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 Q111.526.399.592.239.800,00%127.286.205.291.666,00%10.253.537.539.323.100,00%
1996 Q2778.299.520.072.967,00%129.471.409.355.353,00%648.828.110.717.614,00%
1996 Q3799.048.976.743.713,00%128.546.640.153.067,00%670.502.336.590.646,00%
1996 Q4451.134.865.804.512,00%126.361.863.602.429,00%324.773.002.202.083,00%
1997 Q112.570.368.748.834.400,00%128.210.665.537.489,00%11.288.262.093.459.500,00%
1997 Q29.398.834.257.114.900,00%125.689.422.688.009,00%814.194.003.023.481,00%
1997 Q319.127.619.235.410.100,00%126.697.940.050.522,00%17.860.639.834.904.900,00%
1997 Q4826.465.456.202.541,00%128.630.907.200.415,00%697.834.549.002.125,00%
1998 Q110.008.063.145.736.100,00%127.706.425.336.900,00%873.099.889.236.706,00%
1998 Q217.144.316.057.074.900,00%123.252.917.575.645,00%15.911.786.881.318.500,00%
1998 Q312.749.741.104.965.900,00%117.120.024.024.271,00%11.578.540.864.723.200,00%
1998 Q416.878.564.555.235.400,00%108.892.813.797.119,00%15.789.636.417.264.200,00%
1999 Q135.058.561.112.786,30%111.159.279.924.162,00%-7.610.071.881.137,60%
1999 Q2-477.106.697.314.497,00%113.845.900.438.283,00%-5.909.525.977.527.800,00%
1999 Q3692.613.542.672.134,00%118.800.621.702.500,00%573.812.920.969.634,00%
1999 Q43.915.152.272.489.900,00%127.958.515.096.847,00%37.871.937.573.930.500,00%
2000 Q122.190.544.744.609.400,00%141.243.088.481.435,00%2.077.811.385.979.500,00%
2000 Q21.041.046.834.133.700,00%141.074.817.974.121,00%899.972.016.159.576,00%
2000 Q3-992.961.318.479.526,00%152.518.876.803.212,00%-11.454.801.952.827.400,00%
2000 Q41.062.166.414.601.200,00%150.330.031.459.844,00%911.836.383.141.356,00%
2001 Q11.607.526.848.152.200,00%115.356.571.231.251,00%45.396.113.583.968,70%
2001 Q2-1.841.131.007.616.300,00%91.779.149.072.395,20%-19.329.101.566.886.900,00%
2001 Q354.132.356.059.596.700,00%76.106.433.057.290,30%53.371.291.729.023.800,00%
2001 Q4-38.295.369.400.230.600,00%45.652.445.225.261,60%-38.751.893.852.483.300,00%
2002 Q119.306.710.537.708.500,00%43.813.831.011.851,90%188.685.722.275.900,00%
2002 Q228.433.186.268.036.100,00%42.727.368.338.646,40%28.005.912.584.649.700,00%
2002 Q324.682.119.988.818.100,00%40.721.777.631.664,80%24.274.902.212.501.400,00%
2002 Q4-27.244.162.347.133.400,00%31.867.011.833.330,80%-27.562.832.465.466.800,00%
2003 Q1657.112.967.331.592,00%28.861.047.760.739,80%628.251.919.570.852,00%
2003 Q2-209.407.156.331.636,00%25.772.005.537.101,40%-235.179.161.868.737,00%
2003 Q3451.126.389.871.139,00%23.601.875.689.998,10%427.524.514.181.141,00%
2003 Q4-668.957.527.434.100,00%23.184.559.464.828,30%-692.142.086.898.928,00%
2004 Q1-38.434.638.842.652,60%23.101.096.219.790,80%-61.535.735.062.443,50%
2004 Q21.398.039.393.672.200,00%27.775.450.770.000,10%1.120.284.885.972.200,00%
2004 Q3817.017.328.867.262,00%38.967.053.619.165,50%778.050.275.248.097,00%
2004 Q4152.632.845.098.533,00%52.173.569.956.710,50%100.459.275.141.822,00%
2005 Q118.816.485.095.250.200,00%66.228.867.682.220,90%1.815.419.641.842.800,00%
2005 Q2-317.002.440.981.579,00%73.763.879.299.029,20%-390.766.320.280.608,00%
2005 Q312.697.578.010.213.700,00%85.660.065.445.092,30%11.840.977.355.762.700,00%
2005 Q4-390.467.854.795.314,00%98.152.693.237.532,10%-488.620.548.032.846,00%
2006 Q111.037.087.410.127.100,00%113.809.737.009.647,00%989.899.004.003.068,00%
2006 Q2-217.329.400.140.133,00%122.161.517.356.749,00%-339.490.917.496.882,00%
2006 Q3-657.500.720.128.399,00%125.801.289.585.272,00%-783.302.009.713.671,00%
2006 Q4896.906.404.262.079,00%126.518.165.009.133,00%770.388.239.252.946,00%
2007 Q1533.609.183.956.629,00%127.954.380.189.683,00%405.654.803.766.946,00%
2007 Q212.702.514.073.774.200,00%120.798.958.453.461,00%11.494.524.489.239.600,00%
2007 Q317.708.900.675.847.300,00%107.667.547.795.944,00%16.632.225.197.887.800,00%
2007 Q422.053.369.149.085.100,00%85.475.185.658.665,50%21.198.617.292.498.400,00%
2008 Q112.315.210.140.048.900,00%43.096.943.478.604,40%11.884.240.705.262.900,00%
2008 Q265.848.550.684.354.200,00%42.969.177.764.222,70%6.541.885.890.671.200,00%
2008 Q3-33.803.756.322.175.700,00%35.811.232.134.228,50%-3.416.186.864.351.800,00%
2008 Q423.318.549.356.936.800,00%4.186.188.293.162,64%23.276.687.474.005.200,00%
2009 Q1-66.668.296.476.873,90%5.855.305.797.539,68%-72.523.602.274.413,60%
2009 Q2-522.901.732.010.459,00%3.952.178.887.955,96%-526.853.910.898.415,00%
2009 Q332.783.296.195.178.900,00%3.846.318.569.276,09%32.744.833.009.486.200,00%
2009 Q4-58.680.099.869.955,50%971.690.226.667,65%-59.651.790.096.623,10%
2010 Q1814.851.885.094.805,00%2.916.105.163.492,94%811.935.779.931.312,00%
2010 Q2-151.773.231.913.472,00%4.227.261.230.960,18%-156.000.493.144.433,00%
2010 Q3-308.353.698.642.513,00%3.719.627.343.448,11%-312.073.325.985.961,00%
2010 Q471.793.444.664.507,40%3.465.395.108.956,94%68.328.049.555.550,50%
2011 Q1402.988.695.442.237,00%3.148.658.185.863,07%399.840.037.256.374,00%
2011 Q2332.432.972.013.286,00%95.002.776.016,48%331.482.944.253.121,00%
2011 Q319.080.496.204.024.200,00%1.058.355.287.832,94%19.069.912.651.145.900,00%
2011 Q4-481.967.141.578.454,00%63.332.258.395,39%-4.820.304.738.368.500,00%
2012 Q1-860.739.168.615.219,00%1.780.104.672.375,33%-862.519.273.287.594,00%
2012 Q2737.403.242.768.477,00%2.012.633.916.412,82%735.390.608.852.065,00%
2012 Q3-1.784.920.610.022.700,00%2.371.020.430.191,88%-180.863.081.432.462,00%
2012 Q488.647.963.553.343,30%212.513.887.779,32%86.522.824.675.550,10%
2013 Q1-27.872.177.374.090,90%1.983.461.280.476,99%-29.855.638.654.567,90%
2013 Q213.634.072.259.087.900,00%92.502.787.527,59%13.624.821.980.335.200,00%
2013 Q3529.792.552.962.061,00%533.341.131.967,46%529.259.211.830.093,00%
2013 Q4734.491.551.120.973,00%1.308.388.334.066,99%733.183.162.786.906,00%
2014 Q1-5.314.615.485.676,80%916.692.166.879,06%-54.062.847.023.647,10%
2014 Q22.978.138.271.867.900,00%675.014.993.165,58%297.138.812.193.625,00%
2014 Q3-342.632.524.429.067,00%575.010.847.290,17%-343.207.535.276.358,00%
2014 Q433.675.551.448.617.300,00%57.084.079.849,95%33.669.843.040.632.300,00%
2015 Q1795.420.985.823.161,00%44.417.240.071,54%794.976.813.422.446,00%
2015 Q2-296.338.454.420.958,00%190.834.370.139,56%-296.529.288.791.098,00%
2015 Q31.689.291.740.207.800,00%487.495.314.382,97%16.888.042.448.934.100,00%
2015 Q4263.606.016.948.481,00%3.517.892.381.068,59%260.088.124.567.412,00%
2016 Q1367.649.576.535.043,00%70.816.439.186,05%360.567.932.616.438,00%
2016 Q2-475.326.932.451.168,00%629.047.356.673,24%-481.617.406.017.900,00%
2016 Q3-723.384.700.312.709,00%7.168.370.061.616,52%-730.553.070.374.326,00%

       
Click here for: Monthly Data Quarterly Data Annual Data