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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
Decile Enhanced Universe Annual
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Year
One
Two
Three
Four
Five
Six
Seven
Eight
Nine
Ten
SP500
Slope
RSquared
1994
-18.40%
-8.82%
-5.71%
-3.79%
-1.25%
0.51%
-1.26%
1.54%
10.88%
17.15%
1.32%
3.05%
87.96%
1995
16.28%
22.86%
27.36%
32.17%
29.35%
30.50%
35.56%
33.80%
42.02%
55.84%
37.58%
3.23%
82.76%
1996
9.07%
17.76%
13.53%
23.03%
18.68%
19.22%
19.93%
17.74%
23.84%
35.35%
22.96%
1.77%
59.42%
1997
5.46%
17.10%
26.45%
22.15%
31.68%
30.11%
34.66%
38.65%
45.28%
54.27%
33.36%
4.45%
92.57%
1998
-37.68%
-20.58%
-9.87%
-4.81%
-11.04%
0.72%
2.75%
7.54%
11.14%
21.78%
28.58%
5.33%
90.38%
1999
4.37%
-5.55%
6.35%
6.80%
9.00%
7.62%
9.11%
19.34%
22.82%
89.34%
21.04%
6.27%
50.83%
2000
-56.27%
-30.23%
-14.26%
-6.00%
4.85%
13.51%
12.23%
21.06%
23.05%
27.32%
-9.10%
8.27%
88.33%
2001
-7.88%
10.34%
11.09%
16.41%
16.56%
21.03%
16.21%
27.22%
29.08%
34.14%
-11.89%
3.60%
84.95%
2002
-36.74%
-30.37%
-22.10%
-19.07%
-11.75%
-10.39%
-6.75%
-7.95%
-0.97%
2.31%
-22.10%
4.04%
94.89%
2003
53.76%
40.89%
48.77%
43.31%
51.14%
52.91%
62.25%
72.11%
91.82%
126.12%
28.68%
7.17%
67.45%
2004
10.13%
12.25%
12.63%
13.89%
12.21%
17.11%
17.83%
17.13%
18.58%
32.09%
10.88%
1.70%
68.74%
2005
-7.60%
-0.14%
1.57%
4.91%
3.28%
7.09%
4.05%
4.95%
9.06%
23.44%
4.91%
2.19%
70.67%
2006
16.23%
26.10%
16.68%
18.42%
17.30%
16.41%
18.48%
17.21%
15.10%
22.44%
15.79%
-0.12%
1.11%
2007
-34.28%
-23.79%
-11.50%
-10.03%
-5.88%
-3.67%
0.40%
8.66%
8.85%
15.27%
5.49%
4.90%
94.58%
2008
-56.29%
-52.84%
-48.59%
-42.50%
-44.30%
-42.52%
-41.16%
-40.57%
-35.50%
-34.26%
-37.00%
2.21%
91.71%
2009
54.78%
47.14%
45.09%
39.97%
53.96%
61.56%
50.19%
80.32%
83.62%
143.87%
26.46%
7.71%
57.04%
2010
20.35%
22.32%
39.11%
27.73%
24.96%
25.90%
25.63%
31.58%
31.25%
70.68%
15.06%
2.86%
35.19%
2011
-21.73%
4.63%
-6.87%
-3.10%
-7.25%
-6.33%
-0.85%
24.02%
1.77%
2.30%
2.11%
2.17%
32.14%
2012
11.14%
18.19%
17.49%
23.33%
15.42%
21.35%
18.89%
22.35%
17.03%
17.69%
16.00%
0.41%
12.24%
2013
31.19%
32.93%
41.09%
39.40%
32.26%
34.22%
40.54%
45.05%
50.35%
59.04%
32.39%
2.41%
67.1%
2014
-16.63%
-2.39%
5.25%
7.37%
5.10%
6.20%
8.02%
4.47%
4.05%
-1.95%
13.69%
1.07%
19.0%
2015
-15.82%
-8.92%
-6.12%
0.76%
-3.71%
-3.14%
0.89%
1.71%
3.44%
7.86%
1.38%
2.06%
84.1%
2016
9.60%
11.41%
10.38%
9.86%
13.40%
11.26%
11.29%
13.28%
11.27%
18.31%
7.85%
0.57%
45.9%
Average
-7.88%
1.17%
6.00%
8.49%
8.95%
11.51%
12.82%
17.68%
19.98%
31.68%
9.10%
3.40%
91.47%
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