|
| General Info |
|---|
| Inception Date | 01/02/99 |
| Last Rebalance Date | 05/20/13 |
| Days Since Last Rebalance | 6 |
| Rebalance Frequency |
Weekly |
| Rebalance Method |
Automatic |
| Benchmark |
S&P 500
|
| Universe |
Prussell 2000
|
| Ranking System |
ChaikinIndicators
|
| Quick Stats as of 5/24/2013 |
|---|
| Total Market Value (inc. Cash) | $ 1,519,340.12 |
| Cash | $ 5,639.10 |
| Number of Positions | 10 |
| Total Return | 2,938.68% |
| Benchmark Return | 34.20% |
| Active Return |
2,904.49% |
| Annualized Return | 26.78% |
| Annual Turnover |
371.07% |
| Max Drawdown | -40.05% |
| Benchmark Max Drawdown | -56.78% |
| Overall Winners |
(236/477) 49.48%
|
| Sharpe Ratio | 0.77 |
| Correlation with S&P 500 | 0.50 |
|
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