Long Only Strategy - Core Quarterly

ENHANCED LONG TOTAL QUARTERLY RETURN
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Quarters

Portfolio

SP500

Excess Return

1996 Q1

8.58%

5.37%

3.21%

1996 Q2

6.14%

4.49%

1.66%

1996 Q3

6.90%

3.09%

3.81%

1996 Q4

10.15%

8.34%

1.81%

1997 Q1

2.65%

2.68%

-0.04%

1997 Q2

29.52%

17.46%

12.06%

1997 Q3

28.55%

7.49%

21.06%

1997 Q4

-2.52%

2.87%

-5.40%

1998 Q1

17.37%

13.95%

3.42%

1998 Q2

5.20%

3.30%

1.89%

1998 Q3

-11.41%

-9.95%

-1.46%

1998 Q4

29.11%

21.30%

7.82%

1999 Q1

6.29%

4.98%

1.31%

1999 Q2

20.86%

7.05%

13.81%

1999 Q3

-1.49%

-6.24%

4.75%

1999 Q4

33.66%

14.88%

18.78%

2000 Q1

23.68%

2.29%

21.39%

2000 Q2

0.18%

-2.66%

2.84%

2000 Q3

-8.03%

-0.97%

-7.06%

2000 Q4

-1.08%

-7.82%

6.75%

2001 Q1

-15.76%

-11.86%

-3.90%

2001 Q2

10.01%

5.85%

4.15%

2001 Q3

-6.14%

-14.68%

8.54%

2001 Q4

13.26%

10.69%

2.58%

2002 Q1

8.96%

0.27%

8.68%

2002 Q2

-4.31%

-13.40%

9.09%

2002 Q3

-9.11%

-17.28%

8.16%

2002 Q4

0.92%

15.21%

-14.28%

2003 Q1

-2.24%

-3.15%

0.91%

2003 Q2

21.23%

15.39%

5.84%

2003 Q3

11.81%

2.65%

9.17%

2003 Q4

14.70%

12.18%

2.53%

2004 Q1

3.05%

1.69%

1.36%

2004 Q2

-1.70%

1.72%

-3.42%

2004 Q3

3.31%

-1.87%

5.18%

2004 Q4

10.99%

9.23%

1.76%

2005 Q1

9.05%

-2.15%

11.20%

2005 Q2

4.82%

1.37%

3.45%

2005 Q3

21.78%

3.60%

18.18%

2005 Q4

-2.15%

2.09%

-4.24%

2006 Q1

14.51%

4.21%

10.30%

2006 Q2

-8.07%

-1.44%

-6.63%

2006 Q3

-2.39%

5.67%

-8.06%

2006 Q4

15.93%

6.70%

9.23%

2007 Q1

4.93%

0.64%

4.29%

2007 Q2

14.54%

6.28%

8.27%

2007 Q3

6.51%

2.03%

4.48%

2007 Q4

4.71%

-3.33%

8.04%

2008 Q1

0.82%

-9.44%

10.26%

2008 Q2

43.59%

-2.73%

46.32%

2008 Q3

-34.71%

-8.37%

-26.34%

2008 Q4

-15.83%

-21.94%

6.12%

2009 Q1

-14.88%

-11.01%

-3.87%

2009 Q2

28.75%

15.93%

12.83%

2009 Q3

47.71%

15.61%

32.11%

2009 Q4

7.27%

6.04%

1.23%

2010 Q1

13.62%

5.39%

8.23%

2010 Q2

-10.17%

-11.43%

1.26%

2010 Q3

9.93%

11.29%

-1.36%

2010 Q4

14.99%

10.76%

4.24%

2011 Q1

13.85%

5.92%

7.93%

2011 Q2

-0.97%

0.10%

-1.06%

2011 Q3

-15.20%

-13.87%

-1.33%

2011 Q4

13.29%

11.82%

1.47%

2012 Q1

7.21%

12.59%

-5.38%

2012 Q2

-6.05%

-2.75%

-3.29%

2012 Q3

4.66%

6.35%

-1.69%

2012 Q4

7.89%

-0.38%

8.27%

2013 Q1

11.46%

10.61%

0.85%

2013 Q2

1.97%

2.91%

-0.94%

2013 Q3

15.89%

5.24%

10.64%

2013 Q4

11.15%

10.51%

0.64%

2014 Q1

3.60%

1.81%

1.80%

2014 Q2

7.70%

5.23%

2.46%

2014 Q3

-3.01%

1.13%

-4.14%

2014 Q4

5.69%

4.93%

0.76%

2015 Q1

5.96%

0.95%

5.01%

2015 Q2

1.09%

0.28%

0.81%

2015 Q3

-15.09%

-6.44%

-8.65%

2015 Q4

0.42%

7.04%

-6.62%

2016 Q1

6.36%

1.35%

5.01%

2016 Q2

4.27%

2.46%

1.81%

2016 Q3

7.31%

3.85%

3.46%

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