Equity Income - Aggressive
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Annual Performance
03*040506070809101112131415**
Model (%) 62201940-0-244417182533-27-2
Benchmark (%) 43115165-37261521632132
Excess (%) 2091424-6131821690-41-4
* Inception Date: 03/03/2003  ** End Date: 06/29/2015
% Max Drawdown / % Cash Invested
Risk Measurements Combined Trailing 3 Year
  Model SPDR S&P 500 ETF Trust   Model SPDR S&P 500 ETF Trust
Annualized Return 14.58% 9.69%   1.37% 17.06%
Max Drawdown -53.72% -55.19%   -32.04% -7.35%
Standard Deviation 20.25% 19.19%   13.61% 11.45%
Sharpe Ratio 0.65 0.43   0.10 1.49
Sortino Ratio 0.80 0.54   0.13 2.15
Correlation with SPDR S&P 500 ETF Trust 0.86 -   0.70 -
R-Squared 0.75 -   0.49 -
Beta 0.91 -   0.84 -
Alpha (annualized) 5.54% -   -12.94% -
Discussion
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Designer mgerstein Subs 24
Launch 03/07/13 Cost FREE
Rebalance 06/08/15
Last viewed by Designer  Last 30 Days
Key Stats GLOSSARY ?
Annualized Return Model Bench Excess
Combined 14.58% 9.69% 4.88%
Launch -6.88% 15.44% -22.32%
Alpha 5.54%
% Invested 94.71%
Rebalance Frequency 4 Weeks
Last Rebalance Date 06/08/15
Days Since Launch 845
Holdings 10
Average Annual Yield 6.76%
Slippage Variable
Liquidity Stats GLOSSARY ?
Liquidity
(bottom 20%)
$3,066,971
Min Stock Price (at purchase) $2.98
Max Profit Contribution Single Stock 5.79%

Trading Stats
Trading Costs / Curr Mkt Value 2.58%
Average Days Held 297
Annualized Turnover 109.77%
Average Return 9.21%
Average Return Winners 20.68%
Average Return Losers -22.13%
Winners 73.19%