Market Neutral Strategy - Annual

ENHANCED MARKET NEUTRAL ANNUAL RETURN
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Years

Portfolio

TBill

Excess Return

1996

35.67%

5.22%

30.45%

1997

58.83%

5.19%

53.64%

1998

69.82%

4.86%

64.97%

1999

42.19%

4.80%

37.39%

2000

34.42%

5.98%

28.44%

2001

-21.16%

3.33%

-24.48%

2002

39.00%

1.60%

37.40%

2003

1.75%

1.02%

0.73%

2004

10.93%

1.43%

9.50%

2005

24.60%

3.28%

21.32%

2006

10.58%

4.97%

5.61%

2007

70.56%

4.49%

66.06%

2008

52.06%

1.27%

50.79%

2009

25.05%

0.15%

24.90%

2010

3.96%

0.14%

3.82%

2011

21.83%

0.05%

21.78%

2012

-2.77%

0.08%

-2.85%

2013

28.08%

0.05%

28.04%

2014

32.23%

0.03%

32.21%

2015

25.68%

0.05%

25.62%

2016

-8.39%

0.21%

-8.58%

Average

23.22%

2.30%

21.03%

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