|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hollywood
Police Officers' Pension Fund |
|
| Performance
Evaluation Summary |
|
|
| March 31, 2004 |
|
|
|
|
|
|
|
|
|
Current |
|
|
|
|
|
|
Quarter |
One Year |
Three Years |
Five Years |
|
2003 |
2002 |
2001 |
2000 |
1999 |
|
|
|
|
|
|
|
| TOTAL FUND |
|
|
|
|
|
|
|
| Return |
1.58% |
18.71% |
5.73% |
3.91% |
|
17.11% |
-4.74% |
-1.81% |
-4.64% |
15.36% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ranking
(33%BLC Core, 10%BLCG Core, 7% BLCV Core, 4%SmCap, 23%BFI, 23% IFI) |
88 |
91 |
11 |
30 |
|
67 |
7 |
28 |
96 |
11 |
|
|
|
|
|
|
| Policy
Return (43% S&P500, 7% R1000V, 4% R2000, 23% LBIGC, 23% LBGC) |
2.48% |
22.04% |
4.61% |
3.18% |
|
17.93% |
-7.82% |
-2.35% |
-0.07% |
9.65% |
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL EQUITIES |
|
|
|
|
|
|
|
|
| Return |
1.18% |
31.16% |
3.85% |
0.69% |
|
28.14% |
-16.72% |
-9.91% |
-14.85% |
27.75% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ranking
(61.1% BLC Core, 18.5% BLCG Core, 13% BLCV Core, 7.4% SmCap) |
88 |
86 |
13 |
30 |
|
65 |
12 |
30 |
95 |
15 |
|
|
|
|
|
|
| Policy
Return (79.6%SP500, 13% R1000V, 7.4% R2000) |
2.20% |
37.33% |
1.18% |
-0.88% |
|
30.14% |
-22.10% |
-11.88% |
-9.11% |
21.04% |
|
|
|
|
|
|
|
|
|
| TOTAL FIXED
INCOME (INVERNESS) |
|
|
|
|
|
|
|
|
| Return |
2.42% |
6.64% |
8.14% |
7.58% |
|
5.94% |
10.55% |
9.02% |
10.31% |
-0.66% |
|
|
|
|
|
|
|
|
| Ranking (Broad Fixed) |
30 |
22 |
6 |
2 |
|
21 |
4 |
3 |
40 |
63 |
|
|
|
|
|
|
|
|
| Policy Return
(50%LBIGC,50%LBGC) |
2.78% |
5.73% |
7.68% |
7.39% |
|
4.49% |
10.42% |
8.75% |
10.97% |
-0.89% |
|
|
|
|
|
|
| Gold indicates
equal to or beat the index |
|
| Red indicates
bottom 40% of universe |
|
|
|
|
| ASSET CONSULTING GROUP |
|
|
|
| a division of Gabriel, Roeder,
Smith, & Co. |
|
Page 11 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|