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Summary Performance
50 Stock Portfolios
Long Only Strategy
Market Neutral Strategy
Growth Strategy
Value Strategy
Cumulative Returns
1 Year
3 Year
5 Year
10 Year
Decile Performance
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Performance
Summary Performance
U.S. Model's Portfolios
Long Only Strategy
Market Neutral Strategy
Growth Strategy
Value Strategy
Cumulative Returns
1 Year
3 Year
5 Year
10 Year
Decile Performance
European Universe
Japanese Universe
US Enhanced Universe
Investars
Predictive History
50 STOCK STRATEGIES
Summary Tables
Cumulative Returns in %
1 Year
3 Year
5 Year
10 Year
Long-Only
19.51
38.18
134.53
521.24
Marekt Neutral
-5.98
63.42
80.46
748.66
SP500
15.44
37.38
113.47
101.16
Value
22.45
39.32
134.90
329.55
Growth
20.87
43.40
135.22
239.48
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Excess Returns (S&P 500) in %
1 Year
3 Year
5 Year
10 Year
Long-Only
4.07
0.81
21.06
420.08
Marekt Neutral
-21.42
26.04
-33.00
647.50
SP500
N/A
N/A
N/A
N/A
Value
6.46
8.60
26.02
258.20
Growth
6.12
0.05
17.77
106.24
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Sharpe Ratios (5%)
Strategies
1 Year
3 Year
5 Year
10 Year
Long-Only
N/A
N/A
N/A
0.89
Marekt Neutral
N/A
N/A
N/A
0.87
SP500
N/A
N/A
N/A
0.45
Value
N/A
N/A
N/A
0.82
Growth
N/A
N/A
N/A
0.61
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Sortino Ratios (10%)
1 Year
3 Year
5 Year
10 Year
Long-Only
N/A
N/A
N/A
N/A
Marekt Neutral
N/A
N/A
N/A
N/A
SP500
N/A
N/A
N/A
N/A
Value
N/A
N/A
N/A
N/A
Growth
N/A
N/A
N/A
N/A
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