder, Smith, & Co. |
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Page 3 |
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INDIVIDUAL EQUITY
(continued) |
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5. |
Did the 5-year equity
return rank in the top 50% of the Mobius Broad Large Cap Core Universe?
[28th] |
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6. |
Did the equity return
rank in the top 75% of the Mobius Broad Large Cap Core Universe for one of
the last 2 quarters or for the last year? |
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7. |
Did
Inverness' equity performance fall outside the southeast quadrant of the
risk/return scattergram over the 3-year period? |
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8. |
Did
Inverness' equity performance fall outside the southeast quadrant of the
risk/return scattergram over the 5-year period? |
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9. |
Has Inverness'
trailing 3-year equity return outperformed its index for at least 1 of the
last 4 quarters? |
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10. |
Has Inverness'
trailing 5-year equity return outperformed its index for at least 1 of the
last 4 quarters? |
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11. |
Has Inverness' equity
annualized alpha been positive for the last 3 years? [4.04] |
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Davis
Hamilton Jackson |
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1. |
Did the equity return
equal or exceed its S&P500 index during the trailing 1-year period? [23.84 vs. 35.12] |
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2. |
Did the equity return
equal or exceed its S&P500 index during the trailing 3-year period? [-0.47 vs. 0.63] |
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3. |
Is DHJ trailing
3-year standard deviation below the standard deviation of its S&P500 index?
[14.53 vs. 16.85] |
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4. |
Does the 3-year
equity return rank in the top 50% of the Mobius Broad Large Cap Growth
Universe? [36th.] |
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ASSET CONSULTING GROUP |
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a division of Gabriel,
Roeder, Smith, & Co. |
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Page 4 |
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INDIVIDUAL EQUITY
(continued) |
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5. |
Did the equity return
rank in the top 75% of the Mobius Broad Large Cap Growth Universe for one of
the last 2 quarters or for the last year? |
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6. |
Has DHJ equity
performance fallen outside the southeast quadrant of the risk/return
scattergram over the 3-year period? |
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7. |
Has DHJ quarterly
equity return outperformed its index for at least 1 of the last 4 quarters? |
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8. |
Has DHJ equity
annualized alpha been positive for the last 3 years? [-1.14] |
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INVERNESS FIXED
INCOME |
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1. |
Did the 3-year fixed
income return exceed the policy (50% LBIGC, 50% LBGC)?[8.14 vs.7.68] |
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2. |
Did the 5-year fixed
income return exceed the policy (50% LBIGC, 50% LBGC)? [7.58 vs. 7.39] |
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3. |
Did the 3-year total
fixed income return rank in the top 50% of the Mobius Broad Fixed Income
Universe? [6th] |
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4. |
Did the 5-year total
fixed income return rank in the top 50% of the Mobius Broad Fixed Income
Universe? [2nd] |
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5. |
Are all fixed income
investments ranked in the highest four categories by Standard and Poors,
Moody's, or Fitch's Manual? |
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6. |
Has Inverness' fixed
income performance fallen outside the southeast quadrant of the risk/return
scattergram over the 5-year period? |
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7. |
Has Inverness'
trailing 3-year fixed income returns outperformed its index for at least 1 of
the last 4 quarters? |
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8. |
Has Inverness'
trailing 5-year fixed income returns outperformed its index for at least 1 of
the last 4 quarters? |
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9. |
Has Inverness' fixed
income annualized alpha been positive over rolling 3-year periods? [1.32] |
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ASSET CONSULTING GROUP |
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a division of Gabriel,
Roeder, Smith, & Co. |
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Page 5 |
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INDIVIDUAL MANAGERS |
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Inverness |
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1. |
Have there been any
material changes in Inverness' organization, investment philosophy and/or
personnel? |
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2. |
Have there been any
changes in the Inverness' professional staff? |
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3. |
Has Inverness
experienced any significant loss of business? |
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4. |
Has Inverness
experienced any significant increase in business? |
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5. |
Has Inverness
undergone any change in ownership and/or control? |
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Davis
Hamilton Jackson |
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1. |
Have there been any
material changes in DHJ's organization, investment philosophy and/or
personnel? |
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2. |
Have there been any
changes in the DHJ's professional staff? |
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3. |
Has DHJ's experienced
any significant loss of business? |
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4. |
Has DHJ's experienced
any significant increase in business? |
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5. |
Has DHJ's undergone
any change in ownership and/or control? |
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ASSET CONSULTING GROUP |
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a division of Gabriel,
Roeder, Smith, & Co. |
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Page 6 |
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