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Performance
    Summary Performance
    50 Stock Portfolios Quarterly
        Long Only Strategy
        Market Neutral Strategy
        Growth Strategy
        Value Strategy
    50 Stock Portfolios Monthly
        Long Only Strategy
    Cumulative Returns
        1 Year
        3 Year
        5 Year
        10 Year
    Decile Performance
        European Universe
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        US Enhanced Universe
  Investars
  Predictive History
LONG TOTAL MONTHLY RETURN
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Months
Tranche1
Tranche2
Tranche3
SP500
Long Average
1/31/19964.29%0.00%0.00%3.40%4.29%
2/29/1996-1.25%-0.33%0.00%0.93%-0.79%
3/31/1996-0.56%0.73%2.81%0.96%1.00%
4/30/19963.40%7.40%5.59%1.47%5.46%
5/31/19962.42%4.64%4.66%2.58%3.91%
6/30/1996-2.69%-2.84%-4.24%0.38%-3.26%
7/31/1996-6.25%-5.42%-9.78%-4.42%-7.15%
8/31/19969.10%7.26%9.13%2.11%8.49%
9/30/19967.51%5.93%7.59%5.63%7.01%
10/31/19966.74%3.12%3.48%2.76%4.45%
11/30/19968.45%7.61%5.46%7.56%7.17%
12/31/19962.51%1.15%-0.45%-1.98%1.07%
1/31/19977.43%7.28%6.63%6.25%7.11%
2/28/1997-2.76%-3.96%-3.76%0.78%-3.49%
3/31/1997-1.21%-2.79%-6.14%-4.11%-3.38%
4/30/19977.90%4.42%7.51%5.97%6.61%
5/31/19978.39%6.96%10.04%6.09%8.46%
6/30/19975.76%5.83%7.86%4.48%6.48%
7/31/199713.39%12.71%11.66%7.96%12.59%
8/31/1997-1.19%2.65%-0.69%-5.60%0.26%
9/30/19979.85%7.68%12.28%5.48%9.94%
10/31/1997-2.35%-4.14%-3.39%-3.34%-3.29%
11/30/1997-1.15%-2.16%1.25%4.63%-0.69%
12/31/19971.97%-1.14%2.85%1.72%1.22%
1/31/19980.70%1.11%0.81%1.11%0.87%
2/28/19987.14%9.03%10.17%7.21%8.78%
3/31/19988.36%7.06%7.87%5.12%7.76%
4/30/19981.28%1.79%0.61%1.01%1.23%
5/31/1998-4.17%-3.25%-4.76%-1.72%-4.06%
6/30/19986.26%6.03%7.14%4.06%6.48%
7/31/1998-3.31%-1.91%-3.68%-1.06%-2.97%
8/31/1998-16.55%-11.16%-14.72%-14.46%-14.14%
9/30/199810.10%8.88%9.37%6.41%9.45%
10/31/1998-1.19%5.84%2.48%8.13%2.38%
11/30/19982.61%3.26%3.17%6.06%3.01%
12/31/19986.56%4.83%8.51%5.76%6.63%
1/31/199910.24%-3.69%0.90%4.18%2.48%
2/28/1999-3.63%-7.76%-3.77%-3.11%-5.06%
3/31/19993.33%5.75%6.61%4.00%5.23%
4/30/19993.84%6.00%3.57%3.87%4.47%
5/31/19992.64%3.65%3.04%-2.36%3.11%
6/30/199911.26%10.38%10.51%5.55%10.72%
7/31/19991.01%1.86%-0.70%-3.12%0.72%
8/31/19993.20%3.83%-0.63%-0.49%2.13%
9/30/19991.81%3.53%2.53%-2.74%2.63%
10/31/199912.05%11.09%12.45%6.33%11.87%
11/30/199912.08%11.98%9.99%2.03%11.35%
12/31/199926.06%28.14%25.75%5.89%26.65%
1/31/20007.62%7.71%9.92%-5.02%8.42%
2/29/200047.28%58.11%40.40%-1.89%48.60%
3/31/2000-8.87%-14.99%-14.52%9.78%-12.79%
4/30/2000-5.34%-6.29%-10.05%-3.01%-7.23%
5/31/2000-16.54%-14.43%-15.68%-2.05%-15.55%
6/30/200022.22%24.29%18.55%2.47%21.68%
7/31/2000-9.84%-9.80%-9.26%-1.56%-9.63%
8/31/200024.49%23.55%26.92%6.21%24.99%
9/30/2000-8.15%-6.94%-2.85%-5.28%-5.98%
10/31/2000-5.04%-4.50%-4.15%-0.42%-4.56%
11/30/2000-11.22%-6.18%-20.06%-7.88%-12.49%
12/31/200022.29%14.00%11.85%0.49%16.05%
1/31/2001-3.10%-4.53%-3.76%3.55%-3.80%
2/28/20011.58%3.27%3.29%-9.12%2.71%
3/31/20010.45%-1.13%-0.38%-6.34%-0.35%
4/30/20015.56%6.66%5.01%7.77%5.74%
5/31/20012.84%4.42%2.33%0.67%3.19%
6/30/20011.89%0.31%1.14%-2.43%1.11%
7/31/20010.86%0.66%-1.38%-0.98%0.04%
8/31/20010.85%3.44%-2.02%-6.26%0.76%
9/30/2001-18.32%-11.77%-10.18%-8.07%-13.42%
10/31/20011.06%5.12%4.04%1.91%3.41%
11/30/20016.81%3.46%8.52%7.67%6.26%
12/31/20012.87%4.62%5.11%0.88%4.20%
1/31/20025.20%2.52%3.43%-1.46%3.72%
2/28/2002-1.47%2.04%1.54%-1.93%0.71%
3/31/20026.89%9.31%10.18%3.76%8.79%
4/30/20025.03%2.51%6.78%-6.06%4.77%
5/31/2002-2.08%-0.47%-0.41%-0.74%-0.99%
6/30/2002-0.46%-1.58%-1.18%-7.12%-1.08%
7/31/2002-7.13%-11.53%-11.32%-7.80%-9.99%
8/31/20021.76%3.33%-0.11%0.66%1.66%
9/30/2002-3.55%-3.01%-4.11%-10.87%-3.56%
10/31/20022.32%2.55%-0.25%8.80%1.54%
11/30/20020.23%2.00%5.43%5.89%2.55%
12/31/20020.57%1.11%0.26%-5.87%0.65%
1/31/2003-0.10%0.26%-1.64%-2.62%-0.49%
2/28/20032.64%4.97%-0.52%-1.50%2.36%
3/31/20030.31%-0.22%-0.78%0.97%-0.23%
4/30/20034.14%5.50%0.95%8.24%3.53%
5/31/200313.18%13.70%11.84%5.27%12.91%
6/30/2003-0.07%-0.28%2.96%1.28%0.87%
7/31/20036.08%2.70%7.10%1.76%5.29%
8/31/20038.17%9.97%8.96%1.95%9.03%
9/30/2003-1.15%-3.59%-3.17%-1.06%-2.64%
10/31/20037.09%9.72%13.05%5.66%9.95%
11/30/20032.57%4.14%4.98%0.88%3.90%
12/31/20030.97%-1.67%0.97%5.25%0.09%
1/31/2004-0.16%5.76%5.07%1.84%3.56%
2/29/20041.60%-0.49%-0.90%1.39%0.07%
3/31/20041.44%-6.37%-0.33%-1.51%-1.75%
4/30/20040.49%-11.54%-4.28%-1.57%-5.11%
5/31/2004-0.97%0.54%-0.71%1.37%-0.38%
6/30/20047.59%9.47%8.02%1.95%8.36%
7/31/20041.93%-0.77%-0.59%-3.31%0.19%
8/31/2004-2.78%-4.13%-0.79%0.40%-2.57%
9/30/200413.62%15.22%10.21%1.08%13.02%
10/31/20040.97%0.18%2.32%1.53%1.16%
11/30/200412.14%13.14%9.76%4.05%11.68%
12/31/2004-2.29%-2.65%-1.13%3.41%-2.02%
1/31/20052.54%2.66%2.89%-2.44%2.70%
2/28/200513.58%12.68%13.16%2.10%13.14%
3/31/2005-4.28%-2.62%-3.45%-1.77%-3.45%
4/30/2005-8.21%-6.50%-7.02%-1.90%-7.24%
5/31/20056.73%6.51%7.19%3.18%6.81%
6/30/20059.14%11.06%11.24%0.14%10.48%
7/31/20058.53%8.84%8.03%3.72%8.47%
8/31/20055.59%7.54%5.67%-0.91%6.26%
9/30/20057.52%9.02%9.00%0.81%8.51%
10/31/2005-9.30%-7.72%-8.10%-1.67%-8.37%
11/30/20053.05%3.57%3.00%3.80%3.21%
12/31/20054.77%3.26%3.09%0.04%3.71%
1/31/200618.24%18.77%17.66%2.65%18.23%
2/28/2006-13.11%-11.43%-10.54%0.27%-11.69%
3/31/20069.19%7.55%6.43%1.25%7.73%
4/30/20064.83%6.64%6.34%1.34%5.94%
5/31/2006-7.58%-8.19%-6.47%-2.88%-7.41%
6/30/2006-1.19%1.88%-0.22%0.14%0.16%
7/31/2006-1.16%-5.95%-3.11%0.62%-3.40%
8/31/20061.19%2.07%0.72%2.38%1.33%
9/30/2006-2.10%-1.03%1.51%2.58%-0.54%
10/31/20064.92%5.35%6.24%3.26%5.51%
11/30/20063.18%3.00%3.25%1.90%3.14%
12/31/20063.43%2.79%3.14%1.40%3.12%
1/31/20073.24%3.19%2.87%1.51%3.10%
2/28/2007-0.47%1.02%0.20%-1.96%0.25%
3/31/20071.77%3.61%3.72%1.12%3.03%
4/30/20078.56%9.31%7.57%4.43%8.48%
5/31/20073.20%3.80%3.16%3.49%3.39%
6/30/2007-1.44%-1.28%1.57%-1.66%-0.38%
7/31/2007-1.60%-5.59%-1.33%-3.10%-2.84%
8/31/20070.89%-0.79%-0.57%1.50%-0.15%
9/30/20077.19%8.35%7.46%3.74%7.67%
10/31/20079.45%3.77%5.49%1.59%6.23%
11/30/2007-6.15%-6.09%-5.28%-4.18%-5.84%
12/31/20070.75%2.48%2.11%-0.69%1.78%
1/31/2008-7.80%-9.15%-6.62%-6.00%-7.86%
2/29/200811.27%13.60%9.92%-3.25%11.60%
3/31/2008-5.00%-5.15%-5.06%-0.43%-5.07%
4/30/200810.39%8.80%11.74%4.87%10.31%
5/31/20089.50%14.82%11.02%1.30%11.78%
6/30/20084.90%7.86%4.21%-8.43%5.66%
7/31/2008-16.27%-17.85%-17.12%-0.84%-17.08%
8/31/2008-1.23%-1.49%-0.40%1.45%-1.04%
9/30/2008-19.27%-11.73%-11.39%-8.91%-14.13%
10/31/2008-19.06%-13.22%-14.03%-16.80%-15.44%
11/30/2008-8.06%-5.00%-7.20%-7.18%-6.75%
12/31/20081.70%-0.40%-3.12%1.06%-0.61%
1/31/2009-6.80%-8.11%-6.58%-8.43%-7.17%
2/28/2009-9.92%-9.59%-10.83%-10.65%-10.11%
3/31/20095.11%5.63%7.00%8.76%5.91%
4/30/200919.03%4.64%5.34%9.57%9.67%
5/31/20091.24%3.80%2.07%5.59%2.37%
6/30/20090.74%0.60%1.63%0.20%0.99%
7/31/200914.60%10.64%15.17%7.56%13.47%
8/31/200910.33%7.59%10.15%3.61%9.36%
9/30/200911.38%11.85%10.82%3.73%11.35%
10/31/2009-9.34%-13.63%-12.80%-1.86%-11.92%
11/30/20096.72%5.27%5.91%6.00%5.97%
12/31/20096.61%10.18%8.17%1.93%8.32%
1/31/2010-1.90%-4.84%-4.03%-3.60%-3.59%
2/28/20103.69%8.00%2.94%3.10%4.87%
3/31/20109.70%8.91%10.94%6.03%9.85%
4/30/20104.96%3.74%4.62%1.58%4.44%
5/31/2010-10.13%-9.59%-10.16%-7.99%-9.96%
6/30/2010-10.06%-11.44%-7.08%-5.23%-9.53%
7/31/20107.08%8.58%8.34%7.01%8.00%
8/31/2010-4.87%-4.70%-8.09%-4.51%-5.89%
9/30/20107.68%9.34%6.93%8.92%7.98%
10/31/20104.86%4.15%3.15%3.80%4.05%
11/30/20101.95%2.49%-1.66%0.01%0.93%
12/31/20105.62%8.55%7.89%6.68%7.35%
1/31/20113.53%2.65%2.89%2.37%3.02%
2/28/20117.56%6.52%5.34%3.43%6.47%
3/31/20113.61%2.88%3.28%0.04%3.26%
4/30/20110.60%-0.14%-0.16%2.96%0.10%
5/31/2011-3.14%-2.72%-2.60%-1.13%-2.82%
6/30/2011-1.11%-2.03%-0.30%-1.67%-1.15%
7/31/20111.15%1.62%3.16%-2.03%1.98%
8/31/2011-8.51%-8.72%-10.90%-5.43%-9.38%
9/30/2011-15.44%-18.31%-8.07%-7.03%-13.94%
10/31/20115.89%18.61%10.38%10.93%11.63%
11/30/2011-0.26%0.00%-0.32%-0.22%-0.19%
12/31/20112.50%2.04%2.79%1.02%2.44%

       
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