Long Only Strategy - Value Quarterly

ENHANCED LONG TOTAL QUARTERLY RETURN
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Quarters

Portfolio

SP Value

Excess Return

1996 Q1

9.57%

6.39%

3.17%

1996 Q2

9.35%

2.05%

7.30%

1996 Q3

2.47%

2.64%

-0.17%

1996 Q4

8.91%

9.47%

-0.56%

1997 Q1

7.58%

1.76%

5.82%

1997 Q2

20.28%

14.47%

5.81%

1997 Q3

19.07%

9.17%

9.91%

1997 Q4

5.85%

2.22%

3.63%

1998 Q1

19.96%

11.55%

8.41%

1998 Q2

6.08%

0.52%

5.56%

1998 Q3

-14.25%

-12.91%

-1.34%

1998 Q4

23.22%

17.43%

5.78%

1999 Q1

-7.05%

2.85%

-9.90%

1999 Q2

15.51%

10.80%

4.71%

1999 Q3

-4.44%

-9.23%

4.79%

1999 Q4

7.57%

8.97%

-1.40%

2000 Q1

2.70%

0.23%

2.47%

2000 Q2

-0.98%

-4.30%

3.31%

2000 Q3

6.77%

8.81%

-2.05%

2000 Q4

15.67%

1.63%

14.04%

2001 Q1

1.40%

-6.53%

7.92%

2001 Q2

13.42%

4.41%

9.01%

2001 Q3

-7.15%

-16.20%

9.05%

2001 Q4

21.17%

7.96%

13.21%

2002 Q1

18.74%

1.33%

17.42%

2002 Q2

-1.59%

-10.64%

9.05%

2002 Q3

-11.62%

-20.46%

8.84%

2002 Q4

2.50%

15.92%

-13.43%

2003 Q1

-0.91%

-5.51%

4.60%

2003 Q2

25.49%

18.84%

6.65%

2003 Q3

12.93%

2.54%

10.39%

2003 Q4

21.98%

14.45%

7.53%

2004 Q1

5.19%

3.35%

1.84%

2004 Q2

3.44%

0.80%

2.65%

2004 Q3

9.11%

1.04%

8.07%

2004 Q4

9.85%

9.93%

-0.08%

2005 Q1

5.76%

-2.43%

8.19%

2005 Q2

6.60%

2.58%

4.02%

2005 Q3

14.54%

3.44%

11.10%

2005 Q4

-0.15%

2.21%

-2.36%

2006 Q1

16.58%

5.87%

10.71%

2006 Q2

-4.13%

0.61%

-4.75%

2006 Q3

-1.07%

5.27%

-6.35%

2006 Q4

14.83%

7.72%

7.11%

2007 Q1

6.12%

1.34%

4.78%

2007 Q2

9.81%

5.95%

3.86%

2007 Q3

5.65%

0.39%

5.26%

2007 Q4

3.76%

-5.37%

9.13%

2008 Q1

-10.91%

-8.94%

-1.97%

2008 Q2

4.09%

-7.79%

11.89%

2008 Q3

-19.14%

-4.97%

-14.17%

2008 Q4

-20.28%

-23.82%

3.54%

2009 Q1

-5.47%

-16.11%

10.64%

2009 Q2

26.35%

17.51%

8.83%

2009 Q3

38.44%

17.94%

20.50%

2009 Q4

9.66%

4.22%

5.44%

2010 Q1

9.85%

7.09%

2.75%

2010 Q2

-11.67%

-11.57%

-0.10%

2010 Q3

11.70%

9.98%

1.72%

2010 Q4

12.55%

10.51%

2.04%

2011 Q1

15.13%

6.80%

8.32%

2011 Q2

-1.06%

-1.47%

0.41%

2011 Q3

-17.21%

-16.30%

-0.91%

2011 Q4

9.06%

12.98%

-3.92%

2012 Q1

9.45%

12.97%

-3.51%

2012 Q2

-2.01%

-3.58%

1.57%

2012 Q3

6.99%

6.30%

0.69%

2012 Q4

8.92%

1.64%

7.27%

2013 Q1

11.96%

11.97%

-0.01%

2013 Q2

0.75%

3.36%

-2.61%

2013 Q3

9.66%

3.84%

5.82%

2013 Q4

7.54%

9.83%

-2.29%

2014 Q1

1.43%

2.26%

-0.82%

2014 Q2

5.05%

4.60%

0.45%

2014 Q3

-7.00%

0.25%

-7.25%

2014 Q4

8.74%

4.78%

3.96%

2015 Q1

7.09%

-0.69%

7.77%

2015 Q2

-2.25%

0.24%

-2.49%

2015 Q3

-6.20%

-8.25%

2.05%

2015 Q4

5.85%

6.05%

-0.20%

2016 Q1

8.61%

2.20%

6.41%

2016 Q2

1.63%

3.96%

-2.33%

2016 Q3

4.80%

2.94%

1.86%

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