Returns and Statistics Table
The full return history can
be downloaded
here:
Simulated MegaCap Returns
| Periodic & Annualized | Simulated MegaCap (Gross) | Russell Top 200 | Excess (Gross) | 90-Day T-Bill |
| 1 Month (Mar 2010) | 5.39% | 5.78% | -0.39% | 0.01% |
| 3 Months (1Q 2010) | 5.01% | 4.55% | 0.47% | 0.02% |
| YTD | 5.01% | 4.55% | 0.47% | 0.02% |
| 1 Year | 48.25% | 45.90% | 2.35% | 0.19% |
| 3 Yrs (annualized) | -2.93% | -4.19% | 1.25% | 2.23% |
| 5 Yrs (annualized) |
2.45% |
1.58% |
0.87% |
3.03% |
| Since Inception (annualized) | 6.90% | 4.65% | 2.25% | 3.36% |
| Count (months) | 159 | 159 | 159 | 159 |
| Total Cumulative Return | 142.00% | 86.62% | 59.38% | 54.93% |
| Annualized Monthly Volatility | 18.19% | 17.60% | 3.74% | 0.59% |
| Mean Monthly Excess Return (vs. Benchmark) | 0.18% | |||
| Annualized Monthly Excess Return (vs. Benchmark) | 2.25% | |||
| Monthly Volatility of Excess Return (vs. Benchmark) | 1.05% | |||
| Annualized Monthly Volatility of Excess Return (vs. Benchmark) | 3.64% | |||
| Information Ratio | 0.62 | |||
| Sharpe Ratio | 0.19 |
HYPOTHETICAL PERFORMANCE
DISCLOSURE
Past Hypothetical Performance does not guarantee future actual results.
Hypothetical results have many inherent limitations. No representation
is being made that any account will or is likely to achieve returns
similar to those shown. In fact, there are frequently sharp differences
between hypothetical performance results and the actual results
subsequently achieved by any particular investment strategy.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical investment does not involve financial risk, and no hypothetical investment record can completely account for the impact of financial risk in actual investing. For example, the ability to withstand losses or to adhere to a particular investment strategy in spite of investment losses are material points which can also adversely affect actual investment results. There are numerous other factors related to the markets in general or to the implementation of any specific investment strategy which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual investment results.
Performance for periods greater than one year is annualized. Gross returns (including realized and unrealized capital gains, reinvestment of dividends and interest) are before fees and administrative expenses. Net returns reflect the return to investors after all fees and administrative expenses. Net returns are NOT provided here as they are a determined by the fee level, which is a function of the assets under management in the client's specific application. We will be happy to provide simulated net returns by applying a fee level based upon a client-specified asset level.
Sources
Russell Top 200® Index is a registered trademark of the
Russell Investment Group
Plan Sponsor Network (PSN) is a product of
Informa
Investment Solutions
Global Industry Classification Standards (GICS®)
are a registered trademark of Standard & Poor's and MSCI BARRA
Portfolio characteristics compiled from data supplied by The Applied
Finance Group, LTD.
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