U.S. LONG-ONLY STRATEGY'S QUARTERLY RETURNS
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Quarters
Portfolio
SP500
Excess Return
1996 Q18.58%5.37%3.21%
1996 Q26.14%4.49%1.66%
1996 Q36.90%3.09%3.81%
1996 Q410.15%8.34%1.81%
1997 Q12.65%0.86%1.78%
1997 Q229.52%16.76%12.76%
1997 Q328.55%9.33%19.23%
1997 Q4-2.52%2.35%-4.87%
1998 Q117.37%13.05%4.32%
1998 Q25.20%1.81%3.38%
1998 Q3-11.41%-11.19%-0.22%
1998 Q429.11%21.44%7.68%
1999 Q16.29%3.40%2.89%
1999 Q220.86%7.70%13.15%
1999 Q3-1.49%-6.59%5.10%
1999 Q433.66%16.22%17.45%
2000 Q123.68%4.57%19.12%
2000 Q20.18%-3.46%3.64%
2000 Q3-8.03%0.74%-8.77%
2000 Q4-1.08%-9.01%7.93%
2001 Q1-15.76%-12.16%-3.60%
2001 Q210.01%6.88%3.13%
2001 Q3-6.14%-15.62%9.48%
2001 Q413.26%11.76%1.50%
2002 Q18.96%0.97%7.98%
2002 Q2-4.31%-13.09%8.78%
2002 Q3-9.11%-17.24%8.12%
2002 Q40.92%14.49%-13.57%
2003 Q1-2.24%-3.05%0.81%
2003 Q221.23%16.25%4.98%
2003 Q311.81%3.42%8.39%
2003 Q414.70%12.43%2.27%
2004 Q13.05%2.24%0.81%
2004 Q2-1.70%1.33%-3.03%
2004 Q33.31%-1.90%5.21%
2004 Q410.99%10.15%0.84%
2005 Q19.05%-2.20%11.25%
2005 Q24.82%2.25%2.57%
2005 Q321.78%4.01%17.77%
2005 Q4-2.15%2.04%-4.19%
2006 Q114.51%5.32%9.19%
2006 Q2-8.07%-1.98%-6.10%
2006 Q3-2.39%4.65%-7.04%
2006 Q415.93%7.13%8.80%
2007 Q14.93%1.27%3.66%
2007 Q214.54%5.76%8.78%
2007 Q36.51%1.56%4.96%
2007 Q44.71%-3.35%8.05%
2008 Q10.82%-9.52%10.34%
2008 Q243.59%-1.69%45.28%
2008 Q3-34.71%-8.73%-25.97%
2008 Q4-15.83%-22.78%6.96%
2009 Q1-14.88%-10.81%-4.08%
2009 Q228.75%16.82%11.94%
2009 Q347.71%16.30%31.41%
2009 Q47.27%5.90%1.37%
2010 Q113.62%5.95%7.67%
2010 Q2-10.17%-11.32%1.15%
2010 Q39.93%11.52%-1.59%
2010 Q414.99%11.60%3.39%
2011 Q113.85%6.38%7.47%
2011 Q2-0.97%-0.03%-0.94%
2011 Q3-15.20%-15.28%0.08%
2011 Q413.29%12.12%1.17%
2012 Q17.21%12.87%-5.66%
2012 Q2-6.05%-3.15%-2.90%
2012 Q34.66%6.24%-1.57%
2012 Q47.89%0.25%7.63%
2013 Q111.46%11.08%0.38%
2013 Q21.97%2.69%-0.71%
2013 Q315.89%6.35%9.54%
2013 Q411.15%10.11%1.04%
2014 Q13.60%1.97%1.63%
2014 Q27.70%4.87%2.83%
2014 Q3-3.01%0.02%-3.04%
2014 Q45.69%5.24%0.46%
2015 Q15.96%1.80%4.16%
2015 Q21.09%0.14%0.95%
2015 Q3-15.09%-7.25%-7.84%
2015 Q40.42%6.27%-5.85%
2016 Q16.36%0.97%5.39%
2016 Q24.27%2.64%1.64%
2016 Q37.31%4.41%2.90%
2016 Q41.76%4.22%-2.46%
2017 Q10.99%5.74%-4.75%
2017 Q22.11%3.02%-0.91%
2017 Q39.21%4.57%4.64%
2017 Q46.32%6.34%-0.02%
2018 Q13.58%-0.64%4.23%
2018 Q26.77%3.89%2.88%
2018 Q33.68%7.12%-3.30%

       
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