Market Neutral Strategy - Quarterly

ENHANCED MARKET NEUTRAL QUARTERLY RETURN
Scroll to see all data or click export button to export the data to Excel(.xls)

Export to XLS

Quarters

Portfolio

TBill

Excess Return

1996 Q1

11.53%

1.27%

10.25%

1996 Q2

7.78%

1.29%

6.49%

1996 Q3

7.99%

1.29%

6.71%

1996 Q4

4.51%

1.26%

3.25%

1997 Q1

12.57%

1.28%

11.29%

1997 Q2

9.40%

1.26%

8.14%

1997 Q3

19.13%

1.27%

17.86%

1997 Q4

8.26%

1.29%

6.98%

1998 Q1

10.01%

1.28%

8.73%

1998 Q2

17.14%

1.23%

15.91%

1998 Q3

12.75%

1.17%

11.58%

1998 Q4

16.88%

1.09%

15.79%

1999 Q1

0.35%

1.11%

-0.76%

1999 Q2

-4.77%

1.14%

-5.91%

1999 Q3

6.93%

1.19%

5.74%

1999 Q4

39.15%

1.28%

37.87%

2000 Q1

22.19%

1.41%

20.78%

2000 Q2

10.41%

1.41%

9.00%

2000 Q3

-9.93%

1.53%

-11.45%

2000 Q4

10.62%

1.50%

9.12%

2001 Q1

1.61%

1.15%

0.45%

2001 Q2

-18.41%

0.92%

-19.33%

2001 Q3

54.13%

0.76%

53.37%

2001 Q4

-38.30%

0.46%

-38.75%

2002 Q1

19.31%

0.44%

18.87%

2002 Q2

28.43%

0.43%

28.01%

2002 Q3

24.68%

0.41%

24.27%

2002 Q4

-27.24%

0.32%

-27.56%

2003 Q1

6.57%

0.29%

6.28%

2003 Q2

-2.09%

0.26%

-2.35%

2003 Q3

4.51%

0.24%

4.28%

2003 Q4

-6.69%

0.23%

-6.92%

2004 Q1

-0.38%

0.23%

-0.62%

2004 Q2

1.40%

0.28%

1.12%

2004 Q3

8.17%

0.39%

7.78%

2004 Q4

1.53%

0.52%

1.00%

2005 Q1

18.82%

0.66%

18.15%

2005 Q2

-3.17%

0.74%

-3.91%

2005 Q3

12.70%

0.86%

11.84%

2005 Q4

-3.90%

0.98%

-4.89%

2006 Q1

11.04%

1.14%

9.90%

2006 Q2

-2.17%

1.22%

-3.39%

2006 Q3

-6.58%

1.26%

-7.83%

2006 Q4

8.97%

1.27%

7.70%

2007 Q1

5.34%

1.28%

4.06%

2007 Q2

12.70%

1.21%

11.49%

2007 Q3

17.71%

1.08%

16.63%

2007 Q4

22.05%

0.85%

21.20%

2008 Q1

12.32%

0.43%

11.88%

2008 Q2

65.85%

0.43%

65.42%

2008 Q3

-33.80%

0.36%

-34.16%

2008 Q4

23.32%

0.04%

23.28%

2009 Q1

-0.67%

0.06%

-0.73%

2009 Q2

-5.23%

0.04%

-5.27%

2009 Q3

32.78%

0.04%

32.74%

2009 Q4

-0.59%

0.01%

-0.60%

2010 Q1

8.15%

0.03%

8.12%

2010 Q2

-1.52%

0.04%

-1.56%

2010 Q3

-3.08%

0.04%

-3.12%

2010 Q4

0.72%

0.03%

0.68%

2011 Q1

4.03%

0.03%

4.00%

2011 Q2

3.32%

0.01%

3.31%

2011 Q3

19.08%

0.01%

19.07%

2011 Q4

-4.82%

0.00%

-4.82%

2012 Q1

-8.61%

0.02%

-8.63%

2012 Q2

7.37%

0.02%

7.35%

2012 Q3

-1.78%

0.02%

-1.81%

2012 Q4

0.89%

0.02%

0.87%

2013 Q1

-0.28%

0.02%

-0.30%

2013 Q2

13.63%

0.01%

13.62%

2013 Q3

5.30%

0.01%

5.29%

2013 Q4

7.34%

0.01%

7.33%

2014 Q1

-0.53%

0.01%

-0.54%

2014 Q2

2.98%

0.01%

2.97%

2014 Q3

-3.43%

0.01%

-3.43%

2014 Q4

33.68%

0.01%

33.67%

2015 Q1

7.95%

0.00%

7.95%

2015 Q2

-2.96%

0.00%

-2.97%

2015 Q3

16.89%

0.00%

16.89%

2015 Q4

2.64%

0.04%

2.60%

2016 Q1

3.68%

0.07%

3.61%

2016 Q2

-4.75%

0.06%

-4.82%

2016 Q3

-7.23%

0.07%

-7.31%

Hide


Click here for:	Monthly Data	Quarterly Data	Annual Data