Equity Income - Aggressive
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Annual Performance
03*040506070809101112131415**
Model (%) 62201940-0-244417182533-278
Benchmark (%) 43115165-372615216321311
Excess (%) 2091424-6131821690-41-3
* Inception Date: 03/03/2003  ** End Date: 05/22/2015
% 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 15.10% 10.06%   4.28% 19.65%
Max Drawdown -53.72% -55.19%   -32.04% -7.35%
Standard Deviation 20.31% 19.24%   13.67% 11.80%
Sharpe Ratio 0.58 0.35   0.15 1.48
Sortino Ratio 0.70 0.43   0.20 2.11
Correlation with SPDR S&P 500 ETF Trust 0.86 -   0.70 -
R-Squared 0.75 -   0.50 -
Beta 0.91 -   0.82 -
Alpha (annualized) 5.44% -   -11.94% -
Discussion
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Designer mgerstein Subs 26
Launch 03/07/13 Cost FREE
Rebalance 05/11/15
Last viewed by Designer  Last 30 Days
Key Stats GLOSSARY ?
Annualized Return Model Bench Excess
Combined 15.10% 10.06% 5.04%
Launch -5.41% 17.88% -23.29%
Alpha 5.44%
% Invested 94.86%
Rebalance Frequency 4 Weeks
Last Rebalance Date 05/11/15
Days Since Launch 809
Holdings 10
Average Annual Yield 6.70%
Slippage Variable
Liquidity Stats GLOSSARY ?
Liquidity
(bottom 20%)
$3,095,907
Min Stock Price (at purchase) $2.98
Max Profit Contribution Single Stock 5.64%

Trading Stats
Trading Costs / Curr Mkt Value 2.47%
Average Days Held 298
Annualized Turnover 109.91%
Average Return 9.25%
Average Return Winners 20.85%
Average Return Losers -22.13%
Winners 72.99%