Long Only Strategy - Growth Annual

ENHANCED LONG TOTAL ANNUAL RETURN
Scroll to see all data or click export button to export the data to Excel(.xls)

Export to XLS

Years

Portfolio

SP Growth

Excess Return

1996

0.352477154

0.239666365234296

0.112810788765704

1997

0.250037186432209

0.365300874608973

-0.115263688176764

1998

0.487410256150507

0.421555262859448

6.58549932910588E-02

1999

1.05929117317007

0.282465577087861

0.776825596082208

2000

0.407049879620396

-0.220789247355316

0.627839126975711

2001

2.35105437276861E-02

-0.127332862347432

0.150843406075118

2002

1.28856780335298E-02

-0.235866204725464

0.248751882758994

2003

0.492726039942818

0.256577547796871

0.236148492145947

2004

0.175275595151885

6.13296739496798E-02

0.113945921202205

2005

0.452110897250959

4.00271721666372E-02

0.412083725084321

2006

0.111058018614632

0.110057133810749

1.00088480388361E-03

2007

0.356227561742803

9.12694179940621E-02

0.264958143748741

2008

-0.340653326390276

-0.349212326012894

8.5589996226183E-03

2009

0.392185176511699

0.315710643793391

7.64745327183087E-02

2010

0.179432928162435

0.150502324721334

2.89306034411014E-02

2011

-1.70453776363954E-02

4.65472327398269E-02

-6.35926103762222E-02

2012

0.176642908372829

0.14610889287737

3.05340154954588E-02

2013

0.376240737958005

0.327534809978699

4.87059279793065E-02

2014

6.67446558642366E-02

0.148910122335636

-8.21654664713993E-02

2015

0.102248255127626

5.52462480048121E-02

4.04363901426712E-02

2016

0.120409390493961

6.37923314724946E-02

5.08298048584981E-02

Average

0.224601571886571

8.27707820961112E-02

0.14183078979046

Hide


Click here for:	Monthly Data	Quarterly Data	Annual Data