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P Warren Buffett Total Stock Market Valuation to GNP Ratio SO SU Weekly Strategy live

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Performance: From 12/31/1980 To 05/28/2010

	1980	1981	1982	1983	1984	1985	1986	1987	1988	1989	1990	1991	1992	1993	1994	1995	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0	-8.43	12.86	18.74	-1.25	27.18	12.48	-0.73	13.29	24.89	-9.31	30.3	6.15	8.58	-2.52	33.4	18.84	29.17	10.6	3.25	4.09	2.34	1.11	0.69	0.94	2.19	3.29	3.03	0.94	65.82	0.28	49.89	21.84	13.9	9.92
Sharpe Ratio (%)	NA	-138.87	32.25	102.72	-69.43	243.66	64.48	-16.08	60.43	171.81	-101.45	205.09	41.63	80.46	-58.37	393.79	138.93	159.34	133.12	206.25	435.51	24.02	135.18	15.03	-18.26	71.55	-25.13	16.48	24.01	293.01	1.05	248.71	152.24	114.2	55

From 12/31/1980 To 05/28/2010

	1980	1981	1982	1983	1984	1985	1986	1987	1988	1989	1990	1991	1992	1993	1994	1995	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0	-8.43	12.86	18.74	-1.25	27.18	12.48	-0.73	13.29	24.89	-9.31	30.3	6.15	8.58	-2.52	33.4	18.84	29.17	10.6	3.25	4.09	2.34	1.11	0.69	0.94	2.19	3.29	3.03	0.94	65.82	0.28	49.89	21.84	13.9	9.92
Sharpe Ratio (%)	NA	-138.87	32.25	102.72	-69.43	243.66	64.48	-16.08	60.43	171.81	-101.45	205.09	41.63	80.46	-58.37	393.79	138.93	159.34	133.12	206.25	435.51	24.02	135.18	15.03	-18.26	71.55	-25.13	16.48	24.01	293.01	1.05	248.71	152.24	114.2	55
Alpha(%)	NA	-0	-0	0	0	0	0	0	0	0	-0	0	0	0	0	-0	-0	0	0.06	0.04	0.06	0.03	0.02	0.01	0.01	0.03	0.05	0.04	0.01	0.14	-0	-0	0.08	0.05	0.02
Beta	NA	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	0.077	0	0	0	0	0	0	0	0	0	0	0.673	0.997	1	0.212	0.195	0.425
RSquare	NA	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	1	0.077	0.008	0.002	0.006	0.002	0	0.006	0.002	0	0.001	0.004	0.68	0.996	1	0.214	0.195	0.426
Standard Deviation	NA	0.133	0.166	0.123	0.115	0.09	0.129	0.297	0.143	0.112	0.144	0.129	0.09	0.081	0.094	0.075	0.11	0.161	0.055	0	0	0	0	0	0	0	0	0	0	0.224	0.213	0.2	0.136	0.106	0.114
Treynor Ratio	NA	-0.185	0.054	0.127	-0.08	0.22	0.083	-0.048	0.086	0.192	-0.146	0.266	0.038	0.065	-0.055	0.296	0.153	0.257	0.94	3.897	-21.476	-0.688	-8.15	-1.985	-0.26	1.54	3.923	-0.799	-1.607	0.977	0.002	0.498	0.98	0.621	0.148
Draw Down	0	0.185	0.184	0.075	0.148	0.08	0.097	0.337	0.069	0.075	0.212	0.056	0.066	0.05	0.09	0.028	0.098	0.1	0.05	0	0	0	0	0	0	0	0	0	0	0.08	0.161	0.08	0.08	0.08	0.337
Sortino Ratio	NA	-1.77	0.501	1.475	-1.058	4.034	0.844	-0.187	0.819	2.274	-1.313	3.225	0.598	1.114	-0.764	6.212	1.949	2.235	2.004	18.584	22.304	9.875	19.75	1.476	-4.348	14.755	-1.039	1.734	2.118	4.918	0.014	3.738	2.506	1.882	0.75

Strategies:

Asset Allocation Srategy

Warren Buffett Total Stock Market Value to GNP Ratio Strategy

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Warren Buffett Total Stock Market Value to GNP Ratio Strategy check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

Risky

No Class

STATIC check
parameters parameters

100%

Current Securities

Holdings on 05/28/2010

Last Transaction Date		03/06/2009
Starting Date		12/31/1980
Original Amount		10,000
Benchmark		^DWC
Symbol		P_6517

Historical Info
Monthly Holding Date:

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