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Portfolio  Value Sentimentum  Author portfolio123   Show Page Printable Version 
Description:  This system was designed by a team of MBA students from Stanford University. The winners were chosen based on several criteria, such as liquidity, turnover, performance, etc.    [ More ]

Performance Graphs:  [Basic]  [Flash]
General Info
Inception Date03/31/01
Last Rebalance Date06/19/10
Days Since Last Rebalance82
Rebalance Frequency Three Months
Rebalance Method Automatic
Ranking System Value Sentimentum
 
Quick Stats -- as of 09/08/10
Total Market Value (inc. Cash)$ 2,812,416.50
Cash$ 6.68
Number of Positions 23
Total Return462.49%
Benchmark Return-4.10%
Active Return 466.59%
Annualized Return20.08%
Annual Turnover 57.74%
Max Drawdown -56.23%
Overall Winners (82/138) 59.42%
Sharpe Ratio 0.50
Correlation with S&P 5000.72
 
Top Holdings
NoTickerWeightReturnSharesValue
1
IRS[5d][1y] Customize...
7.0%31.26%14,643.0$196,069.77
Last 10 Trades
DateTypeTickerSharesPrice
06/21/10BUY
NSIT[5d][1y] Customize...
11,390.0$14.84
0