Performance results include commissions of $6.00 per equity trade prior to 2020, and $1.00 per equity trade after January 2020. Typically, 23 to 25 positions are open when the portfolio is fully allocated. For a detailed description of this strategy please go here. To view the fact sheet for this strategy please go here.
| 2023 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return YTD |
| Realized & Unrealized Monthly Return | 4.5% | -4.4% | -3.4% | -1.3% | -0.1% | 4.9% | | | | | | | -0.2% |
| Account Value End-of-Month Starting with $100k on January 1 | $104,480 | $99,870 | $96,450 | $95,220 | $95,120 | $99,810 | | | | | | | |
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| 2022 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return YTD |
| Realized & Unrealized Monthly Return | 2.6% | 4.7% | 0.8% | -7.0% | 3.5% | -11.8% | -0.8% | -2.9% | -4.3% | 2.7% | | | -13.0% |
| Account Value End-of-Month Starting with $100k on January 1 | $102,640 | $107,490 | $108,360 | $100,750 | $104,230 | $91,910 | $91,160 | $88,460 | $84,670 | $86,940 | | | |
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| 2021 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
| Realized & Unrealized Monthly Return | 4.3% | 7.8% | 1.9% | 6.9% | 3.1% | -4.4% | 5.7% | 0.5% | -6.8% | 6.7% | -2.9% | 4.8% | 29.7% |
| Account Value End-of-Month Starting with $100k on January 1 | $104,320 | $112,480 | $114,660 | $122,530 | $126,290 | $120,750 | $127,590 | $128,280 | $119,580 | $127,540 | $123,800 | $129,740 | |
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| 2020 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
| Realized & Unrealized Monthly Return | 8.1% | -6.3% | -10.7% | 14.7% | 8.9% | -1.8% | 3.3% | 3.8% | 0.2% | -4.3% | 9.9% | 3.3% | 29.6% |
| Account Value End-of-Month Starting with $100k on January 1 | $108,100 | $101,310 | $90,510 | $103,810 | $113,100 | $111,040 | $114,670 | $119,060 | $119,240 | $114,140 | $125,430 | $129,610 | |
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| 2019 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
| Realized & Unrealized Monthly Return | 2.7% | 1.9% | 0.7% | 0.8% | -1.4% | 1.6% | 1.8% | 0.3% | -1.5% | 0.7% | 2.3% | 1.4% | 11.7% |
| Account Value End-of-Month Starting with $100k on January 1 | $102,660 | $104,620 | $105,340 | $106,140 | $104,680 | $116,390 | $108,270 | $108,580 | $106,900 | $107,650 | $110,120 | $111,670 | |
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