ENHANCED MODEL GROWTH STRATEGY

YearLong Backtest
Total Return
S&P Growth Index
Total Return
Long Backtest
Excess Return
199635.247.715.400,00%23.966.636.523.429.600,00%11.281.078.876.570.400,00%
199725.003.718.643.220.900,00%36.530.087.460.897.300,00%-11.526.368.817.676.400,00%
199848.741.025.615.050.700,00%42.155.526.285.944.800,00%658.549.932.910.588,00%
199910.592.911.731.700.700,00%28.246.557.708.786.100,00%77.682.559.608.220.800,00%
200040.704.987.962.039.600,00%-22.078.924.735.531.600,00%62.783.912.697.571.100,00%
2001235.105.437.276.861,00%-12.733.286.234.743.200,00%15.084.340.607.511.800,00%
2002128.856.780.335.298,00%-23.586.620.472.546.400,00%24.875.188.275.899.400,00%
200349.272.603.994.281.800,00%25.657.754.779.687.100,00%23.614.849.214.594.700,00%
200417.527.559.515.188.500,00%613.296.739.496.798,00%11.394.592.120.220.500,00%
200545.211.089.725.095.900,00%400.271.721.666.372,00%41.208.372.508.432.100,00%
200611.105.801.861.463.200,00%11.005.713.381.074.900,00%10.008.848.038.836,10%
200735.622.756.174.280.300,00%912.694.179.940.621,00%26.495.814.374.874.100,00%
2008-34.065.332.639.027.600,00%-34.921.232.601.289.400,00%8.558.999.622.618,30%
200939.218.517.651.169.900,00%31.571.064.379.339.100,00%764.745.327.183.087,00%
201017.943.292.816.243.500,00%15.050.232.472.133.400,00%289.306.034.411.014,00%
2011-170.453.776.363.954,00%465.472.327.398.269,00%-635.926.103.762.222,00%
201217.664.290.837.282.900,00%1.461.088.928.773.700,00%305.340.154.954.588,00%
201337.624.073.795.800.500,00%32.753.480.997.869.900,00%487.059.279.793.065,00%
2014667.446.558.642.366,00%14.891.012.233.563.600,00%-821.654.664.713.993,00%
201510.224.825.512.762.600,00%552.462.480.048.121,00%470.020.071.228.141,00%
201612.040.939.049.396.100,00%637.923.314.724.946,00%566.170.590.214.661,00%
Average Linked Annual Ret.22.460.157.188.657.100,00%827.707.820.961.112,00%1.418.307.897.904.600,00%
Average Annual Return24.934.596.820.483.900,00%10.425.719.004.719.200,00%14.508.877.815.764.700,00%
Longitudinal Std.Dev.27.648.120.581.021.600,00%20.453.788.492.830.700,00%22.423.134.297.226.900,00%
Sharpe Ratio (20-yr)840.731.950.060.998,00678.847.084.898.949,0045.545.287.526.482,00
T-Stat for the Mean Return393.109.496.972.556,00222.182.093.900.361,00282.042.337.814.116,00
Probability Total (Excess) Ret < 031.637.117.949.819.400,00%19.482.447.298.766.900,00%24.089.698.821.638.700,00%


The Enhanced Model went into production in April, 2006.
All performance numbers from that date are based on data sent to our clients.
All performance numbers before that date are based on backtested data.

Click on any of the terms above for the process used for calculation.
       
Click here for: Monthly Data Quarterly Data Annual Data