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Evaluating the Model
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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
Contact Us
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 Quarterly
Scroll to see all data or click export button to export the data to Excel(.xls)
Export to XLS
Quarters
One
Two
Three
Four
Five
Six
Seven
Eight
Nine
Ten
SP500
Slope
RSquared
1994 Q1
-9.17%
-4.37%
-3.76%
-1.80%
-2.29%
0.28%
-1.14%
1.40%
2.74%
5.12%
-3.79%
1.26%
90.41%
1994 Q2
-7.46%
-4.56%
-3.01%
-4.15%
-2.10%
-0.94%
-1.91%
-2.58%
-0.22%
0.85%
0.42%
0.70%
78.68%
1994 Q3
4.55%
5.01%
3.56%
5.22%
4.93%
4.75%
5.52%
5.63%
7.47%
11.30%
4.89%
0.54%
56.47%
1994 Q4
-7.14%
-4.86%
-2.46%
-2.85%
-1.63%
-3.42%
-3.50%
-2.68%
0.64%
-0.71%
-0.02%
0.56%
61.00%
1995 Q1
1.45%
7.33%
8.19%
6.30%
7.27%
8.86%
10.48%
6.71%
11.17%
14.34%
9.74%
0.91%
64.49%
1995 Q2
10.77%
7.93%
8.07%
9.17%
9.58%
8.91%
9.72%
10.75%
12.18%
14.90%
9.55%
0.49%
50.43%
1995 Q3
10.67%
8.65%
8.34%
10.18%
8.87%
9.48%
9.91%
10.90%
13.58%
16.30%
7.95%
0.59%
52.47%
1995 Q4
-6.50%
-2.39%
0.54%
3.38%
1.08%
0.54%
1.75%
2.09%
0.26%
1.99%
6.02%
0.59%
39.98%
1996 Q1
9.83%
8.24%
4.25%
8.76%
5.02%
5.28%
7.45%
7.75%
7.86%
7.42%
5.37%
-0.06%
1.20%
1996 Q2
9.82%
11.67%
6.12%
8.29%
8.72%
5.85%
4.06%
1.49%
4.47%
8.54%
4.49%
-0.61%
36.44%
1996 Q3
-4.74%
-0.81%
-0.33%
-0.56%
-0.93%
0.53%
0.85%
1.04%
0.15%
3.68%
3.09%
0.58%
68.55%
1996 Q4
-5.08%
-1.78%
2.97%
5.04%
4.92%
6.42%
6.36%
6.56%
9.74%
11.96%
8.34%
1.56%
88.04%
1997 Q1
-8.24%
-5.75%
-2.45%
-1.98%
0.05%
-1.54%
2.36%
3.06%
4.72%
2.20%
2.68%
1.25%
86.15%
1997 Q2
11.60%
11.43%
14.00%
15.09%
15.88%
14.09%
16.48%
15.18%
18.34%
20.19%
17.46%
0.81%
81.54%
1997 Q3
13.59%
15.96%
20.87%
16.28%
18.03%
20.89%
16.60%
19.17%
20.96%
33.37%
7.49%
1.26%
49.29%
1997 Q4
-9.34%
-3.85%
-5.93%
-6.88%
-3.77%
-4.19%
-3.14%
-1.98%
-3.08%
-5.82%
2.87%
0.41%
32.01%
1998 Q1
8.60%
6.83%
7.81%
10.96%
9.98%
10.72%
10.90%
12.53%
13.01%
15.43%
13.95%
0.78%
84.70%
1998 Q2
-16.61%
-10.37%
-8.34%
-5.80%
-3.92%
-3.23%
-1.60%
-0.31%
-0.16%
1.51%
3.30%
1.75%
90.10%
1998 Q3
-30.17%
-25.39%
-24.14%
-21.50%
-25.18%
-18.12%
-18.17%
-16.60%
-16.36%
-9.39%
-9.95%
1.85%
87.97%
1998 Q4
-1.46%
11.18%
20.22%
16.01%
12.53%
14.81%
15.05%
14.95%
17.78%
14.71%
21.30%
1.00%
26.75%
1999 Q1
0.27%
-7.90%
-2.03%
-6.33%
-3.97%
-4.59%
-4.60%
-6.74%
-7.26%
-0.14%
4.98%
-0.11%
1.34%
1999 Q2
20.28%
17.11%
15.53%
19.81%
18.90%
17.79%
16.78%
17.21%
14.51%
19.44%
7.05%
-0.17%
7.21%
1999 Q3
-12.65%
-11.35%
-8.85%
-10.70%
-8.64%
-6.26%
-5.89%
-3.12%
-4.64%
3.47%
-6.24%
1.44%
84.43%
1999 Q4
-0.93%
-1.22%
3.10%
6.56%
4.50%
2.16%
4.05%
12.70%
21.27%
53.43%
14.88%
4.15%
58.03%
2000 Q1
-0.25%
-5.62%
-2.52%
-2.90%
0.54%
4.01%
6.65%
18.54%
29.47%
44.53%
2.29%
4.76%
76.51%
2000 Q2
-6.88%
0.08%
-0.41%
1.11%
0.94%
1.39%
-4.50%
-10.12%
-11.70%
-17.13%
-2.66%
-1.45%
45.63%
2000 Q3
-6.90%
-0.22%
3.40%
5.19%
7.35%
6.79%
7.81%
6.16%
0.33%
3.16%
-0.97%
0.70%
21.72%
2000 Q4
-49.44%
-25.97%
-14.58%
-8.98%
-3.77%
0.79%
2.22%
7.04%
7.28%
3.04%
-7.82%
5.16%
76.66%
2001 Q1
-14.21%
-10.67%
-5.58%
0.59%
-1.35%
2.82%
2.19%
3.00%
4.95%
4.88%
-11.86%
2.02%
83.75%
2001 Q2
25.13%
30.02%
15.59%
15.57%
14.82%
15.49%
16.22%
18.33%
16.59%
19.21%
5.85%
-0.79%
23.07%
2001 Q3
-44.02%
-32.53%
-24.01%
-19.61%
-16.91%
-14.40%
-14.04%
-11.40%
-8.08%
-7.29%
-14.68%
3.54%
86.24%
2001 Q4
53.29%
40.80%
33.96%
24.55%
23.84%
19.07%
13.83%
17.82%
14.77%
15.73%
10.69%
-3.87%
80.70%
2002 Q1
-8.32%
1.14%
2.41%
3.81%
6.92%
4.98%
8.61%
9.27%
8.14%
7.98%
0.27%
1.47%
70.80%
2002 Q2
-36.05%
-24.92%
-14.15%
-7.35%
-5.12%
-3.85%
-3.59%
0.07%
3.20%
-0.22%
-13.40%
3.65%
79.08%
2002 Q3
-29.16%
-31.50%
-26.31%
-24.36%
-20.24%
-18.47%
-16.13%
-17.17%
-12.81%
-9.52%
-17.28%
2.30%
95.28%
2002 Q4
52.32%
33.86%
20.23%
11.24%
9.07%
8.88%
6.17%
1.65%
1.76%
4.95%
15.21%
-4.60%
72.95%
2003 Q1
-6.51%
-6.91%
-3.53%
-6.78%
-5.00%
-4.61%
-4.60%
-3.20%
-0.12%
0.65%
-3.15%
0.73%
71.30%
2003 Q2
33.23%
25.98%
26.03%
26.41%
26.06%
23.46%
25.84%
29.58%
28.95%
43.23%
15.39%
0.75%
15.90%
2003 Q3
7.87%
6.92%
6.64%
7.45%
9.26%
10.45%
14.90%
14.66%
22.87%
27.69%
2.65%
2.14%
79.88%
2003 Q4
14.44%
12.36%
14.75%
13.18%
15.50%
17.56%
17.63%
19.67%
21.22%
22.84%
12.18%
1.08%
87.19%
2004 Q1
6.14%
4.62%
5.29%
3.46%
3.91%
6.58%
7.46%
6.05%
5.83%
6.55%
1.69%
0.19%
19.82%
2004 Q2
-3.85%
-2.58%
-2.46%
-2.85%
-3.43%
-4.12%
-3.21%
-2.78%
-2.71%
2.54%
1.72%
0.32%
27.34%
2004 Q3
-12.67%
-9.82%
-5.90%
-1.86%
-1.64%
0.90%
-0.10%
1.21%
0.87%
5.18%
-1.87%
1.69%
86.96%
2004 Q4
23.57%
22.12%
16.55%
15.47%
13.69%
13.58%
13.40%
12.24%
14.17%
14.94%
9.23%
-0.98%
59.68%
2005 Q1
-18.51%
-9.83%
-7.14%
-4.99%
-4.52%
-2.09%
-2.41%
-2.92%
-3.39%
3.07%
-2.15%
1.64%
74.64%
2005 Q2
3.39%
2.66%
0.75%
2.84%
3.21%
2.33%
2.85%
3.22%
3.83%
4.88%
1.37%
0.20%
32.87%
2005 Q3
8.83%
5.53%
4.37%
4.67%
3.22%
5.84%
2.63%
3.72%
4.89%
14.68%
3.60%
0.25%
4.60%
2005 Q4
0.78%
2.22%
4.02%
2.58%
1.53%
0.99%
1.01%
0.97%
3.65%
-0.43%
2.09%
-0.13%
8.05%
2006 Q1
9.86%
8.77%
9.63%
11.18%
11.96%
13.63%
11.52%
14.15%
13.21%
15.94%
4.21%
0.67%
81.65%
2006 Q2
-4.48%
1.19%
-3.27%
-3.73%
-3.58%
-4.07%
-3.55%
-5.18%
-6.23%
-5.23%
-1.44%
-0.41%
39.46%
2006 Q3
-0.18%
4.76%
2.29%
2.94%
1.10%
-0.52%
1.00%
0.00%
-0.65%
-0.82%
5.67%
-0.38%
38.98%
2006 Q4
10.97%
9.36%
7.57%
7.48%
7.48%
7.35%
9.06%
8.28%
9.13%
12.35%
6.70%
0.12%
4.38%
2007 Q1
-0.36%
0.47%
1.29%
2.17%
2.85%
1.18%
1.46%
3.92%
3.09%
3.70%
0.64%
0.39%
69.92%
2007 Q2
-2.30%
0.41%
3.09%
4.33%
4.73%
5.03%
6.17%
6.24%
7.11%
8.34%
6.28%
1.00%
88.50%
2007 Q3
-14.99%
-8.95%
-5.52%
-6.04%
-4.34%
-1.99%
-2.64%
-0.12%
0.10%
1.46%
2.03%
1.52%
87.31%
2007 Q4
-20.58%
-17.04%
-10.30%
-10.17%
-8.65%
-7.52%
-4.27%
-1.46%
-1.52%
1.11%
-3.33%
2.22%
94.36%
2008 Q1
-4.21%
-7.82%
-7.25%
-6.17%
-9.04%
-10.24%
-9.27%
-11.76%
-10.76%
-9.72%
-9.44%
-0.63%
68.98%
2008 Q2
-16.26%
-11.24%
-7.33%
-4.08%
-1.69%
-4.04%
-1.33%
-0.09%
1.23%
12.59%
-2.73%
2.36%
85.21%
2008 Q3
-7.89%
-2.92%
-6.22%
-0.39%
-3.62%
-1.63%
-4.66%
-5.07%
-6.89%
-17.86%
-8.37%
-0.74%
21.43%
2008 Q4
-40.84%
-40.62%
-36.22%
-35.86%
-35.36%
-32.16%
-31.06%
-28.98%
-23.31%
-21.27%
-21.94%
2.13%
94.82%
2009 Q1
-6.10%
-5.38%
-7.04%
-8.84%
-7.20%
-7.21%
-8.96%
-4.61%
-10.70%
-7.69%
-11.01%
-0.24%
16.40%
2009 Q2
40.66%
31.20%
28.36%
24.94%
33.20%
33.40%
29.86%
42.76%
49.87%
78.16%
15.93%
3.36%
42.68%
2009 Q3
11.62%
13.50%
16.50%
17.20%
20.93%
25.69%
23.97%
28.78%
37.13%
74.84%
15.61%
4.97%
66.56%
2009 Q4
4.99%
4.42%
4.37%
4.86%
3.00%
3.84%
2.47%
2.83%
0.05%
-15.18%
6.04%
-1.37%
46.86%
2010 Q1
7.10%
7.38%
8.69%
7.86%
9.87%
9.33%
9.33%
13.11%
15.36%
36.99%
5.39%
2.13%
51.33%
2010 Q2
-10.45%
-9.70%
-1.73%
-8.55%
-9.24%
-9.29%
-9.50%
-7.53%
-8.42%
-9.95%
-11.43%
-0.11%
1.82%
2010 Q3
13.44%
12.05%
13.18%
11.78%
10.78%
10.69%
11.00%
8.96%
8.04%
16.19%
11.29%
-0.16%
4.48%
2010 Q4
10.62%
12.58%
15.09%
15.85%
13.13%
14.69%
14.39%
15.45%
15.00%
19.08%
10.76%
0.56%
57.30%
2011 Q1
6.08%
6.43%
5.18%
6.32%
5.91%
4.12%
8.90%
8.32%
9.32%
16.92%
5.92%
0.84%
49.90%
2011 Q2
-4.59%
-4.37%
-0.08%
1.02%
-1.76%
-1.25%
-2.74%
-1.14%
2.75%
-4.46%
0.10%
0.21%
6.78%
2011 Q3
-27.01%
-7.11%
-23.01%
-21.36%
-20.91%
-19.40%
-17.84%
3.02%
-18.07%
-17.30%
-13.87%
0.93%
10.47%
2011 Q4
5.95%
10.68%
15.10%
14.73%
12.70%
13.04%
13.94%
12.43%
10.59%
10.74%
11.82%
0.16%
3.47%
2012 Q1
25.47%
25.03%
19.69%
17.77%
15.08%
17.36%
13.60%
14.58%
11.53%
10.52%
12.59%
-1.61%
89.63%
2012 Q2
-15.08%
-9.63%
-7.13%
-4.91%
-5.52%
-2.08%
-3.17%
-2.10%
-1.71%
-3.31%
-2.75%
1.18%
72.31%
2012 Q3
4.39%
5.80%
6.98%
10.36%
7.40%
5.70%
7.61%
8.84%
6.61%
8.78%
6.35%
0.27%
21.55%
2012 Q4
-0.07%
-1.12%
-1.20%
-0.21%
-1.17%
-0.09%
0.44%
0.22%
0.13%
1.25%
-0.38%
0.19%
51.33%
2013 Q1
14.19%
10.31%
12.51%
14.55%
9.79%
9.44%
14.55%
11.46%
14.68%
21.88%
10.61%
0.57%
22.47%
2013 Q2
-2.73%
2.74%
4.15%
3.38%
2.54%
3.10%
4.97%
5.01%
5.42%
5.96%
2.91%
0.65%
62.62%
2013 Q3
9.88%
9.96%
9.50%
9.53%
8.22%
9.61%
8.19%
11.50%
13.50%
13.02%
5.24%
0.37%
37.07%
2013 Q4
7.49%
6.67%
9.96%
7.47%
8.56%
8.52%
8.03%
11.14%
9.57%
8.97%
10.51%
0.25%
32.17%
2014 Q1
9.61%
6.69%
6.59%
3.72%
3.09%
1.99%
2.18%
2.98%
2.58%
0.04%
1.81%
-0.84%
80.52%
2014 Q2
-2.17%
4.21%
0.84%
1.66%
3.27%
1.88%
2.24%
1.81%
0.97%
0.18%
5.23%
0.02%
0.15%
2014 Q3
-7.70%
-6.38%
-5.08%
-4.12%
-5.11%
-5.32%
-2.96%
-5.32%
-4.80%
-7.22%
1.13%
0.11%
5.18%
2014 Q4
-15.76%
-6.23%
3.17%
6.21%
4.03%
7.94%
6.55%
5.25%
5.52%
5.45%
4.93%
1.75%
50.77%
2015 Q1
0.69%
4.77%
3.53%
8.81%
3.96%
2.82%
4.76%
3.64%
3.09%
5.62%
0.95%
0.12%
2.96%
2015 Q2
5.46%
-0.18%
0.28%
0.09%
-1.65%
0.01%
0.85%
1.27%
0.46%
0.00%
0.28%
-0.22%
12.56%
2015 Q3
-28.27%
-18.91%
-15.57%
-14.00%
-11.49%
-10.67%
-9.74%
-8.94%
-6.19%
-2.89%
-6.44%
2.21%
87.77%
2015 Q4
10.51%
7.40%
7.09%
7.57%
6.41%
5.45%
5.79%
6.42%
6.47%
5.16%
7.04%
-0.39%
60.39%
2016 Q1
-4.49%
-2.73%
0.85%
-0.81%
1.02%
-0.89%
0.25%
-0.59%
1.01%
2.08%
1.35%
0.48%
54.98%
2016 Q2
2.07%
3.83%
1.70%
3.25%
5.57%
1.51%
3.25%
4.06%
1.06%
2.05%
2.46%
-0.07%
2.40%
2016 Q3
12.42%
10.31%
7.62%
7.27%
6.34%
10.59%
7.53%
9.50%
9.01%
13.58%
3.85%
0.09%
1.50%
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Monthly Data
Quarterly Data
Annual Data