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50 Stock Portfolios
Long Only Strategy
Market Neutral Strategy
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Value Strategy
Cumulative Returns
1 Year
3 Year
5 Year
10 Year
Decile Peformance
European Model
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Emerging Markets Model
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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
ENHANCED LONG TOTAL ANNUAL RETURN
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Years
Portfolio
SP Growth
Excess Return
1996
35.25%
23.97%
11.28%
1997
25.00%
36.53%
-11.53%
1998
48.74%
42.16%
6.59%
1999
105.93%
28.25%
77.68%
2000
40.70%
-22.08%
62.78%
2001
2.35%
-12.73%
15.08%
2002
1.29%
-23.59%
24.88%
2003
49.27%
25.66%
23.61%
2004
17.53%
6.13%
11.39%
2005
45.21%
4.00%
41.21%
2006
11.11%
11.01%
0.10%
2007
35.62%
9.13%
26.50%
2008
-34.07%
-34.92%
0.86%
2009
39.22%
31.57%
7.65%
2010
17.94%
15.05%
2.89%
2011
-1.70%
4.65%
-6.36%
2012
17.66%
14.61%
3.05%
2013
37.62%
32.75%
4.87%
2014
6.67%
14.89%
-8.22%
2015
10.22%
5.52%
4.04%
2016
12.04%
6.38%
5.08%
Average
22.46%
8.28%
14.18%
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