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Portfolio  Chaikin Indicators - Market Timing Model  Author portfolio123   Show Page Printable Version 
Description:  Stocks form the Russell 2000 universe are selected based on their score under the Chaikin Indicators ranking system. The top ten stocks are selected (so long as each ranks at least 90) and the industry...    [ More ]

Performance Graphs:  [Basic]  [Flash]
General Info
Inception Date03/31/01
Last Rebalance Date09/04/10
Days Since Last Rebalance5
Rebalance Frequency Weekly
Rebalance Method Automatic
Ranking System ChaikinIndicators
 
Quick Stats -- as of 09/08/10
Total Market Value (inc. Cash)$ 1,879,933.25
Cash$ 2.02
Number of Positions 10
Total Return3,659.85%
Benchmark Return-4.10%
Active Return 3,663.95%
Annualized Return46.85%
Annual Turnover 432.14%
Max Drawdown -24.66%
Overall Winners (148/246) 60.16%
Sharpe Ratio 1.46
Correlation with S&P 5000.57
 
Top Holdings
NoTickerWeightReturnSharesValue
1
PWER[5d][1y] Customize...
17.5%34.64%30,122.0$328,932.25
Last 10 Trades
DateTypeTickerSharesPrice
08/23/10BUY
CPK[5d][1y] Customize...
4,611.0$33.46
0