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50 Stock Portfolios
Long Only Strategy
Market Neutral Strategy
Growth Strategy
Value Strategy
Cumulative Returns
1 Year
3 Year
5 Year
10 Year
Decile Peformance
European Model
Japanese Model
U.S. Model
Emerging Markets Model
Verified Results
Predictive History
Our Team
Pricing
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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 Model
Japanese Model
U.S. Model
Emerging Markets Model
Verified Results
Predictive History
ENHANCED LONG TOTAL MONTHLY RETURN
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Export to XLS
Months
Portfolio
SP500
Excess Return
1/31/1996
4.35%
3.40%
0.95%
2/29/1996
2.86%
0.93%
1.93%
3/31/1996
1.16%
0.96%
0.20%
4/30/1996
5.74%
1.47%
4.26%
5/31/1996
4.71%
2.58%
2.13%
6/30/1996
-4.13%
0.38%
-4.52%
7/31/1996
-9.62%
-4.42%
-5.20%
8/31/1996
9.08%
2.11%
6.97%
9/30/1996
8.43%
5.63%
2.81%
10/31/1996
2.11%
2.76%
-0.65%
11/30/1996
7.36%
7.56%
-0.20%
12/31/1996
0.48%
-1.98%
2.46%
1/31/1997
5.89%
6.25%
-0.35%
2/28/1997
-0.82%
0.78%
-1.60%
3/31/1997
-2.27%
-4.11%
1.84%
4/30/1997
7.11%
5.97%
1.14%
5/31/1997
14.17%
6.09%
8.08%
6/30/1997
5.91%
4.48%
1.43%
7/31/1997
15.30%
7.96%
7.34%
8/31/1997
1.92%
-5.60%
7.52%
9/30/1997
9.39%
5.48%
3.92%
10/31/1997
-3.99%
-3.34%
-0.65%
11/30/1997
-2.12%
4.63%
-6.75%
12/31/1997
3.73%
1.72%
2.01%
1/31/1998
0.92%
1.11%
-0.18%
2/28/1998
10.65%
7.21%
3.44%
3/31/1998
5.10%
5.12%
-0.02%
4/30/1998
3.43%
1.01%
2.43%
5/31/1998
-2.86%
-1.72%
-1.14%
6/30/1998
4.70%
4.06%
0.64%
7/31/1998
-5.30%
-1.06%
-4.23%
8/31/1998
-14.96%
-14.46%
-0.50%
9/30/1998
10.01%
6.41%
3.61%
10/31/1998
7.17%
8.13%
-0.96%
11/30/1998
7.62%
6.06%
1.56%
12/31/1998
11.94%
5.76%
6.18%
1/31/1999
3.24%
4.18%
-0.94%
2/28/1999
-2.32%
-3.11%
0.79%
3/31/1999
5.40%
4.00%
1.40%
4/30/1999
1.34%
3.87%
-2.54%
5/31/1999
5.25%
-2.36%
7.62%
6/30/1999
13.31%
5.55%
7.76%
7/31/1999
0.19%
-3.12%
3.32%
8/31/1999
-4.36%
-0.49%
-3.86%
9/30/1999
2.80%
-2.74%
5.54%
10/31/1999
5.23%
6.33%
-1.09%
11/30/1999
10.06%
2.03%
8.02%
12/31/1999
15.41%
5.89%
9.52%
1/31/2000
2.84%
-5.02%
7.86%
2/29/2000
38.58%
-1.89%
40.47%
3/31/2000
-13.21%
9.78%
-22.99%
4/30/2000
-12.87%
-3.01%
-9.87%
5/31/2000
-9.99%
-2.05%
-7.94%
6/30/2000
27.75%
2.47%
25.29%
7/31/2000
-10.16%
-1.56%
-8.59%
8/31/2000
19.78%
6.21%
13.57%
9/30/2000
-14.54%
-5.28%
-9.26%
10/31/2000
-8.89%
-0.42%
-8.46%
11/30/2000
-2.64%
-7.88%
5.25%
12/31/2000
11.51%
0.49%
11.02%
1/31/2001
-2.17%
3.55%
-5.72%
2/28/2001
-10.41%
-9.12%
-1.29%
3/31/2001
-3.88%
-6.34%
2.45%
4/30/2001
6.79%
7.77%
-0.98%
5/31/2001
2.59%
0.67%
1.92%
6/30/2001
0.42%
-2.43%
2.85%
7/31/2001
0.98%
-0.98%
1.96%
8/31/2001
0.78%
-6.26%
7.04%
9/30/2001
-7.77%
-8.08%
0.31%
10/31/2001
4.35%
1.91%
2.44%
11/30/2001
5.68%
7.67%
-1.99%
12/31/2001
2.71%
0.88%
1.84%
1/31/2002
2.54%
-1.46%
4.00%
2/28/2002
-3.34%
-1.93%
-1.41%
3/31/2002
9.93%
3.76%
6.17%
4/30/2002
3.27%
-6.06%
9.34%
5/31/2002
-1.62%
-0.74%
-0.88%
6/30/2002
-5.82%
-7.12%
1.30%
7/31/2002
-6.02%
-7.79%
1.77%
8/31/2002
3.85%
0.66%
3.19%
9/30/2002
-6.87%
-10.87%
4.00%
10/31/2002
-0.28%
8.80%
-9.09%
11/30/2002
7.33%
5.89%
1.44%
12/31/2002
-5.70%
-5.87%
0.18%
1/31/2003
-1.57%
-2.62%
1.05%
2/28/2003
-3.10%
-1.50%
-1.60%
3/31/2003
2.49%
0.97%
1.52%
4/30/2003
4.57%
8.24%
-3.67%
5/31/2003
11.87%
5.27%
6.61%
6/30/2003
3.63%
1.28%
2.36%
7/31/2003
4.69%
1.76%
2.92%
8/31/2003
7.84%
1.95%
5.89%
9/30/2003
-0.96%
-1.06%
0.10%
10/31/2003
9.60%
5.66%
3.94%
11/30/2003
1.99%
0.88%
1.11%
12/31/2003
2.61%
5.24%
-2.63%
1/31/2004
0.44%
1.84%
-1.40%
2/29/2004
1.06%
1.39%
-0.33%
3/31/2004
1.52%
-1.51%
3.03%
4/30/2004
-2.75%
-1.57%
-1.18%
5/31/2004
-0.50%
1.37%
-1.88%
6/30/2004
1.59%
1.94%
-0.36%
7/31/2004
-2.44%
-3.31%
0.87%
8/31/2004
-2.79%
0.40%
-3.19%
9/30/2004
8.93%
1.08%
7.85%
10/31/2004
0.43%
1.53%
-1.09%
11/30/2004
11.25%
4.05%
7.20%
12/31/2004
-0.66%
3.40%
-4.06%
1/31/2005
0.37%
-2.44%
2.81%
2/28/2005
10.89%
2.10%
8.79%
3/31/2005
-2.03%
-1.77%
-0.26%
4/30/2005
-8.04%
-1.90%
-6.14%
5/31/2005
6.68%
3.18%
3.50%
6/30/2005
6.85%
0.14%
6.71%
7/31/2005
9.03%
3.72%
5.31%
8/31/2005
3.92%
-0.91%
4.83%
9/30/2005
7.48%
0.81%
6.67%
10/31/2005
-9.37%
-1.67%
-7.70%
11/30/2005
4.55%
3.78%
0.77%
12/31/2005
3.27%
0.03%
3.23%
1/31/2006
14.62%
2.65%
11.97%
2/28/2006
-6.49%
0.27%
-6.76%
3/31/2006
6.85%
1.24%
5.60%
4/30/2006
1.86%
1.34%
0.52%
5/31/2006
-9.50%
-2.88%
-6.62%
6/30/2006
-0.28%
0.14%
-0.41%
7/31/2006
-0.86%
0.62%
-1.48%
8/31/2006
0.04%
2.38%
-2.34%
9/30/2006
-1.58%
2.58%
-4.16%
10/31/2006
5.68%
3.26%
2.42%
11/30/2006
3.71%
1.90%
1.81%
12/31/2006
5.78%
1.40%
4.38%
1/31/2007
3.06%
1.51%
1.55%
2/28/2007
-1.16%
-1.96%
0.80%
3/31/2007
3.01%
1.12%
1.89%
4/30/2007
3.25%
4.43%
-1.18%
5/31/2007
9.55%
3.49%
6.06%
6/30/2007
1.27%
-1.66%
2.93%
7/31/2007
-1.69%
-3.10%
1.41%
8/31/2007
0.27%
1.50%
-1.23%
9/30/2007
8.06%
3.74%
4.32%
10/31/2007
6.86%
1.59%
5.27%
11/30/2007
-5.37%
-4.18%
-1.19%
12/31/2007
3.55%
-0.69%
4.25%
1/31/2008
-8.14%
-6.00%
-2.14%
2/29/2008
13.78%
-3.25%
17.03%
3/31/2008
-3.54%
-0.43%
-3.11%
4/30/2008
12.00%
4.87%
7.13%
5/31/2008
13.55%
1.30%
12.26%
6/30/2008
12.91%
-8.43%
21.34%
7/31/2008
-21.19%
-0.84%
-20.35%
8/31/2008
-2.27%
1.45%
-3.72%
9/30/2008
-15.23%
-8.91%
-6.32%
10/31/2008
-15.19%
-16.79%
1.61%
11/30/2008
-2.51%
-7.18%
4.66%
12/31/2008
1.80%
1.06%
0.74%
1/31/2009
-9.77%
-8.43%
-1.34%
2/28/2009
-11.31%
-10.65%
-0.66%
3/31/2009
6.36%
8.76%
-2.40%
4/30/2009
17.31%
9.57%
7.74%
5/31/2009
6.09%
5.59%
0.50%
6/30/2009
3.46%
0.20%
3.26%
7/31/2009
15.18%
7.56%
7.62%
8/31/2009
12.08%
3.61%
8.47%
9/30/2009
14.42%
3.73%
10.69%
10/31/2009
-5.96%
-1.86%
-4.10%
11/30/2009
4.29%
6.00%
-1.71%
12/31/2009
9.39%
1.93%
7.45%
1/31/2010
-1.25%
-3.60%
2.34%
2/28/2010
7.35%
3.10%
4.26%
3/31/2010
7.18%
6.03%
1.14%
4/30/2010
6.79%
1.58%
5.21%
5/31/2010
-8.23%
-7.99%
-0.25%
6/30/2010
-8.33%
-5.23%
-3.10%
7/31/2010
8.74%
7.01%
1.74%
8/31/2010
-6.67%
-4.51%
-2.15%
9/30/2010
8.31%
8.92%
-0.61%
10/31/2010
3.59%
3.80%
-0.21%
11/30/2010
3.24%
0.01%
3.23%
12/31/2010
7.52%
6.68%
0.84%
1/31/2011
5.96%
2.37%
3.58%
2/28/2011
4.32%
3.43%
0.89%
3/31/2011
3.00%
0.04%
2.96%
4/30/2011
0.68%
2.96%
-2.28%
5/31/2011
-1.93%
-1.13%
-0.80%
6/30/2011
0.30%
-1.67%
1.97%
7/31/2011
0.87%
-2.03%
2.91%
8/31/2011
-6.91%
-5.43%
-1.47%
9/30/2011
-9.69%
-7.03%
-2.66%
10/31/2011
11.12%
10.93%
0.19%
11/30/2011
0.28%
-0.22%
0.50%
12/31/2011
1.67%
1.02%
0.65%
1/31/2012
1.03%
4.48%
-3.45%
2/28/2012
5.38%
4.32%
1.05%
3/31/2012
0.70%
3.29%
-2.59%
4/30/2012
-1.35%
-0.63%
-0.73%
5/31/2012
-8.05%
-6.01%
-2.04%
6/30/2012
3.58%
4.12%
-0.54%
7/31/2012
-1.61%
1.39%
-3.00%
8/31/2012
3.41%
2.25%
1.15%
9/30/2012
2.87%
2.58%
0.29%
10/31/2012
2.32%
-1.85%
4.17%
11/30/2012
1.23%
0.58%
0.65%
12/31/2012
4.16%
0.91%
3.25%
1/31/2013
7.53%
5.18%
2.35%
2/28/2013
-0.25%
1.36%
-1.61%
3/31/2013
3.92%
3.75%
0.17%
4/30/2013
-1.40%
1.93%
-3.32%
5/31/2013
6.21%
2.34%
3.87%
6/30/2013
-2.63%
-1.34%
-1.29%
7/31/2013
6.45%
5.09%
1.36%
8/31/2013
-0.08%
-2.90%
2.81%
9/30/2013
8.95%
3.14%
5.82%
10/31/2013
3.86%
4.60%
-0.73%
11/30/2013
2.84%
3.05%
-0.21%
12/31/2013
4.06%
2.53%
1.53%
1/31/2014
-1.57%
-3.46%
1.88%
2/28/2014
4.44%
4.57%
-0.14%
3/31/2014
0.79%
0.84%
-0.05%
4/30/2014
0.07%
0.74%
-0.67%
5/31/2014
3.85%
2.35%
1.50%
6/30/2014
3.63%
2.07%
1.56%
7/31/2014
-1.23%
-1.38%
0.15%
8/31/2014
1.74%
4.00%
-2.26%
9/30/2014
-3.49%
-1.40%
-2.09%
10/31/2014
1.71%
2.44%
-0.73%
11/30/2014
2.60%
2.69%
-0.09%
12/31/2014
1.28%
-0.25%
1.53%
1/31/2015
1.07%
-3.00%
4.07%
2/28/2015
5.83%
5.75%
0.09%
3/31/2015
-0.93%
-1.58%
0.65%
4/30/2015
-0.29%
0.96%
-1.25%
5/31/2015
1.47%
1.29%
0.19%
6/30/2015
-0.09%
-1.94%
1.85%
7/31/2015
0.53%
2.10%
-1.57%
8/31/2015
-6.87%
-6.03%
-0.84%
9/30/2015
-9.30%
-2.47%
-6.83%
10/31/2015
6.39%
8.44%
-2.05%
11/30/2015
-4.22%
0.30%
-4.52%
12/31/2015
-1.45%
-1.58%
0.13%
1/31/2016
-6.46%
-4.96%
-1.50%
2/29/2016
-0.45%
-0.13%
-0.32%
3/31/2016
14.22%
6.78%
7.44%
4/30/2016
4.03%
0.39%
3.64%
5/31/2016
-1.74%
1.80%
-3.54%
6/30/2016
2.01%
0.26%
1.75%
7/31/2016
2.71%
3.69%
-0.98%
8/31/2016
1.70%
0.14%
1.56%
9/30/2016
2.74%
0.02%
2.72%
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