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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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U.S. Model
Emerging Markets Model
Verified Results
Predictive History
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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 MONTHLY RETURN
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Export to XLS
Months
Portfolio
SP Growth
Excess Return
1/31/1996
2.43%
3.82%
-1.38%
2/29/1996
1.67%
0.91%
0.76%
3/31/1996
4.16%
-0.42%
4.58%
4/30/1996
7.46%
1.94%
5.52%
5/31/1996
5.20%
3.68%
1.52%
6/30/1996
-4.80%
1.25%
-6.05%
7/31/1996
-8.40%
-4.61%
-3.79%
8/31/1996
6.72%
1.48%
5.24%
9/30/1996
7.55%
6.94%
0.61%
10/31/1996
6.28%
2.17%
4.12%
11/30/1996
5.13%
7.47%
-2.34%
12/31/1996
-1.39%
-2.31%
0.92%
1/31/1997
6.17%
7.83%
-1.66%
2/28/1997
-5.32%
0.84%
-6.15%
3/31/1997
-2.50%
-4.75%
2.25%
4/30/1997
5.16%
8.07%
-2.92%
5/31/1997
9.18%
5.93%
3.26%
6/30/1997
4.53%
5.07%
-0.54%
7/31/1997
9.23%
7.92%
1.32%
8/31/1997
-1.29%
-6.65%
5.36%
9/30/1997
5.54%
5.10%
0.44%
10/31/1997
-7.62%
-3.01%
-4.61%
11/30/1997
-1.34%
5.43%
-6.76%
12/31/1997
2.44%
1.23%
1.21%
1/31/1998
0.26%
3.36%
-3.10%
2/28/1998
10.26%
6.95%
3.31%
3/31/1998
7.28%
5.17%
2.11%
4/30/1998
4.53%
0.84%
3.69%
5/31/1998
-3.33%
-2.01%
-1.32%
6/30/1998
5.52%
7.13%
-1.60%
7/31/1998
-0.42%
-0.06%
-0.36%
8/31/1998
-16.65%
-13.01%
-3.64%
9/30/1998
9.18%
6.69%
2.49%
10/31/1998
9.53%
8.38%
1.15%
11/30/1998
6.16%
6.77%
-0.62%
12/31/1998
11.63%
7.61%
4.03%
1/31/1999
6.53%
6.11%
0.42%
2/28/1999
-7.07%
-3.92%
-3.14%
3/31/1999
7.34%
4.84%
2.50%
4/30/1999
4.71%
-0.19%
4.90%
5/31/1999
1.70%
-2.92%
4.61%
6/30/1999
11.98%
7.16%
4.83%
7/31/1999
0.85%
-3.16%
4.01%
8/31/1999
3.18%
1.39%
1.79%
9/30/1999
0.67%
-1.70%
2.37%
10/31/1999
10.71%
6.92%
3.79%
11/30/1999
9.52%
4.28%
5.24%
12/31/1999
27.96%
7.40%
20.56%
1/31/2000
8.87%
-6.66%
15.53%
2/29/2000
53.52%
2.10%
51.42%
3/31/2000
-13.56%
9.25%
-22.80%
4/30/2000
-0.99%
-4.95%
3.96%
5/31/2000
-16.66%
-4.08%
-12.58%
6/30/2000
16.48%
8.07%
8.41%
7/31/2000
-9.78%
-4.45%
-5.33%
8/31/2000
24.44%
5.79%
18.65%
9/30/2000
-5.24%
-9.76%
4.53%
10/31/2000
-6.59%
-2.60%
-3.99%
11/30/2000
-5.18%
-10.63%
5.45%
12/31/2000
7.53%
-4.33%
11.86%
1/31/2001
-1.36%
2.85%
-4.21%
2/28/2001
0.38%
-11.75%
12.13%
3/31/2001
-0.07%
-9.01%
8.94%
4/30/2001
4.70%
8.94%
-4.24%
5/31/2001
0.07%
0.24%
-0.17%
6/30/2001
-4.11%
-1.36%
-2.75%
7/31/2001
0.03%
-0.26%
0.29%
8/31/2001
-0.29%
-6.71%
6.42%
9/30/2001
-7.07%
-6.71%
-0.36%
10/31/2001
2.16%
3.68%
-1.52%
11/30/2001
3.83%
8.86%
-5.03%
12/31/2001
4.73%
0.15%
4.58%
1/31/2002
2.17%
-0.15%
2.32%
2/28/2002
0.26%
-2.95%
3.21%
3/31/2002
4.93%
2.38%
2.54%
4/30/2002
-1.31%
-7.16%
5.85%
5/31/2002
0.43%
-1.94%
2.36%
6/30/2002
-1.68%
-8.02%
6.34%
7/31/2002
-3.77%
-4.80%
1.03%
8/31/2002
2.59%
0.63%
1.96%
9/30/2002
-4.24%
-10.35%
6.11%
10/31/2002
2.66%
9.25%
-6.58%
11/30/2002
1.82%
4.85%
-3.03%
12/31/2002
-2.13%
-6.50%
4.37%
1/31/2003
1.38%
-2.50%
3.89%
2/28/2003
4.84%
-0.30%
5.14%
3/31/2003
-0.80%
2.03%
-2.83%
4/30/2003
2.84%
6.69%
-3.86%
5/31/2003
10.01%
3.26%
6.76%
6/30/2003
-1.60%
1.82%
-3.42%
7/31/2003
4.79%
1.31%
3.48%
8/31/2003
8.24%
1.74%
6.50%
9/30/2003
-3.57%
-0.31%
-3.27%
10/31/2003
11.17%
4.49%
6.68%
11/30/2003
6.60%
0.86%
5.74%
12/31/2003
-1.88%
4.31%
-6.18%
1/31/2004
2.75%
1.90%
0.85%
2/29/2004
-0.06%
0.51%
-0.58%
3/31/2004
-0.77%
-2.34%
1.57%
4/30/2004
-5.94%
-0.62%
-5.31%
5/31/2004
-1.51%
1.60%
-3.11%
6/30/2004
4.18%
1.71%
2.47%
7/31/2004
1.91%
-4.73%
6.64%
8/31/2004
-0.93%
-0.29%
-0.64%
9/30/2004
7.93%
0.24%
7.69%
10/31/2004
2.50%
1.55%
0.96%
11/30/2004
9.29%
3.16%
6.13%
12/31/2004
-2.09%
3.58%
-5.67%
1/31/2005
1.51%
-2.45%
3.96%
2/28/2005
11.22%
2.40%
8.82%
3/31/2005
-2.92%
-1.76%
-1.16%
4/30/2005
-6.01%
-1.75%
-4.26%
5/31/2005
4.96%
3.20%
1.76%
6/30/2005
9.27%
-1.24%
10.51%
7/31/2005
10.79%
4.31%
6.48%
8/31/2005
6.65%
-1.08%
7.73%
9/30/2005
8.42%
0.58%
7.84%
10/31/2005
-8.55%
-1.58%
-6.96%
11/30/2005
1.76%
3.83%
-2.06%
12/31/2005
3.08%
-0.20%
3.28%
1/31/2006
16.63%
2.32%
14.31%
2/28/2006
-12.70%
-0.51%
-12.19%
3/31/2006
5.86%
0.79%
5.06%
4/30/2006
5.11%
-0.08%
5.19%
5/31/2006
-7.31%
-3.32%
-3.99%
6/30/2006
-0.72%
-0.07%
-0.65%
7/31/2006
-4.09%
0.22%
-4.31%
8/31/2006
0.44%
3.26%
-2.82%
9/30/2006
0.33%
2.49%
-2.16%
10/31/2006
4.75%
3.18%
1.57%
11/30/2006
4.52%
2.01%
2.50%
12/31/2006
0.71%
0.37%
0.34%
1/31/2007
4.57%
1.25%
3.32%
2/28/2007
-0.97%
-2.23%
1.26%
3/31/2007
2.04%
0.93%
1.11%
4/30/2007
4.83%
4.68%
0.15%
5/31/2007
5.49%
3.14%
2.35%
6/30/2007
0.80%
-1.24%
2.04%
7/31/2007
-1.43%
-2.22%
0.79%
8/31/2007
0.41%
1.66%
-1.25%
9/30/2007
8.83%
4.40%
4.44%
10/31/2007
9.45%
2.13%
7.32%
11/30/2007
-4.84%
-3.50%
-1.34%
12/31/2007
2.65%
0.17%
2.48%
1/31/2008
-9.82%
-8.37%
-1.44%
2/29/2008
13.27%
-1.30%
14.56%
3/31/2008
-4.77%
-0.39%
-4.37%
4/30/2008
12.76%
5.94%
6.82%
5/31/2008
13.01%
2.39%
10.63%
6/30/2008
7.30%
-5.92%
13.22%
7/31/2008
-22.14%
-2.71%
-19.43%
8/31/2008
-2.00%
1.54%
-3.55%
9/30/2008
-19.55%
-10.15%
-9.40%
10/31/2008
-15.70%
-16.51%
0.81%
11/30/2008
-6.34%
-5.56%
-0.78%
12/31/2008
2.29%
1.16%
1.14%
1/31/2009
-7.04%
-4.89%
-2.15%
2/28/2009
-8.57%
-8.52%
-0.05%
3/31/2009
6.43%
7.84%
-1.41%
4/30/2009
13.77%
8.33%
5.44%
5/31/2009
4.82%
4.94%
-0.12%
6/30/2009
0.80%
0.82%
-0.01%
7/31/2009
11.76%
6.81%
4.94%
8/31/2009
3.28%
1.97%
1.31%
9/30/2009
7.98%
4.26%
3.71%
10/31/2009
-7.72%
-0.24%
-7.48%
11/30/2009
4.78%
5.77%
-0.99%
12/31/2009
6.26%
2.13%
4.13%
1/31/2010
-3.59%
-5.15%
1.56%
2/28/2010
3.69%
3.44%
0.25%
3/31/2010
6.24%
5.70%
0.54%
4/30/2010
3.81%
1.27%
2.54%
5/31/2010
-8.65%
-8.05%
-0.60%
6/30/2010
-5.83%
-4.72%
-1.11%
7/31/2010
5.52%
6.93%
-1.41%
8/31/2010
-3.99%
-4.35%
0.36%
9/30/2010
7.17%
10.12%
-2.95%
10/31/2010
5.40%
5.01%
0.39%
11/30/2010
3.29%
0.47%
2.81%
12/31/2010
5.21%
5.22%
-0.02%
1/31/2011
4.61%
1.54%
3.07%
2/28/2011
9.50%
3.17%
6.33%
3/31/2011
3.08%
0.30%
2.78%
4/30/2011
0.46%
3.38%
-2.92%
5/31/2011
-3.56%
-0.46%
-3.10%
6/30/2011
-1.44%
-1.24%
-0.20%
7/31/2011
0.52%
-0.58%
1.10%
8/31/2011
-10.77%
-4.75%
-6.03%
9/30/2011
-11.85%
-6.61%
-5.24%
10/31/2011
7.67%
10.59%
-2.92%
11/30/2011
0.84%
-0.14%
0.98%
12/31/2011
1.55%
0.33%
1.22%
1/31/2012
1.32%
4.12%
-2.80%
2/28/2012
4.62%
4.46%
0.16%
3/31/2012
2.74%
3.22%
-0.48%
4/30/2012
-0.74%
-0.04%
-0.71%
5/31/2012
-7.06%
-5.46%
-1.60%
6/30/2012
3.06%
3.64%
-0.58%
7/31/2012
3.00%
1.83%
1.17%
8/31/2012
4.35%
2.31%
2.04%
9/30/2012
2.44%
2.14%
0.31%
10/31/2012
0.35%
-2.82%
3.17%
11/30/2012
0.53%
0.93%
-0.41%
12/31/2012
2.32%
-0.14%
2.45%
1/31/2013
7.64%
3.95%
3.69%
2/28/2013
0.50%
1.36%
-0.86%
3/31/2013
3.14%
3.77%
-0.64%
4/30/2013
1.10%
2.06%
-0.96%
5/31/2013
0.11%
2.20%
-2.09%
6/30/2013
-1.40%
-1.75%
0.35%
7/31/2013
6.54%
5.07%
1.47%
8/31/2013
-0.39%
-2.23%
1.84%
9/30/2013
7.00%
3.77%
3.23%
10/31/2013
0.10%
4.81%
-4.70%
11/30/2013
4.17%
3.26%
0.91%
12/31/2013
4.39%
2.71%
1.69%
1/31/2014
-0.84%
-2.95%
2.11%
2/28/2014
7.44%
5.24%
2.20%
3/31/2014
-7.71%
-0.73%
-6.98%
4/30/2014
-2.57%
0.30%
-2.87%
5/31/2014
2.89%
3.35%
-0.46%
6/30/2014
5.55%
2.08%
3.47%
7/31/2014
-5.49%
-1.24%
-4.25%
8/31/2014
4.50%
4.35%
0.15%
9/30/2014
-3.99%
-1.09%
-2.90%
10/31/2014
4.99%
2.94%
2.05%
11/30/2014
4.11%
3.04%
1.07%
12/31/2014
-1.08%
-0.96%
-0.13%
1/31/2015
-0.36%
-1.67%
1.30%
2/28/2015
5.36%
5.98%
-0.62%
3/31/2015
1.24%
-1.67%
2.91%
4/30/2015
-2.54%
0.48%
-3.02%
5/31/2015
1.91%
1.78%
0.13%
6/30/2015
-1.33%
-1.91%
0.58%
7/31/2015
5.88%
3.62%
2.26%
8/31/2015
-6.66%
-6.08%
-0.58%
9/30/2015
-0.73%
-2.20%
1.47%
10/31/2015
6.04%
9.40%
-3.35%
11/30/2015
-0.10%
0.12%
-0.22%
12/31/2015
1.83%
-1.52%
3.35%
1/31/2016
-4.26%
-5.04%
0.78%
2/29/2016
0.79%
-0.79%
1.59%
3/31/2016
6.15%
6.72%
-0.56%
4/30/2016
-0.48%
-1.27%
0.78%
5/31/2016
2.41%
2.67%
-0.26%
6/30/2016
5.22%
-0.36%
5.58%
7/31/2016
2.17%
4.65%
-2.48%
8/31/2016
-1.96%
-0.29%
-1.67%
9/30/2016
1.82%
0.40%
1.42%
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