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P Yearly Opportunitistic Rebalancing on a William Bernstein's 4 Funds Portfolio live

For a non-subscriber, the portfolio information is delayed 30 days or more.

Performance: From 08/31/1999 To 07/30/2010

	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	12.34	-3.67	-5.59	-12.3	29.22	13.74	7.05	15.44	6.15	-27.32	24.26	0.76	44.82	-2.75	3.25	4.29
Sharpe Ratio (%)	108.93	-49.14	-56.84	-88.79	254.09	141.87	61.38	129.46	25.05	-104.63	110.98	4.21	231.72	-18.29	8.02	15.73

From 08/31/1999 To 07/30/2010

	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	12.34	-3.67	-5.59	-12.3	29.22	13.74	7.05	15.44	6.15	-27.32	24.26	0.76	44.82	-2.75	3.25	4.29
Sharpe Ratio (%)	108.93	-49.14	-56.84	-88.79	254.09	141.87	61.38	129.46	25.05	-104.63	110.98	4.21	231.72	-18.29	8.02	15.73
Alpha(%)	0.09	0.03	0.02	0.01	0.05	0.03	0.02	0.02	0.02	-0.01	0.02	0.01	0.02	0.01	0.01	0.02
Beta	0.406	0.591	0.611	0.549	0.607	0.721	0.714	0.876	0.756	0.645	0.782	0.798	0.794	0.695	0.702	0.652
RSquare	0.461	0.703	0.892	0.893	0.851	0.787	0.854	0.874	0.942	0.963	0.962	0.967	0.961	0.953	0.942	0.883
Standard Deviation	0.103	0.157	0.139	0.151	0.112	0.09	0.079	0.094	0.125	0.27	0.218	0.165	0.193	0.215	0.175	0.153
Treynor Ratio	0.276	-0.13	-0.13	-0.244	0.47	0.177	0.068	0.139	0.041	-0.438	0.309	0.009	0.564	-0.057	0.02	0.037
Draw Down	0.043	0.147	0.203	0.22	0.101	0.071	0.054	0.09	0.08	0.378	0.226	0.122	0.073	0.449	0.449	0.449
Sortino Ratio	1.896	-0.673	-0.791	-1.258	4.005	2.033	0.901	1.951	0.336	-1.371	1.589	0.058	3.57	-0.248	0.11	0.219

Strategies:

Rebalancing Strategy

Fixed Time Interval Rebalancing

Rebalancing Strategy

Fixed Time Interval Rebalancing check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

STATIC check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

1

No Class

STATIC check
parameters parameters

100%

Current Securities

2

No Class

STATIC check
parameters parameters

100%

Current Securities

3

No Class

STATIC check
parameters parameters

100%

Current Securities

4

No Class

STATIC check
parameters parameters

100%

Current Securities

Holdings on 07/30/2010

Last Transaction Date
Starting Date		08/31/1999
Original Amount		100,000
Benchmark		^GSPC
Symbol		P_2512

Historical Info
Monthly Holding Date:

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