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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 European Universe Annual
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Year
One
Two
Three
Four
Five
Six
Seven
Eight
Nine
Ten
Stoxx 600
Slope
RSquared
1997
23.27%
24.34%
24.31%
35.45%
18.27%
34.95%
30.56%
32.78%
25.77%
36.72%
41.18%
1.06%
26.34%
1998
-11.21%
-7.46%
-0.73%
10.97%
17.19%
1.20%
10.97%
17.98%
12.08%
26.33%
21.02%
3.35%
71.95%
1999
29.07%
21.17%
34.25%
29.43%
22.78%
23.74%
24.75%
27.40%
33.75%
75.30%
38.21%
2.77%
28.21%
2000
-1.16%
-4.77%
-3.96%
5.46%
8.54%
5.42%
49.26%
14.73%
18.67%
8.22%
-3.83%
2.85%
30.13%
2001
-49.00%
-38.20%
-30.13%
-16.77%
0.05%
-2.73%
-5.33%
-2.20%
7.92%
10.16%
-15.49%
6.22%
87.18%
2002
-48.59%
-37.61%
-28.34%
-22.79%
-10.65%
-10.78%
-12.23%
-5.91%
-6.90%
2.49%
-31.01%
4.96%
89.07%
2003
40.70%
41.63%
38.76%
42.73%
41.98%
40.02%
46.78%
53.53%
69.45%
66.37%
16.80%
3.09%
69.32%
2004
3.22%
9.57%
17.00%
17.20%
22.47%
22.35%
22.89%
31.33%
24.22%
35.40%
12.20%
2.91%
86.75%
2005
25.38%
25.71%
23.53%
33.80%
34.50%
32.48%
30.36%
37.06%
37.09%
43.05%
26.73%
1.78%
76.98%
2006
12.65%
17.33%
19.89%
21.85%
28.10%
27.87%
32.09%
33.82%
30.94%
34.48%
20.80%
2.38%
91.21%
2007
-10.68%
5.63%
-5.82%
1.76%
3.34%
2.66%
5.50%
7.84%
12.57%
29.51%
2.36%
2.96%
69.19%
2008
-53.45%
-46.58%
-44.45%
-48.20%
-43.69%
-48.53%
-47.63%
-43.70%
-45.29%
-39.58%
-43.77%
0.81%
44.05%
2009
61.38%
41.38%
49.61%
49.51%
44.66%
39.95%
50.31%
47.80%
56.78%
50.71%
32.39%
0.00%
0.00%
2010
0.66%
14.68%
19.11%
13.87%
22.49%
21.38%
17.93%
23.14%
32.00%
33.64%
11.61%
2.72%
77.16%
2011
-35.22%
-10.88%
-21.68%
-18.69%
-15.61%
-11.87%
-13.25%
-10.93%
-9.85%
-9.13%
-8.61%
1.91%
53.05%
2012
54.21%
22.14%
18.23%
18.41%
17.21%
24.35%
34.55%
16.95%
20.32%
20.93%
18.18%
-1.59%
17.41%
2013
57.80%
12.17%
17.66%
23.15%
26.22%
30.65%
64.70%
36.28%
43.44%
47.48%
20.79%
2.11%
13.7%
2014
-10.94%
-22.28%
-14.96%
-16.74%
-15.62%
-19.18%
-18.05%
-15.56%
-27.28%
-27.71%
7.20%
-1.19%
44.1%
2015
-31.85%
-12.07%
1.70%
0.23%
-8.81%
-5.56%
-11.63%
-21.57%
-22.85%
-29.43%
9.60%
-1.23%
9.9%
2016
9.98%
1.19%
0.64%
5.81%
2.71%
6.30%
7.59%
7.29%
9.56%
9.62%
-3.81%
0.59%
26.5%
Average
-3.13%
-0.50%
2.70%
6.36%
8.53%
8.13%
12.49%
11.57%
12.56%
17.18%
6.28%
2.04%
94.43%
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