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Bob Haugen's Research
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The Model
How the Model Works
Benefits of the Model
High Performance Profile
Evaluating the Model
Historical Stock Predictions
Performance
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
50 STOCK STRATEGIES
Summary Tables
Cumulative Returns in %
1 Year
3 Year
5 Year
10 Year
Long-Only
19.51
38.18
134.53
521.24
Marekt Neutral
-5.98
63.42
80.46
748.66
SP500
15.44
37.38
113.47
101.16
Value
22.45
39.32
134.90
329.55
Growth
20.87
43.40
135.22
239.48
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Excess Returns (S&P 500) in %
1 Year
3 Year
5 Year
10 Year
Long-Only
4.07
0.81
21.06
420.08
Marekt Neutral
-21.42
26.04
-33.00
647.50
SP500
N/A
N/A
N/A
N/A
Value
6.46
8.60
26.02
258.20
Growth
6.12
0.05
17.77
106.24
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Sharpe Ratios (5%)
Strategies
1 Year
3 Year
5 Year
10 Year
Long-Only
N/A
N/A
N/A
0.89
Marekt Neutral
N/A
N/A
N/A
0.87
SP500
N/A
N/A
N/A
0.45
Value
N/A
N/A
N/A
0.82
Growth
N/A
N/A
N/A
0.61
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Sortino Ratios (10%)
1 Year
3 Year
5 Year
10 Year
Long-Only
N/A
N/A
N/A
N/A
Marekt Neutral
N/A
N/A
N/A
N/A
SP500
N/A
N/A
N/A
N/A
Value
N/A
N/A
N/A
N/A
Growth
N/A
N/A
N/A
N/A
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