Long Only Strategy - Value Annual

ENHANCED LONG TOTAL ANNUAL RETURN
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Years

Portfolio

SP Value

Excess Return

1996

33.72%

21.99%

11.72%

1997

63.10%

29.98%

33.12%

1998

34.46%

14.67%

19.79%

1999

10.36%

12.72%

-2.36%

2000

25.59%

6.08%

19.51%

2001

29.38%

-11.71%

41.09%

2002

5.85%

-20.85%

26.70%

2003

71.30%

31.79%

39.51%

2004

30.41%

15.71%

14.71%

2005

28.95%

5.82%

23.13%

2006

26.96%

20.80%

6.16%

2007

27.74%

1.99%

25.74%

2008

-40.22%

-39.22%

-1.00%

2009

81.31%

21.18%

60.14%

2010

21.98%

15.10%

6.87%

2011

2.85%

-0.48%

3.33%

2012

24.98%

17.68%

7.30%

2013

33.02%

31.99%

1.04%

2014

7.76%

12.36%

-4.60%

2015

3.93%

-3.13%

6.54%

2016

15.67%

9.36%

5.55%

Average

23.05%

7.78%

15.27%

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