Performance results include commissions of $6.00 per equity trade prior to 2020, and $1.00 per equity trade after January 2020. Typically, 25 to 28 positions are open when the portfolio is fully allocated. For a detailed description of this strategy please go here.
| 2022 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | -7.7% | 7.4% | 5.2% | 4.3% | |||||||||
| Account Value End-of-Month Starting with $100k on Jan 1 | $92,350 | $99,180 | $104,300 | ||||||||||
| 2021 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | 7.1% | 16.0% | 6.5% | 4.2% | -0.8% | -3.1% | -5.4% | 3.3% | -7.8% | 5.0% | -2.5% | 0.6% | 22.9% |
| Account Value End-of-Month Starting with $100k on Jan 1 | $107,090 | $124,200 | $132,230 | $137,810 | $136,670 | $132,470 | $125,330 | $129,490 | $119,400 | $125,340 | $122,150 | $122,870 | |
| 2020 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | -0.3% | -8.5% | -9.0% | 9.3% | 6.1% | 1.0% | 2.0% | -0.5% | -1.0% | -4.4% | 13.9% | 5.6% | 12.3% |
| Account Value End-of-Month Starting with $100k on Jan 1 | $99,650 | $91,230 | $83,000 | $90,700 | $96,190 | $97,140 | $99,100 | $98,620 | $97,590 | $93,310 | $106,300 | $112,250 | |
| 2019 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | -0.4% | 4.6% | 1.9% | 1.7% | -3.9% | 0.1% | 1.4% | -1.7% | -3.8% | -1.1% | 2.0% | -1.9% | -1.2% |
| Account Value End-of-Month Starting with $100k on Jan 1 | $99,640 | $104,230 | $106,260 | $108,060 | $103,950 | $103,950 | $105,450 | $103,680 | $99,790 | $98,700 | $100,720 | $98,760 | |
| 2018 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | 4.1% | -0.3% | -0.1% | 1.8% | 4.8% | 4.2% | 0.5% | 3.1% | 1.3% | -4.6% | -0.9% | -2.2% | 11.8% |
| Account Value End-of-Month Starting with $100k on January 1 | $104,100 | $103,790 | $103,680 | $105,550 | $110,620 | $115,260 | $115,750 | $119,290 | $120,900 | $115,380 | $114,350 | $111,820 | |