P Global Tactical Asset Allocation Valuation live

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

Performance: From 06/01/1999 To 05/28/2010

	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0.19	12.9	12.83	13.45	15.85	12.18	-0.74	9.84	6.31	-16.72	22.3	-1.56	25.13	0.52	3.41	7.35
Sharpe Ratio (%)	-42.69	185.37	195.82	162.04	183.51	138.36	-45.25	118.09	43.28	-53.96	50.57	-13.58	140.16	-1.18	6.59	31

From 06/01/1999 To 05/28/2010

	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0.19	12.9	12.83	13.45	15.85	12.18	-0.74	9.84	6.31	-16.72	22.3	-1.56	25.13	0.52	3.41	7.35
Sharpe Ratio (%)	-42.69	185.37	195.82	162.04	183.51	138.36	-45.25	118.09	43.28	-53.96	50.57	-13.58	140.16	-1.18	6.59	31
Alpha(%)	0.02	0.09	0.07	0.07	0.02	0.03	0	0.03	0.03	0.05	-0.02	-0	0.03	0.04	0.02	0.03
Beta	-0.03	0.014	-0.039	0.062	0.468	0.514	0.522	0.526	0.457	0.611	1.435	0.542	0.747	0.815	0.794	0.5
RSquare	0.015	0.004	0.025	0.045	0.934	0.495	0.697	0.905	0.927	0.596	0.79	0.888	0.582	0.6	0.598	0.383
Standard Deviation	0.041	0.048	0.054	0.076	0.083	0.081	0.064	0.055	0.076	0.327	0.439	0.118	0.179	0.321	0.251	0.177
Treynor Ratio	0.583	6.232	-2.671	1.993	0.324	0.218	-0.056	0.124	0.072	-0.289	0.155	-0.03	0.335	-0.005	0.021	0.11
Draw Down	0.018	0.024	0.025	0.042	0.06	0.067	0.047	0.035	0.042	0.346	0.346	0.11	0.114	0.454	0.454	0.454
Sortino Ratio	-0.583	3.151	3.095	2.605	2.832	1.971	-0.626	1.805	0.586	-0.722	0.733	-0.184	2.064	-0.017	0.093	0.438

Strategies:

Asset Allocation Srategy

Global Tactical Asset Allocation Value Based

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Global Tactical Asset Allocation Value Based check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

Asset1

No Class

STATIC check
parameters parameters

100%

Current Securities

Asset2

No Class

STATIC check
parameters parameters

100%

Current Securities

Holdings on 05/28/2010

Last Transaction Date		05/28/2010
Starting Date		06/01/1999
Original Amount		10,000
Benchmark		^GSPC
Symbol		P_3318

Historical Info
Monthly Holding Date:

Download to CSV Download to Folio CSV

Previous				Next

\|	\|	\|	\|	\|

Holdings

Transactions