Hollywood Police Officers' Pension Fund
Alpha & Beta: 5-Years Trailing (or Inception if Less)
December 31, 2009
BETA
Current
Policy
Dec-09
Sep-09
Jun-09
Mar-09
Dec-08
Sep-08
Jun-08
Mar-08
Total Fund
*
0.99
0.99
1.00
1.01
1.06
1.06
1.03
0.96
Managers, Equities
Davis, Hamilton, Jackson
R1000G
0.92
0.93
0.93
0.94
0.93
0.90
0.92
0.92
Inverness
S&P500
0.98
0.98
0.98
1.00
1.02
0.98
0.96
0.96
Eagle
R2000
0.83
0.83
0.83
0.85
0.86
0.83
0.79
0.72
Buckhead
R1000V
0.79
0.79
0.79
0.80
0.83
0.85
0.84
0.87
Inverness Fixed Income
50% BCGC, 50% BCIGC
1.06
1.06
1.05
1.02
1.04
0.94
0.89
0.88
ALPHA
Total Fund
*
0.80%
0.79%
0.77%
1.01%
0.47%
0.48%
0.69%
0.53%
Managers, Equities
Davis, Hamilton, Jackson
R1000G
-0.49%
-0.12%
-0.02%
0.21%
-0.27%
0.20%
-0.21%
-0.51%
Inverness
S&P500
2.60%
2.46%
2.50%
3.19%
2.77%
3.13%
3.49%
2.86%
Eagle
R2000
2.07%
2.41%
2.58%
4.14%
3.51%
4.15%
4.39%
4.73%
Buckhead
R1000V
0.57%
0.28%
-0.29%
-0.56%
-1.12%
-1.16%
-1.17%
-1.91%
Inverness Fixed Income
50% BCGC, 50% BCIGC
0.41%
0.36%
0.32%
0.17%
-0.28%
0.21%
0.65%
0.70%
* 24% S&P500, 23% BCIGC, 23% BCGC, 10% R1000G, 7% R1000V, 4% R2000, 5% S&P400 & 4% MM
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