U.S. LONG-ONLY STRATEGY'S MONTHLY RETURNS
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Months
Portfolio
SP500
Excess Return
1/31/19964.35%3.40%0.95%
2/29/19962.86%0.93%1.93%
3/31/19961.16%0.96%0.20%
4/30/19965.74%1.47%4.26%
5/31/19964.71%2.58%2.13%
6/30/1996-4.13%0.38%-4.52%
7/31/1996-9.62%-4.42%-5.20%
8/31/19969.08%2.11%6.97%
9/30/19968.43%5.63%2.81%
10/31/19962.11%2.76%-0.65%
11/30/19967.36%7.56%-0.20%
12/31/19960.48%-1.98%2.46%
1/31/19975.89%5.53%0.36%
2/28/1997-0.82%0.11%-0.93%
3/31/1997-2.27%-4.53%2.26%
4/30/19977.11%4.93%2.18%
5/31/199714.17%6.83%7.34%
6/30/19975.91%4.16%1.75%
7/31/199715.30%7.84%7.46%
8/31/19971.92%-4.06%5.98%
9/30/19979.39%5.67%3.72%
10/31/1997-3.99%-3.36%-0.63%
11/30/1997-2.12%3.83%-5.95%
12/31/19973.73%2.00%1.73%
1/31/19980.92%0.52%0.40%
2/28/199810.65%7.15%3.50%
3/31/19985.10%4.96%0.14%
4/30/19983.43%0.98%2.45%
5/31/1998-2.86%-2.47%-0.39%
6/30/19984.70%3.38%1.32%
7/31/1998-5.30%-1.82%-3.48%
8/31/1998-14.96%-15.32%0.36%
9/30/199810.01%6.82%3.19%
10/31/19987.17%7.59%-0.42%
11/30/19987.62%6.12%1.50%
12/31/199811.94%6.36%5.58%
1/31/19993.24%3.40%-0.16%
2/28/1999-2.32%-3.54%1.22%
3/31/19995.40%3.67%1.73%
4/30/19991.34%4.51%-3.17%
5/31/19995.25%-1.90%7.15%
6/30/199913.31%5.05%8.26%
7/31/19990.19%-3.03%3.22%
8/31/1999-4.36%-1.14%-3.22%
9/30/19992.80%-2.56%5.36%
10/31/19995.23%6.27%-1.04%
11/30/199910.06%2.80%7.26%
12/31/199915.41%6.38%9.03%
1/31/20002.84%-3.92%6.76%
2/29/200038.58%0.93%37.65%
3/31/2000-13.21%7.83%-21.04%
4/30/2000-12.87%-3.52%-9.35%
5/31/2000-9.99%-2.81%-7.18%
6/30/200027.75%2.96%24.79%
7/31/2000-10.16%-1.77%-8.39%
8/31/200019.78%7.42%12.36%
9/30/2000-14.54%-4.53%-10.01%
10/31/2000-8.89%-1.42%-7.47%
11/30/2000-2.64%-9.22%6.58%
12/31/200011.51%1.68%9.83%
1/31/2001-2.17%3.42%-5.59%
2/28/2001-10.41%-9.14%-1.27%
3/31/2001-3.88%-6.52%2.64%
4/30/20016.79%8.02%-1.23%
5/31/20012.59%0.80%1.79%
6/30/20010.42%-1.84%2.26%
7/31/20010.98%-1.65%2.63%
8/31/20010.78%-5.90%6.68%
9/30/2001-7.77%-8.82%1.05%
10/31/20014.35%2.33%2.02%
11/30/20015.68%7.70%-2.02%
12/31/20012.71%1.41%1.30%
1/31/20022.54%-1.25%3.79%
2/28/2002-3.34%-2.04%-1.30%
3/31/20029.93%4.38%5.55%
4/30/20023.27%-5.25%8.52%
5/31/2002-1.62%-1.16%-0.46%
6/30/2002-5.82%-7.20%1.38%
7/31/2002-6.02%-7.95%1.93%
8/31/20023.85%0.47%3.38%
9/30/2002-6.87%-10.51%3.64%
10/31/2002-0.28%7.96%-8.24%
11/30/20027.33%6.05%1.28%
12/31/2002-5.70%-5.65%-0.05%
1/31/2003-1.57%-2.45%0.88%
2/28/2003-3.10%-1.65%-1.45%
3/31/20032.49%1.05%1.44%
4/30/20034.57%8.17%-3.60%
5/31/200311.87%6.04%5.83%
6/30/20033.63%1.35%2.28%
7/31/20034.69%2.29%2.40%
8/31/20037.84%2.22%5.62%
9/30/2003-0.96%-1.09%0.13%
10/31/20039.60%6.05%3.55%
11/30/20031.99%1.38%0.61%
12/31/20032.61%4.57%-1.96%
1/31/20040.44%2.09%-1.65%
2/29/20041.06%1.35%-0.29%
3/31/20041.52%-1.19%2.71%
4/30/2004-2.75%-2.07%-0.68%
5/31/2004-0.50%1.45%-1.95%
6/30/20041.59%1.99%-0.40%
7/31/2004-2.44%-3.78%1.34%
8/31/2004-2.79%0.41%-3.20%
9/30/20048.93%1.54%7.39%
10/31/20040.43%1.64%-1.21%
11/30/200411.25%4.65%6.60%
12/31/2004-0.66%3.56%-4.22%
1/31/20050.37%-2.66%3.03%
2/28/200510.89%2.20%8.69%
3/31/2005-2.03%-1.69%-0.34%
4/30/2005-8.04%-2.17%-5.87%
5/31/20056.68%3.79%2.89%
6/30/20056.85%0.70%6.15%
7/31/20059.03%4.10%4.93%
8/31/20053.92%-0.95%4.87%
9/30/20057.48%0.87%6.61%
10/31/2005-9.37%-1.87%-7.50%
11/30/20054.55%3.89%0.66%
12/31/20053.27%0.09%3.18%
1/31/200614.62%3.34%11.28%
2/28/2006-6.49%0.18%-6.67%
3/31/20066.85%1.73%5.12%
4/30/20061.86%1.08%0.78%
5/31/2006-9.50%-3.20%-6.30%
6/30/2006-0.28%0.18%-0.46%
7/31/2006-0.86%-0.09%-0.77%
8/31/20060.04%2.45%-2.41%
9/30/2006-1.58%2.24%-3.82%
10/31/20065.68%3.60%2.08%
11/30/20063.71%2.18%1.53%
12/31/20065.78%1.20%4.58%
1/31/20073.06%1.90%1.16%
2/28/2007-1.16%-1.64%0.48%
3/31/20073.01%1.04%1.97%
4/30/20073.25%3.99%-0.74%
5/31/20079.55%3.64%5.91%
6/30/20071.27%-1.87%3.14%
7/31/2007-1.69%-3.41%1.72%
8/31/20070.27%1.44%-1.17%
9/30/20078.06%3.65%4.41%
10/31/20076.86%1.83%5.03%
11/30/2007-5.37%-4.50%-0.87%
12/31/20073.55%-0.61%4.16%
1/31/2008-8.14%-6.06%-2.08%
2/29/200813.78%-3.11%16.89%
3/31/2008-3.54%-0.59%-2.95%
4/30/200812.00%5.00%7.00%
5/31/200813.55%2.05%11.50%
6/30/200812.91%-8.25%21.16%
7/31/2008-21.19%-0.80%-20.39%
8/31/2008-2.27%1.55%-3.82%
9/30/2008-15.23%-9.40%-5.83%
10/31/2008-15.19%-17.74%2.55%
11/30/2008-2.51%-7.89%5.38%
12/31/20081.80%1.91%-0.11%
1/31/2009-9.77%-8.39%-1.38%
2/28/2009-11.31%-10.48%-0.83%
3/31/20096.36%8.76%-2.40%
4/30/200917.31%10.52%6.79%
5/31/20096.09%5.34%0.75%
6/30/20093.46%0.34%3.12%
7/31/200915.18%7.78%7.40%
8/31/200912.08%3.57%8.51%
9/30/200914.42%4.19%10.23%
10/31/2009-5.96%-2.57%-3.39%
11/30/20094.29%5.68%-1.39%
12/31/20099.39%2.85%6.54%
1/31/2010-1.25%-3.60%2.35%
2/28/20107.35%3.39%3.96%
3/31/20107.18%6.30%0.88%
4/30/20106.79%2.16%4.63%
5/31/2010-8.23%-7.90%-0.33%
6/30/2010-8.33%-5.75%-2.58%
7/31/20108.74%6.94%1.80%
8/31/2010-6.67%-4.71%-1.96%
9/30/20108.31%9.44%-1.13%
10/31/20103.59%3.91%-0.32%
11/30/20103.24%0.58%2.66%
12/31/20107.52%6.78%0.74%
1/31/20115.96%2.18%3.78%
2/28/20114.32%3.64%0.68%
3/31/20113.00%0.45%2.55%
4/30/20110.68%2.98%-2.30%
5/31/2011-1.93%-1.14%-0.79%
6/30/20110.30%-1.80%2.10%
7/31/20110.87%-2.29%3.16%
8/31/2011-6.91%-6.00%-0.91%
9/30/2011-9.69%-7.76%-1.93%
10/31/201111.12%11.51%-0.39%
11/30/20110.28%-0.27%0.55%
12/31/20111.67%0.82%0.85%
1/31/20121.03%5.05%-4.02%
2/28/20125.38%4.23%1.15%
3/31/20120.70%3.08%-2.38%
4/30/2012-1.35%-0.66%-0.69%
5/31/2012-8.05%-6.18%-1.87%
6/30/20123.58%3.92%-0.34%
7/31/2012-1.61%0.99%-2.60%
8/31/20123.41%2.50%0.91%
9/30/20122.87%2.63%0.24%
10/31/20122.32%-1.72%4.04%
11/30/20121.23%0.77%0.46%
12/31/20124.16%1.23%2.93%
1/31/20137.53%5.49%2.04%
2/28/2013-0.25%1.33%-1.58%
3/31/20133.92%3.92%0.00%
4/30/2013-1.40%1.64%-3.04%
5/31/20136.21%2.36%3.85%
6/30/2013-2.63%-1.30%-1.33%
7/31/20136.45%5.48%0.97%
8/31/2013-0.08%-2.79%2.71%
9/30/20138.95%3.72%5.23%
10/31/20133.86%4.25%-0.39%
11/30/20132.84%2.90%-0.06%
12/31/20134.06%2.64%1.42%
1/31/2014-1.57%-3.16%1.59%
2/28/20144.44%4.74%-0.30%
3/31/20140.79%0.53%0.26%
4/30/20140.07%0.12%-0.05%
5/31/20143.85%2.18%1.67%
6/30/20143.63%2.51%1.12%
7/31/2014-1.23%-1.97%0.74%
8/31/20141.74%4.20%-2.46%
9/30/2014-3.49%-2.08%-1.41%
10/31/20141.71%2.75%-1.04%
11/30/20142.60%2.42%0.18%
12/31/20141.28%0.00%1.28%
1/31/20151.07%-2.78%3.85%
2/28/20155.83%5.79%0.04%
3/31/2015-0.93%-1.02%0.09%
4/30/2015-0.29%0.45%-0.74%
5/31/20151.47%1.38%0.09%
6/30/2015-0.09%-1.67%1.58%
7/31/20150.53%1.67%-1.14%
8/31/2015-6.87%-6.04%-0.83%
9/30/2015-9.30%-2.91%-6.39%
10/31/20156.39%7.90%-1.51%
11/30/2015-4.22%0.55%-4.77%
12/31/2015-1.45%-2.05%0.60%
1/31/2016-6.46%-5.64%-0.82%
2/29/2016-0.45%-0.03%-0.42%
3/31/201614.22%7.04%7.18%
4/30/20164.03%0.62%3.41%
5/31/2016-1.74%1.79%-3.53%
6/30/20162.01%0.21%1.80%
7/31/20162.71%3.97%-1.26%
8/31/20161.70%0.26%1.44%
9/30/20162.74%0.16%2.58%
10/31/2016-3.13%-2.16%-0.97%
11/30/20167.55%4.48%3.07%
12/31/2016-2.34%1.95%-4.29%
1/31/20170.38%1.88%-1.50%
2/28/20172.11%3.72%-1.61%
3/31/2017-1.47%0.07%-1.54%
4/30/2017-0.29%1.06%-1.35%
5/31/20172.00%1.02%0.98%
6/30/20170.39%0.90%-0.51%
7/31/20175.58%1.89%3.70%
8/31/20170.86%0.19%0.66%
9/30/20172.55%2.44%0.12%
10/31/20175.88%2.18%3.69%
11/30/20171.11%3.04%-1.92%
12/31/2017-0.69%1.00%-1.69%
1/31/20186.47%5.27%1.20%
2/28/2018-2.66%-3.69%1.02%
3/31/2018-0.06%-2.01%1.95%
4/30/20181.31%0.38%0.93%
5/31/20186.98%2.82%4.16%
6/30/2018-1.49%0.65%-2.14%
7/31/2018-2.35%3.32%-5.67%
8/31/20186.72%3.51%3.21%
9/30/2018-0.52%0.17%-0.69%

       
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