50 STOCK STRATEGIES
Summary Tables
U. S. Enhanced Model 

 

Cumulative Returns in % 1 Year 3 Year 5 Year 10 Year Core Strategy 50.79 20.64 120.17 556.56 Market Neutral Strategy -7.67 100.77 184.77 776.68 Value Strategy 59.75 14.18 68.01 227.46 Growth Strategy 38.66 4.40 45.45 84.50 SP500 38.09 -17.21 4.65 -4.31 Loading…

Excess Returns (S&P 500) in % 1 Year 3 Year 5 Year 10 Year Core Strategy 9.96 46.03 113.65 560.23 Market Neutral Strategy -37.39 105.93 130.14 451.98 Value Strategy 10.42 31.74 90.56 341.27 Growth Strategy -0.09 28.63 74.26 523.85 SP500 N/A N/A N/A N/A Loading…

Sharpe Ratios (5%) Strategies 1 Year 3 Year 5 Year 10 Year Core Strategy -1.25 -0.30 0.38 0.69 Market Neutral Strategy 0.57 0.84 0.98 0.83 Value Strategy -1.64 -0.55 0.15 0.42 Growth Strategy -1.37 -0.40 0.10 0.48 SP500 -2.11 -1.16 -0.72 -0.49 Loading…

Sortino Ratios (10%) 1 Year 3 Year 5 Year 10 Year Core Strategy -0.56 -0.20 0.10 0.27 Market Neutral Strategy 0.87 1.11 1.48 1.29 Value Strategy -2.23 -0.97 -0.09 0.15 Growth Strategy -1.94 -0.76 -0.04 0.46 SP500 -2.40 -1.46 -1.07 -0.93 Loading…