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Performance
    Summary Performance
    50 Stock Portfolios
        Core Strategy
        Market Neutral Strategy
        Growth Strategy
        Value Strategy
        Risk
        Cumulative Returns
            1 Year
            3 Year
            5 Year
            10 Year
    Decile Performance
        European Universe
        Japanese Universe
        US Enhanced Universe
  Investars
  Predictive History
MARKET NEUTRAL QUARTERLY RETURN
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Quarters
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
TBill
Hedge
1996 Q1-1.65%-4.54%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.23%-0.47%
1996 Q2-3.77%9.99%5.49%-3.77%8.14%1.92%0.00%0.00%0.00%0.00%0.00%0.00%1.29%1.49%
1996 Q311.54%5.41%2.15%11.54%5.41%2.15%11.54%1.78%1.48%0.00%0.00%0.00%1.38%4.39%
1996 Q416.07%12.66%4.67%16.07%12.66%4.67%16.07%12.66%4.67%16.07%3.62%-0.34%1.30%9.91%
1997 Q116.60%9.65%9.31%16.60%9.65%9.31%16.60%9.65%9.31%16.60%9.65%9.31%1.27%11.85%
1997 Q27.17%0.35%8.72%7.17%0.35%8.72%7.17%0.35%8.72%7.17%0.35%8.72%1.36%5.39%
1997 Q315.57%17.65%13.96%15.57%17.65%13.96%15.57%17.65%13.96%15.57%17.65%13.96%1.34%15.75%
1997 Q46.06%5.22%14.70%6.06%5.22%14.70%6.06%5.22%14.70%6.06%5.22%14.70%1.25%8.65%
1998 Q111.14%13.01%-1.17%11.14%13.01%-1.17%11.14%13.01%-1.17%11.14%13.01%-1.17%1.30%7.64%
1998 Q216.56%16.68%14.81%16.56%16.68%14.81%16.56%16.68%14.81%16.56%16.68%14.81%1.29%16.03%
1998 Q316.54%22.95%10.15%16.54%22.95%10.15%16.54%22.95%10.15%16.54%22.95%10.15%1.42%16.55%
1998 Q45.49%1.18%4.88%5.49%1.18%4.88%5.49%1.18%4.88%5.49%1.18%4.88%1.13%3.92%
1999 Q1-1.20%-19.44%-7.70%-1.20%-19.44%-7.70%-1.20%-19.44%-7.70%-1.20%-19.44%-7.70%1.06%-9.29%
1999 Q2-0.62%2.82%-1.01%-0.62%2.82%-1.01%-0.62%2.82%-1.01%-0.62%2.82%-1.01%1.20%0.41%
1999 Q319.59%22.06%12.81%19.59%22.06%12.81%19.59%22.06%12.81%19.59%22.06%12.81%1.27%18.15%
1999 Q459.38%54.46%58.66%59.38%54.46%58.66%59.38%54.46%58.66%59.38%54.46%58.66%1.25%57.52%
2000 Q139.99%40.92%27.97%39.99%40.92%27.97%39.99%40.92%27.97%39.99%40.92%27.97%1.40%36.39%
2000 Q20.97%-3.90%-14.89%0.97%-3.90%-14.89%0.97%-3.90%-14.89%0.97%-3.90%-14.89%1.51%-6.08%
2000 Q35.57%3.16%20.59%5.57%3.16%20.59%5.57%3.16%20.59%5.57%3.16%20.59%1.51%9.62%
2000 Q421.98%16.96%-13.38%21.98%16.96%-13.38%21.98%16.96%-13.38%21.98%16.96%-13.38%1.63%8.10%
2001 Q14.75%31.39%13.91%4.75%31.39%13.91%4.75%31.39%13.91%4.75%31.39%13.91%1.51%16.47%
2001 Q2-10.65%-13.87%-15.31%-10.65%-13.87%-15.31%-10.65%-13.87%-15.31%-10.65%-13.87%-15.31%1.12%-13.27%
2001 Q346.32%63.13%59.73%46.32%63.13%59.73%46.32%63.13%59.73%46.32%63.13%59.73%1.08%56.49%
2001 Q4-41.45%-27.83%-35.92%-41.45%-27.83%-35.92%-41.45%-27.83%-35.92%-41.45%-27.83%-35.92%0.64%-34.97%
2002 Q130.07%30.26%41.39%30.07%30.26%41.39%30.07%30.26%41.39%30.07%30.26%41.39%0.43%33.94%
2002 Q254.79%49.60%53.32%54.79%49.60%53.32%54.79%49.60%53.32%54.79%49.60%53.32%0.48%52.69%
2002 Q328.27%22.16%9.66%28.27%22.16%9.66%28.27%22.16%9.66%28.27%22.16%9.66%0.45%19.93%
2002 Q4-35.52%-28.06%-23.56%-35.52%-28.06%-23.56%-35.52%-28.06%-23.56%-35.52%-28.06%-23.56%0.42%-29.03%
2003 Q112.39%11.97%5.09%12.39%11.97%5.09%12.39%11.97%5.09%12.39%11.97%5.09%0.30%9.79%
2003 Q2-15.37%-6.40%-9.35%-15.37%-6.40%-9.35%-15.37%-6.40%-9.35%-15.37%-6.40%-9.35%0.33%-10.39%
2003 Q34.77%-2.11%2.56%4.77%-2.11%2.56%4.77%-2.11%2.56%4.77%-2.11%2.56%0.25%1.76%
2003 Q4-1.83%1.26%6.67%-1.83%1.26%6.67%-1.83%1.26%6.67%-1.83%1.26%6.67%0.26%2.02%
2004 Q1-1.20%-5.05%2.35%-1.20%-5.05%2.35%-1.20%-5.05%2.35%-1.20%-5.05%2.35%0.24%-1.16%
2004 Q28.92%2.01%5.52%8.92%2.01%5.52%8.92%2.01%5.52%8.92%2.01%5.52%0.23%5.64%
2004 Q320.43%20.67%12.95%20.43%20.67%12.95%20.43%20.67%12.95%20.43%20.67%12.95%0.36%18.04%
2004 Q4-1.30%-4.26%-9.09%-1.30%-4.26%-9.09%-1.30%-4.26%-9.09%-1.30%-4.26%-9.09%0.47%-4.88%
2005 Q130.04%31.07%32.12%30.04%31.07%32.12%30.04%31.07%32.12%30.04%31.07%32.12%0.57%31.08%
2005 Q20.82%1.74%2.88%0.82%1.74%2.88%0.82%1.74%2.88%0.82%1.74%2.88%0.71%1.84%
2005 Q310.52%13.38%18.17%10.52%13.38%18.17%10.52%13.38%18.17%10.52%13.38%18.17%0.81%14.02%
2005 Q4-0.91%-6.52%-2.70%-0.91%-6.52%-2.70%-0.91%-6.52%-2.70%-0.91%-6.52%-2.70%0.91%-3.39%
2006 Q19.14%8.54%8.03%9.14%8.54%8.03%9.14%8.54%8.03%9.14%8.54%8.03%1.02%8.57%
2006 Q2-3.08%3.42%3.88%-3.08%3.42%3.88%-3.08%3.42%3.88%-3.08%3.42%3.88%1.16%1.41%
2006 Q3-2.93%-11.71%-4.39%-2.93%-11.71%-4.39%-2.93%-11.71%-4.39%-2.93%-11.71%-4.39%1.36%-6.35%
2006 Q40.71%3.69%3.37%0.71%3.69%3.37%0.71%3.69%3.37%0.71%3.69%3.37%1.20%2.59%
2007 Q12.52%7.20%7.51%2.52%7.20%7.51%2.52%7.20%7.51%2.52%7.20%7.51%1.26%5.74%
2007 Q26.87%3.79%9.67%6.87%3.79%9.67%6.87%3.79%9.67%6.87%3.79%9.67%1.25%6.78%
2007 Q314.60%13.80%11.67%14.60%13.80%11.67%14.60%13.80%11.67%14.60%13.80%11.67%1.48%13.36%
2007 Q425.65%22.54%23.85%25.65%22.54%23.85%25.65%22.54%23.85%25.65%22.54%23.85%1.07%24.01%
2008 Q116.58%12.58%16.71%16.58%12.58%16.71%16.58%12.58%16.71%16.58%12.58%16.71%0.92%15.29%
2008 Q254.21%54.74%56.80%54.21%54.74%56.80%54.21%54.74%56.80%54.21%54.74%56.80%0.36%55.25%
2008 Q3-34.14%-27.20%-31.11%-34.14%-27.20%-31.11%-34.14%-27.20%-31.11%-34.14%-27.20%-31.11%0.67%-30.81%
2008 Q412.60%19.89%13.10%12.60%19.89%13.10%12.60%19.89%13.10%12.60%19.89%13.10%0.27%15.19%
2009 Q1-3.25%1.09%2.77%-3.25%1.09%2.77%-3.25%1.09%2.77%-3.25%1.09%2.77%0.04%0.21%
2009 Q2-9.56%-25.68%-35.36%-9.56%-25.68%-35.36%-9.56%-25.68%-35.36%-9.56%-25.68%-35.36%0.05%-23.54%
2009 Q326.75%21.01%24.60%26.75%21.01%24.60%26.75%21.01%24.60%26.75%21.01%24.60%0.07%24.12%
2009 Q4-8.80%-1.40%-1.08%-8.80%-1.40%-1.08%-8.80%-1.40%-1.08%-8.80%-1.40%-1.08%0.03%-3.76%

       
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