P Turtle Strategy System 2 For Diversified Commodities, Currencies and Interest Rate ETFs live
For a non-subscriber, the portfolio information is delayed 30 days or more.
Performance:
From 01/01/2008 To 05/28/2010
|
|
2008
|
2009
|
2010
|
1 Yr
|
Inception
|
|
Annualized Return (%)
|
10.42
|
0.88
|
-2.03
|
-1.01
|
3.58
|
|
Sharpe Ratio (%)
|
143.96
|
14.35
|
-42.27
|
-19.65
|
54.16
|
Strategies:
| Asset Name |
Asset Type |
Strategy Name |
Target Percentage |
Actual Percentage |
Total Amount |
Securities |
operation |
|
US ETFs
|
No Class
|
STATIC
check
parameters
parameters
[ x ]
Fill the Asset Strategy Parameters
No Parameter with this strategy!
|
100%
|
|
|
Current Securities
|
|
| Symbol |
share nunbers |
price |
is reinvested |
Amount |
Percent in Asset(%) |
Percent in Portfolio(%) |
operation |
|
TLT
|
619.842
|
96.5
|
Yes
|
59,814.708
|
|
|
|
|
SHY
|
5,128.856
|
83.84
|
Yes
|
430,003.26
|
|
|
|
|
IEF
|
1,169.997
|
93.1
|
Yes
|
108,926.699
|
|
|
|
|
FXE
|
-346
|
122.37
|
Yes
|
-42,340.02
|
|
|
|
|
FXF
|
-754
|
85.75
|
Yes
|
-64,655.5
|
|
|
|
|
FXY
|
0
|
108.98
|
Yes
|
0
|
NA
|
NA
|
|
|
DBP
|
2,448
|
41.43
|
Yes
|
101,420.622
|
|
|
|
|
DBA
|
-3,955
|
23.58
|
Yes
|
-93,258.9
|
|
|
|
|
FXB
|
-244
|
144.02
|
Yes
|
-35,140.88
|
|
|
|
|
DBB
|
-4,754
|
19.09
|
No
|
-90,753.86
|
|
|
|
|
FXA
|
-571
|
84.98
|
No
|
-48,523.58
|
|
|
|
|
DBE
|
-3,012
|
23.45
|
No
|
-70,631.4
|
|
|
|
|
FXC
|
-180
|
94.59
|
No
|
-17,026.2
|
|
|
|
|
Holdings on 05/28/2010
|
| Last Transaction Date |
| 05/25/2010 |
|
| Starting Date |
| 01/01/2008 |
|
| Original Amount |
| 1,000,000 |
|
| Benchmark |
| ^GSPC |
|
| Symbol |
| P_5154 |
|
|
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