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50 Stock Portfolios
Long Only Strategy
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Cumulative Returns
1 Year
3 Year
5 Year
10 Year
Decile Peformance
European Model
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Verified Results
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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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Months
Portfolio
SP Value
Excess Return
1/31/1996
2.33%
2.99%
-0.66%
2/29/1996
2.89%
0.94%
1.95%
3/31/1996
4.06%
2.34%
1.72%
4/30/1996
7.28%
1.02%
6.27%
5/31/1996
3.22%
1.51%
1.72%
6/30/1996
-1.26%
-0.48%
-0.78%
7/31/1996
-6.81%
-4.22%
-2.59%
8/31/1996
6.70%
2.76%
3.94%
9/30/1996
3.06%
4.28%
-1.23%
10/31/1996
1.68%
3.39%
-1.70%
11/30/1996
5.29%
7.65%
-2.36%
12/31/1996
1.73%
-1.64%
3.37%
1/31/1997
4.90%
4.61%
0.29%
2/28/1997
2.90%
0.73%
2.17%
3/31/1997
-0.33%
-3.42%
3.09%
4/30/1997
3.07%
3.75%
-0.68%
5/31/1997
9.09%
6.27%
2.82%
6/30/1997
6.98%
3.82%
3.16%
7/31/1997
9.17%
8.00%
1.17%
8/31/1997
-0.05%
-4.52%
4.47%
9/30/1997
9.13%
5.86%
3.27%
10/31/1997
-2.41%
-3.67%
1.27%
11/30/1997
5.16%
3.81%
1.34%
12/31/1997
3.14%
2.22%
0.92%
1/31/1998
2.11%
-1.23%
3.34%
2/28/1998
11.31%
7.50%
3.80%
3/31/1998
5.56%
5.07%
0.49%
4/30/1998
2.81%
1.18%
1.63%
5/31/1998
-1.25%
-1.41%
0.15%
6/30/1998
4.49%
0.76%
3.73%
7/31/1998
-2.88%
-2.17%
-0.71%
8/31/1998
-16.97%
-16.08%
-0.89%
9/30/1998
6.33%
6.08%
0.25%
10/31/1998
7.15%
7.83%
-0.68%
11/30/1998
7.66%
5.21%
2.46%
12/31/1998
6.81%
3.51%
3.30%
1/31/1999
2.16%
2.02%
0.14%
2/28/1999
-8.33%
-2.15%
-6.18%
3/31/1999
-0.75%
3.03%
-3.78%
4/30/1999
8.42%
8.62%
-0.20%
5/31/1999
2.43%
-1.77%
4.20%
6/30/1999
4.01%
3.84%
0.16%
7/31/1999
-1.32%
-3.07%
1.76%
8/31/1999
-3.03%
-2.53%
-0.50%
9/30/1999
-0.13%
-3.91%
3.78%
10/31/1999
-2.20%
5.65%
-7.84%
11/30/1999
4.16%
-0.59%
4.75%
12/31/1999
5.59%
3.76%
1.83%
1/31/2000
-4.65%
-3.18%
-1.47%
2/29/2000
-3.75%
-6.25%
2.50%
3/31/2000
11.91%
10.43%
1.48%
4/30/2000
1.95%
-0.67%
2.62%
5/31/2000
0.51%
0.31%
0.20%
6/30/2000
-3.37%
-3.95%
0.58%
7/31/2000
1.60%
2.00%
-0.40%
8/31/2000
6.76%
6.71%
0.06%
9/30/2000
-1.58%
-0.02%
-1.55%
10/31/2000
2.84%
1.87%
0.97%
11/30/2000
3.63%
-5.12%
8.74%
12/31/2000
8.54%
5.15%
3.40%
1/31/2001
0.10%
4.22%
-4.12%
2/28/2001
2.65%
-6.63%
9.28%
3/31/2001
-1.32%
-3.95%
2.63%
4/30/2001
7.66%
6.78%
0.88%
5/31/2001
2.71%
1.05%
1.67%
6/30/2001
2.56%
-3.24%
5.80%
7/31/2001
4.13%
-1.73%
5.86%
8/31/2001
1.86%
-5.78%
7.64%
9/30/2001
-12.46%
-9.50%
-2.96%
10/31/2001
6.26%
0.00%
6.26%
11/30/2001
5.66%
6.35%
-0.69%
12/31/2001
7.92%
1.52%
6.40%
1/31/2002
4.06%
-2.74%
6.81%
2/28/2002
5.97%
-0.89%
6.87%
3/31/2002
7.67%
5.12%
2.55%
4/30/2002
1.85%
-5.01%
6.86%
5/31/2002
-1.10%
0.40%
-1.50%
6/30/2002
-2.31%
-6.31%
4.00%
7/31/2002
-8.41%
-10.81%
2.40%
8/31/2002
3.35%
0.69%
2.66%
9/30/2002
-6.63%
-11.43%
4.80%
10/31/2002
2.94%
8.31%
-5.38%
11/30/2002
3.43%
7.02%
-3.59%
12/31/2002
-3.73%
-5.20%
1.46%
1/31/2003
-2.62%
-2.74%
0.12%
2/28/2003
-0.91%
-2.72%
1.82%
3/31/2003
2.69%
-0.13%
2.82%
4/30/2003
3.54%
9.89%
-6.35%
5/31/2003
13.32%
7.36%
5.96%
6/30/2003
6.95%
0.73%
6.22%
7/31/2003
4.81%
2.22%
2.59%
8/31/2003
10.34%
2.16%
8.17%
9/30/2003
-2.34%
-1.81%
-0.53%
10/31/2003
8.26%
6.84%
1.42%
11/30/2003
7.34%
0.90%
6.44%
12/31/2003
4.97%
6.18%
-1.21%
1/31/2004
1.56%
1.77%
-0.21%
2/29/2004
2.75%
2.26%
0.49%
3/31/2004
0.80%
-0.69%
1.50%
4/30/2004
-1.69%
-2.47%
0.78%
5/31/2004
-0.90%
1.15%
-2.05%
6/30/2004
6.18%
2.17%
4.01%
7/31/2004
0.79%
-1.89%
2.68%
8/31/2004
-0.73%
1.08%
-1.81%
9/30/2004
9.06%
1.89%
7.16%
10/31/2004
-0.62%
1.51%
-2.13%
11/30/2004
9.05%
4.88%
4.17%
12/31/2004
1.37%
3.26%
-1.89%
1/31/2005
-0.22%
-2.43%
2.21%
2/28/2005
10.86%
1.81%
9.05%
3/31/2005
-4.38%
-1.78%
-2.60%
4/30/2005
-5.23%
-2.04%
-3.19%
5/31/2005
5.82%
3.17%
2.66%
6/30/2005
6.30%
1.51%
4.79%
7/31/2005
5.91%
3.15%
2.76%
8/31/2005
4.36%
-0.75%
5.11%
9/30/2005
3.63%
1.04%
2.60%
10/31/2005
-7.25%
-1.75%
-5.50%
11/30/2005
4.21%
3.74%
0.47%
12/31/2005
3.30%
0.27%
3.03%
1/31/2006
12.73%
2.98%
9.75%
2/28/2006
-4.89%
1.08%
-5.97%
3/31/2006
8.72%
1.70%
7.02%
4/30/2006
3.55%
2.79%
0.76%
5/31/2006
-6.87%
-2.45%
-4.43%
6/30/2006
-0.59%
0.34%
-0.92%
7/31/2006
-1.92%
1.00%
-2.93%
8/31/2006
-0.04%
1.53%
-1.56%
9/30/2006
0.91%
2.66%
-1.76%
10/31/2006
5.25%
3.33%
1.91%
11/30/2006
2.57%
1.79%
0.78%
12/31/2006
6.37%
2.41%
3.96%
1/31/2007
2.88%
1.76%
1.12%
2/28/2007
0.11%
-1.69%
1.80%
3/31/2007
3.03%
1.30%
1.73%
4/30/2007
3.31%
4.20%
-0.88%
5/31/2007
5.70%
3.82%
1.88%
6/30/2007
0.56%
-2.06%
2.61%
7/31/2007
-2.55%
-3.93%
1.38%
8/31/2007
0.27%
1.35%
-1.08%
9/30/2007
8.13%
3.10%
5.02%
10/31/2007
5.53%
1.05%
4.48%
11/30/2007
-4.01%
-4.86%
0.85%
12/31/2007
2.42%
-1.58%
4.00%
1/31/2008
-11.22%
-3.49%
-7.74%
2/29/2008
4.46%
-5.21%
9.67%
3/31/2008
-3.94%
-0.47%
-3.47%
4/30/2008
7.12%
3.73%
3.38%
5/31/2008
4.63%
0.12%
4.52%
6/30/2008
-7.13%
-11.21%
4.09%
7/31/2008
-8.18%
1.36%
-9.54%
8/31/2008
-0.51%
1.34%
-1.85%
9/30/2008
-11.48%
-7.48%
-4.00%
10/31/2008
-14.67%
-17.11%
2.44%
11/30/2008
-7.39%
-8.97%
1.58%
12/31/2008
0.88%
0.95%
-0.07%
1/31/2009
-5.24%
-12.16%
6.92%
2/28/2009
-8.76%
-13.07%
4.32%
3/31/2009
9.34%
9.87%
-0.54%
4/30/2009
17.54%
11.04%
6.50%
5/31/2009
4.95%
6.36%
-1.41%
6/30/2009
2.43%
-0.50%
2.93%
7/31/2009
19.18%
8.42%
10.76%
8/31/2009
6.43%
5.45%
0.98%
9/30/2009
9.15%
3.16%
5.99%
10/31/2009
-5.08%
-3.62%
-1.46%
11/30/2009
5.32%
6.26%
-0.94%
12/31/2009
9.70%
1.76%
7.93%
1/31/2010
-3.76%
-2.02%
-1.74%
2/28/2010
5.72%
2.76%
2.96%
3/31/2010
7.96%
6.37%
1.60%
4/30/2010
5.41%
1.88%
3.52%
5/31/2010
-8.37%
-7.92%
-0.44%
6/30/2010
-8.55%
-5.73%
-2.82%
7/31/2010
8.39%
7.08%
1.30%
8/31/2010
-6.41%
-4.68%
-1.74%
9/30/2010
10.12%
7.74%
2.38%
10/31/2010
5.28%
2.59%
2.70%
11/30/2010
-0.54%
-0.46%
-0.08%
12/31/2010
7.49%
8.22%
-0.74%
1/31/2011
5.75%
3.23%
2.51%
2/28/2011
5.81%
3.69%
2.13%
3/31/2011
2.89%
-0.22%
3.11%
4/30/2011
1.44%
2.53%
-1.09%
5/31/2011
-2.03%
-1.83%
-0.20%
6/30/2011
-0.45%
-2.11%
1.67%
7/31/2011
-2.00%
-3.56%
1.56%
8/31/2011
-7.20%
-6.18%
-1.02%
9/30/2011
-8.96%
-7.49%
-1.47%
10/31/2011
8.12%
11.31%
-3.19%
11/30/2011
-0.91%
-0.31%
-0.59%
12/31/2011
1.79%
1.82%
-0.03%
1/31/2012
2.49%
4.91%
-2.42%
2/28/2012
3.99%
4.17%
-0.18%
3/31/2012
2.69%
3.37%
-0.68%
4/30/2012
1.08%
-1.33%
2.41%
5/31/2012
-6.33%
-6.67%
0.35%
6/30/2012
3.49%
4.71%
-1.22%
7/31/2012
-1.09%
0.86%
-1.95%
8/31/2012
4.88%
2.19%
2.69%
9/30/2012
3.14%
3.13%
0.01%
10/31/2012
2.28%
-0.67%
2.95%
11/30/2012
2.85%
0.16%
2.69%
12/31/2012
3.54%
2.17%
1.37%
1/31/2013
7.53%
6.50%
1.03%
2/28/2013
0.62%
1.36%
-0.74%
3/31/2013
3.48%
3.73%
-0.24%
4/30/2013
-0.76%
1.79%
-2.55%
5/31/2013
4.57%
2.49%
2.08%
6/30/2013
-2.91%
-0.92%
-2.00%
7/31/2013
7.41%
5.11%
2.30%
8/31/2013
-4.47%
-3.59%
-0.88%
9/30/2013
6.87%
2.47%
4.40%
10/31/2013
1.74%
4.37%
-2.63%
11/30/2013
3.27%
2.82%
0.46%
12/31/2013
2.35%
2.34%
0.00%
1/31/2014
-1.66%
-4.00%
2.34%
2/28/2014
4.50%
3.84%
0.66%
3/31/2014
-1.29%
2.58%
-3.87%
4/30/2014
0.16%
1.21%
-1.05%
5/31/2014
1.21%
1.27%
-0.07%
6/30/2014
3.63%
2.05%
1.57%
7/31/2014
-4.51%
-1.53%
-2.98%
8/31/2014
1.77%
3.62%
-1.84%
9/30/2014
-4.30%
-1.75%
-2.56%
10/31/2014
3.52%
1.88%
1.63%
11/30/2014
5.09%
2.28%
2.80%
12/31/2014
-0.04%
0.54%
-0.58%
1/31/2015
0.17%
-4.44%
4.60%
2/28/2015
4.33%
5.49%
-1.16%
3/31/2015
2.47%
-1.48%
3.95%
4/30/2015
-3.42%
1.50%
-4.92%
5/31/2015
2.93%
0.74%
2.19%
6/30/2015
-1.67%
-1.97%
0.29%
7/31/2015
0.94%
0.38%
0.56%
8/31/2015
-4.77%
-5.98%
1.21%
9/30/2015
-2.42%
-2.79%
0.37%
10/31/2015
4.34%
7.32%
-2.98%
11/30/2015
1.23%
0.51%
0.72%
12/31/2015
0.22%
-1.68%
1.90%
1/31/2016
-1.50%
-4.88%
3.38%
2/29/2016
2.42%
0.55%
1.87%
3/31/2016
7.65%
6.85%
0.80%
4/30/2016
-2.35%
2.11%
-4.46%
5/31/2016
-0.10%
0.91%
-1.02%
6/30/2016
4.18%
0.89%
3.29%
7/31/2016
2.10%
2.72%
-0.62%
8/31/2016
0.30%
0.59%
-0.29%
9/30/2016
2.34%
-0.37%
2.72%
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