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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 Japanese Universe Annual
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Year
One
Two
Three
Four
Five
Six
Seven
Eight
Nine
Ten
MXJP
Slope
RSquared
1997
-61.93%
-44.86%
-43.45%
-39.57%
-34.00%
-31.25%
-20.01%
-19.01%
-9.29%
9.88%
-21.19%
6.54%
93.66%
1998
18.16%
10.18%
8.71%
8.30%
1.97%
4.65%
0.06%
3.95%
2.01%
1.25%
-9.28%
-1.55%
72.04%
1999
-5.69%
6.58%
-2.54%
3.85%
15.18%
11.16%
11.93%
20.13%
20.18%
61.76%
36.79%
5.07%
66.38%
2000
-10.04%
8.51%
-2.60%
19.23%
3.66%
9.66%
12.67%
23.64%
15.33%
18.63%
-27.19%
2.56%
55.16%
2001
-27.23%
-20.93%
-14.63%
-7.23%
-10.60%
-5.36%
0.64%
-3.36%
-4.61%
-5.66%
-23.52%
2.39%
69.82%
2002
-4.87%
-15.98%
-14.59%
-9.22%
-8.78%
-9.48%
-0.41%
-13.25%
-9.98%
-5.15%
-18.63%
0.44%
7.67%
2003
47.99%
36.47%
28.00%
37.46%
56.51%
28.49%
35.75%
40.17%
54.64%
109.66%
25.26%
4.30%
29.64%
2004
19.28%
12.00%
7.51%
13.92%
16.78%
32.59%
21.27%
27.71%
20.18%
30.48%
8.55%
1.80%
44.74%
2005
48.68%
45.40%
46.95%
52.12%
52.00%
56.76%
53.86%
52.59%
66.83%
76.46%
41.61%
2.66%
70.57%
2006
-23.16%
-12.51%
-9.07%
-9.74%
-10.26%
-11.33%
-7.36%
-9.33%
-4.80%
-0.94%
7.98%
1.57%
67.91%
2007
-10.86%
-8.48%
-9.28%
-7.23%
-6.48%
-7.28%
-7.67%
-12.66%
-10.74%
-9.06%
-10.13%
-0.11%
3.06%
2008
-60.25%
-59.30%
-55.50%
-52.57%
-49.74%
-45.09%
-42.30%
-37.58%
-36.85%
-31.44%
-41.18%
3.28%
99.04%
2009
45.81%
26.30%
18.02%
20.10%
15.90%
11.05%
7.75%
9.64%
9.84%
6.86%
20.91%
-3.33%
72.79%
2010
17.90%
6.68%
8.46%
9.21%
8.38%
15.79%
9.27%
9.37%
12.08%
20.64%
-1.50%
0.45%
8.46%
2011
-11.25%
-9.56%
-5.47%
-5.24%
-4.55%
-8.55%
-3.42%
-1.10%
0.72%
-1.17%
-15.59%
1.13%
75.96%
2012
24.15%
23.31%
20.84%
24.46%
24.67%
20.34%
20.59%
29.15%
24.34%
29.97%
25.65%
0.52%
22.44%
2013
85.03%
133.96%
63.85%
67.47%
73.79%
70.34%
57.32%
76.45%
72.42%
81.46%
59.35%
-2.63%
14.1%
2014
13.22%
15.07%
14.17%
16.07%
19.01%
20.31%
22.22%
17.42%
15.10%
21.97%
8.95%
0.70%
41.9%
2015
2.90%
17.29%
12.02%
11.99%
14.16%
16.54%
13.08%
16.78%
13.88%
12.20%
11.00%
0.54%
15.9%
2016
-2.79%
-5.95%
-6.62%
-7.14%
-4.48%
-5.08%
-3.72%
-2.76%
-1.98%
-0.94%
-12.03%
0.45%
42.8%
Average
-1.45%
2.10%
-0.51%
3.62%
4.93%
5.55%
6.74%
8.60%
9.73%
17.26%
0.21%
1.68%
87.32%
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