Shenandoah 130/30 Alpha Extension
Strategy (Launched June 1, 2007) - Monthly and Cumulative
Returns
The chart below and the table of returns and statistics following it can
be downloaded
here:
SAM 130-30 Alpha Extension Composite.xls
Returns and Statistics Table
| 130/30 Alpha Extension Strategy | |||||
| Inception: | 6/1/2007 | ||||
| Beta | 1.070 | ||||
| AUM | $ 9,345,172 | ||||
| Periodic & Annualized | 130/30 Alpha Extension | 130/30 Alpha Extension (Gross) | 130/30 Alpha Extension (Net) | Russell 1000 Benchmark | 90-Day T-Bill |
| 1 Month | -13.14% | -13.22% | -9.53% | 0.32% | |
| 3 Months | -14.20% | -14.42% | -9.35% | 0.68% | |
| YTD | -20.57% | -21.17% | -19.51% | 2.18% | |
| 1Year (annualized) | -24.78% | -25.54% | -22.11% | 3.32% | |
| 3 Years (annualized) | |||||
| 5 Years (annualized) | |||||
| Since Inception (annualized) | -20.86% | -21.66% | -17.07% | 3.84% | |
| Count (months) | 16 | 16 | 16 | 16 | |
| Total Cumulative Return | -26.80% | -27.78% | -22.08% | 5.16% | |
| Annualized Monthly Volatility | 13.17% | 13.04% | |||
| Mean Monthly Excess Return (vs. Benchmark) | -0.36% | -0.44% | |||
| Annualized Monthly Excess Return (vs. Benchmark) | -3.79% | -4.59% | |||
| Monthly Volatility of Excess Return (vs. Benchmark) | 1.43% | 1.43% | |||
| Annualized Monthly Volatility of Excess Return (vs. Benchmark) | 4.77% | 4.72% | |||
| Information Ratio | (0.80) | (0.97) | |||
| Sharpe Ratio | (1.88) | (1.96) | |||
| Annual | 130/30 Alpha Extension Ending AUM | 130/30 Alpha Extension (Gross) | 130/30 Alpha Extension (Net) | Russell 1000 Benchmark | 90-Day T-Bill |
| 2008 | $ 9,345,172 | -20.57% | -21.17% | -19.51% | 2.18% |
| 2007 | $ 11,768,842 | -7.85% | -8.39% | -3.20% | 2.92% |
| 2006 | |||||
| 2005 | |||||
| 2004 | |||||
| 2003 | |||||
| 2002 | |||||
| 2001 | |||||
| 2000 | |||||
| Monthly | 130/30 Alpha Extension Ending AUM | 130/30 Alpha Extension (Gross) | 130/30 Alpha Extension (Net) | Russell 1000 Benchmark | 90-Day T-Bill |
| Sep-08 | $ 9,345,172 | -13.14% | -13.22% | -9.53% | 0.32% |
| Aug-08 | $ 10,758,839 | 0.22% | 0.13% | 1.38% | 0.14% |
| Jul-08 | $ 10,734,699 | -1.44% | -1.52% | -1.16% | 0.22% |
| Jun-08 | $ 10,892,552 | -7.49% | -7.57% | -8.31% | 0.15% |
| May-08 | $ 11,774,958 | 2.78% | 2.69% | 1.83% | 0.04% |
| Apr-08 | $ 11,456,177 | 6.44% | 6.36% | 5.07% | 0.13% |
| Mar-08 | $ 10,763,698 | -1.06% | -1.14% | -0.68% | 0.36% |
| Feb-08 | $ 10,879,622 | -1.94% | -2.02% | -3.06% | 0.20% |
| Jan-08 | $ 11,095,298 | -5.71% | -5.79% | -6.00% | 0.60% |
| Dec-07 | $ 11,768,842 | -1.23% | -1.31% | -0.65% | 0.23% |
| Nov-07 | $ 11,915,195 | -4.70% | -4.78% | -4.26% | 0.57% |
| Oct-07 | $ 12,503,235 | 0.60% | 0.51% | 1.74% | 0.31% |
| Sep-07 | $ 12,429,676 | 3.39% | 3.31% | 3.82% | 0.41% |
| Aug-07 | $ 12,022,582 | -1.22% | -1.30% | 1.36% | 0.58% |
| Jul-07 | $ 12,170,634 | -4.48% | -4.56% | -3.09% | |