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 | -1.9% | -0.5% | 8.3% | -8.4% | 2.7% | -17.1% | -0.1% | -4.4% | -9.0% | 2.1% | -26.9% | ||
| Account Value End-of-Month Starting with $100k on Jan 1 | $98,100 | $97,600 | $105,680 | $96,800 | $99,450 | $82,440 | $82,390 | $78,740 | $71,620 | $73,130 | |||
| Comments | |||||||||||||
| 2021 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | 2.7% | 7.8% | 3.9% | 3.8% | 2.2% | -2.4% | -1.9% | 5.6% | -3.2% | 7.4% | 0.4% | 2.2% | 31.6% |
| Account Value End-of-Month Starting with $100k on Jan 1 | $102,720 | $110,730 | $115,020 | $119,430 | $122,060 | $119,190 | $116,890 | $123,450 | $119,530 | $128,380 | $128,850 | $131,620 | |
| Comments | |||||||||||||
| 2020 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | 0.6% | -6.2% | -11.8% | 5.5% | 11.3% | -0.4% | 2.3% | 0.5% | -2.0% | 0.0% | 11.4% | 6.5% | 16.3% |
| Account Value End-of-Month Starting with $100k on Jan 1 | $100,560 | $94,270 | $83,130 | $87,700 | $97,620 | $97,260 | $99,440 | $99,930 | $97,790 | $97,990 | $109,140 | $116,280 | |
| Comments | |||||||||||||
| 2019 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | -0.2% | 0.8% | -1.5% | 1.0% | -2.9% | 1.1% | 5.4% | -7.5% | -3.1% | 0.5% | 3.8% | -1.0% | -4.2% |
| Account Value End-of-Month Starting with $100k on Jan 1 | $99,750 | $100,530 | $98,990 | $100,010 | $97,110 | $98,180 | $103,500 | $95,720 | $92,780 | $93,220 | $96,790 | $95,830 | |
| Comments | Note | Note | |||||||||||
| 2018 Results | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Realized & Unrealized Monthly Return | 3.6% | -0.5% | 1.7% | 1.4% | 7.0% | 3.2% | 2.5% | 5.7% | 0.5% | -4.1% | -2.6% | -0.6% | 18.7% |
| Account Value End-of-Month Starting with $100k on January 1 | $103,590 | $103,120 | $104,860 | $106,350 | $113,810 | $117,440 | $120,350 | $127,210 | $127,840 | $122,580 | $119,390 | $118,680 | |
| Comments | Note | ||||||||||||