This portfolio consists of P GS FundX Funds Include Emerging Markets as the core and the HighYieldJumbo using alpha as the satellite.

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From 07/31/2003 To 07/30/2010

	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	17.97	9.35	10.74	23.19	14.45	1.25	50	3.53	49.14	21.57	21.45	19.38
Sharpe Ratio (%)	304.61	70.39	119.08	222.13	84.24	4.55	293.43	24.49	316.22	156.44	168.21	157.99
Alpha(%)	0.13	0.03	0.05	0.06	0.06	0.02	0.13	0.02	0.07	0.08	0.07	0.06
Beta	0.26	0.358	0.326	0.654	0.659	0.021	0.396	0.613	0.745	0.189	0.219	0.226
RSquare	0.282	0.111	0.216	0.536	0.606	0.015	0.407	0.776	0.724	0.187	0.205	0.187
Standard Deviation	0.058	0.119	0.072	0.09	0.136	0.071	0.17	0.142	0.155	0.132	0.117	0.113
Treynor Ratio	0.682	0.235	0.263	0.304	0.173	0.153	1.259	0.057	0.658	1.09	0.899	0.789
Draw Down	0.015	0.131	0.06	0.105	0.089	0.087	0.13	0.113	0.072	0.13	0.13	0.131
Sortino Ratio	6.268	0.946	1.781	3.326	1.146	0.062	4.203	0.322	4.632	2.216	2.391	2.232

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