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Performance
    Summary Performance
    50 Stock Portfolios Quarterly
        Long Only Strategy
        Market Neutral Strategy
        Growth Strategy
        Value Strategy
    50 Stock Portfolios Monthly
        Long Only Strategy
    Cumulative Returns
        1 Year
        3 Year
        5 Year
        10 Year
    Decile Performance
        European Universe
        Japanese Universe
        US Enhanced Universe
  Investars
  Predictive History
MARKET NEUTRAL QUARTERLY RETURN
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Quarters
Tranche1
Tranche2
Tranche3
TBill
Hedge
1996 Q1-1.65%-4.54%0.32%1.27%-1.90%
1996 Q2-3.77%9.99%5.49%1.29%3.85%
1996 Q311.54%5.41%2.15%1.32%6.38%
1996 Q416.07%12.66%4.67%1.28%11.07%
1997 Q116.60%9.65%9.31%1.30%11.85%
1997 Q27.17%0.35%8.72%1.30%5.39%
1997 Q315.57%17.65%13.96%1.30%15.75%
1997 Q46.06%5.22%14.70%1.31%8.65%
1998 Q111.14%13.01%-1.17%1.30%7.64%
1998 Q216.56%16.68%14.81%1.28%16.03%
1998 Q316.54%22.95%10.15%1.24%16.55%
1998 Q45.49%1.18%4.88%1.10%3.92%
1999 Q1-1.20%-19.44%-7.70%1.14%-9.29%
1999 Q2-0.62%2.82%-1.01%1.15%0.41%
1999 Q319.59%22.06%12.81%1.20%18.15%
1999 Q459.38%54.46%58.66%1.31%57.52%
2000 Q139.99%40.92%27.97%1.43%36.39%
2000 Q20.97%-3.90%-14.89%1.48%-6.08%
2000 Q35.57%3.16%20.59%1.56%9.62%
2000 Q421.98%16.96%-13.38%1.56%8.10%
2001 Q14.75%31.39%13.91%1.24%16.47%
2001 Q2-10.65%-13.87%-15.31%0.94%-13.27%
2001 Q346.32%63.13%59.73%0.81%56.49%
2001 Q4-41.45%-27.83%-35.92%0.49%-34.97%
2002 Q130.07%30.26%41.39%0.44%33.94%
2002 Q254.79%49.60%53.32%0.44%52.69%
2002 Q328.27%22.16%9.66%0.42%19.93%
2002 Q4-35.52%-28.06%-23.56%0.34%-29.03%
2003 Q112.39%11.97%5.09%0.29%9.79%
2003 Q2-15.37%-6.40%-9.35%0.27%-10.39%
2003 Q34.77%-2.11%2.56%0.24%1.76%
2003 Q4-1.83%1.26%6.67%0.23%2.02%
2004 Q1-1.20%-5.05%2.35%0.23%-1.16%
2004 Q28.92%2.01%5.52%0.27%5.64%
2004 Q320.43%20.67%12.95%0.38%18.04%
2004 Q4-1.30%-4.26%-9.09%0.51%-4.88%
2005 Q130.04%31.07%32.12%0.65%31.08%
2005 Q20.82%1.74%2.88%0.73%1.84%
2005 Q310.52%13.38%18.17%0.86%14.02%
2005 Q4-0.91%-6.52%-2.70%0.98%-3.39%
2006 Q19.14%8.54%8.03%1.13%8.57%
2006 Q2-3.08%3.42%3.88%1.21%1.41%
2006 Q3-2.93%-11.71%-4.39%1.26%-6.35%
2006 Q40.71%3.69%3.37%1.26%2.59%
2007 Q12.52%7.20%7.51%1.28%5.74%
2007 Q26.87%3.79%9.67%1.22%6.78%
2007 Q314.60%13.80%11.67%1.11%13.36%
2007 Q425.65%22.54%23.85%0.87%24.01%
2008 Q116.58%12.58%16.71%0.52%15.29%
2008 Q254.21%54.74%56.80%0.41%55.25%
2008 Q3-34.14%-27.20%-31.11%0.38%-30.81%
2008 Q412.60%19.89%13.10%0.08%15.19%
2009 Q1-3.25%1.09%2.77%0.05%0.21%
2009 Q2-9.56%-25.68%-35.36%0.04%-23.54%
2009 Q326.75%21.01%24.60%0.04%24.12%
2009 Q4-2.69%-5.53%-9.07%0.01%-5.76%
2010 Q15.82%1.13%-0.02%0.03%2.39%
2010 Q2-4.68%-6.50%-3.54%0.04%-4.86%
2010 Q3-6.41%4.97%-3.92%0.04%-1.84%
2010 Q41.41%0.95%-5.05%0.03%-0.88%
2011 Q19.22%5.20%0.39%0.03%4.90%
2011 Q2-6.46%-6.39%-2.66%0.01%-5.15%
2011 Q36.01%4.80%17.78%0.01%9.48%
2011 Q4-3.25%15.44%9.99%0.00%7.48%

       
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