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  1) Market Timing (2)   2) Long Strategies (6)
 
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DISCLOSURE
1) Market Timing -- as of 02/08/10Glossary  
NameRank SystemInceptionStocksTot RetAnnualAnnual BenchSharpe RatioDDown1 Day1 Wk26 Wk
P123 Multi-market ModelP123 Multi-market Rank03/31/0110298.4%16.9%-0.9%0.61-29.5%-0.40%-3.41%-0.25%
SP500 Market Timing ModelMomentum Value03/31/0116308.0%17.2%-0.9%0.81-17.9%-0.38%-2.39%6.44%


2) Long Strategies -- as of 02/08/10Glossary  
NameRank SystemInceptionStocksTot RetAnnualAnnual BenchSharpe RatioDDown1 Day1 Wk26 Wk
GARP $100KBalanced403/31/0119589.2%24.3%-0.9%0.81-52.2%0.51%-2.55%8.55%
GARP $1MBalanced403/31/0136179.3%12.3%-0.9%0.37-51.3%-0.49%-2.56%12.60%
GARP $500KBalanced403/31/0127222.7%14.1%-0.9%0.44-48.6%-1.01%-3.11%-2.42%
Value & Mom $100KMomentum Value03/31/0120420.3%20.5%-0.9%0.68-59.3%-0.87%-3.53%11.05%
Value & Mom $1MMomentum Value03/31/0130129.1%9.8%-0.9%0.23-57.6%-0.34%-4.50%5.81%
Value & Mom $500KMomentum Value03/31/0125156.8%11.2%-0.9%0.29-59.5%-0.48%-4.49%4.94%
 


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DISCLOSURE 
Portfolio123 Models represent hypothetical or simulated performance, not actual trading. Since the trades have not actually been executed, the results may have under-or-over compensated for the impact of certain market factors, such as liquidity. Returns include commission and slippage for each trade. Dividends are not included. Remember that past returns are no guarantee of future returns. See testimonials from actual users about their results using Portfolio123 .