Equity Income - Aggressive
Log in or sign up to Subscribe to this model.
Annual Performance
03*040506070809101112131415**
Model (%) 62201940-0-244417182533-27-14
Benchmark (%) 43115165-37261521632136
Excess (%) 2091424-6131821690-41-20
* Inception Date: 03/03/2003  ** End Date: 07/29/2015
% 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 13.79% 9.85%   -1.94% 17.34%
Max Drawdown -53.72% -55.19%   -34.06% -7.35%
Standard Deviation 16.64% 13.93%   14.96% 8.69%
Sharpe Ratio 0.83 0.64   0.10 1.87
Sortino Ratio 1.13 0.83   0.14 2.52
Correlation with SPDR S&P 500 ETF Trust 0.79 -   0.61 -
R-Squared 0.62 -   0.37 -
Beta 0.94 -   1.05 -
Alpha (annualized) 5.67% -   -14.50% -
Discussion
Please Login

DISCLOSURE: The content provided in Portfolio123's website and emails is for information purposes only. It does not constitute an offer or an invitation to subscribe for or purchase securities nor an investment recommendation. Portfolio123's 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. Remember that past returns are no guarantee of future returns
Designer mgerstein Subs 24
Launch 03/07/13 Cost FREE
Rebalance 07/06/15
Last viewed by Designer  Last 30 Days
Key Stats GLOSSARY ?
Annualized Return Model Bench Excess
Combined 13.79% 9.85% 3.94%
Launch -9.50% 16.11% -25.61%
Alpha 5.67%
% Invested 93.58%
Rebalance Frequency 4 Weeks
Last Rebalance Date 07/06/15
Days Since Launch 875
Holdings 10
Average Annual Yield 6.81%
Slippage Variable
Liquidity Stats GLOSSARY ?
Liquidity
(bottom 20%)
$3,066,971
Min Stock Price (at purchase) $2.98
Max Profit Contribution Single Stock 6.59%

Trading Stats
Trading Costs / Curr Mkt Value 2.78%
Average Days Held 297
Annualized Turnover 108.71%
Average Return 9.21%
Average Return Winners 20.68%
Average Return Losers -22.13%
Winners 73.19%