Trailing Performance
Non-compounded trailing performance over various periods in time.
Up-to-date data!
| Strategies |
1 Week |
2 Weeks |
1 Month |
2 Months |
3 Months |
6 Months |
1 Year |
2 Years |
3_Years____ |
| Pro1 |
2.6% |
3.0% |
7.5% |
5.3% |
3.9% |
0.9% |
-2.2% |
48.6% |
132.1% |
| Pro2 |
1.8% |
-1.4% |
15.7% |
16.5% |
22.3% |
21.2% |
49.6% |
194.2% |
344.3% |
| Pro3 |
-0.6% |
1.2% |
0.8% |
1.5% |
1.9% |
15.1% |
36.2% |
101.5% |
258.8% |
| Pro4 |
2.6% |
3.0% |
12.2% |
10.0% |
7.5% |
-1.6% |
4.8% |
36.9% |
135.9% |
| Std1 |
-2.2% |
0.5% |
-0.8% |
-1.0% |
1.0% |
13.3% |
2.7% |
20.7% |
112.2% |
| Std2 |
-2.2% |
0.5% |
-0.8% |
-1.0% |
1.0% |
-4.6% |
7.1% |
28.2% |
160.4% |
| Std3 |
5.1% |
6.6% |
12.7% |
12.5% |
14.8% |
8.4% |
-9.3% |
18.9% |
148.7% |
| Std4 |
5.3% |
3.1% |
1.0% |
-9.8% |
-18.5% |
-11.2% |
-31.5% |
11.9% |
132.2% |
| Bons |
-2.2% |
0.5% |
-0.8% |
-1.0% |
-3.9% |
2.0% |
8.6% |
26.7% |
61.3% |
| Free |
5.3% |
4.3% |
14.5% |
16.4% |
18.7% |
13.5% |
34.1% |
74.1% |
152.3% |
| Benchmark |
1 Week |
2 Weeks |
1 Month |
2 Months |
3 Months |
6 Months |
1 Year |
2 Years |
3_Years____ |
| [UUP] US Dollar |
-0.2% |
-0.9% |
-2.7% |
-0.4% |
1.8% |
3.8% |
-1.8% |
-6.8% |
-15.0% |
| [FXE] Euro |
0.2% |
0.8% |
2.7% |
-1.9% |
-4.8% |
-7.9% |
-3.1% |
-3.8% |
2.6% |
| [FXB] British Pound |
0.7% |
1.5% |
2.0% |
1.0% |
-1.4% |
-3.6% |
-2.0% |
0.7% |
7.2% |
| [FXY] Japanese Yen |
-0.3% |
0.5% |
0.9% |
1.4% |
1.9% |
2.3% |
7.0% |
15.8% |
17.8% |
| [FXF] Swiss Franc |
-0.0% |
0.8% |
3.6% |
0.1% |
-4.5% |
-16.8% |
3.5% |
15.9% |
25.9% |
| [BZF] Brazillian Real |
2.1% |
3.0% |
8.1% |
5.9% |
3.5% |
-3.7% |
4.4% |
25.7% |
66.9% |
| [FXA] Australian Dollar |
1.8% |
2.4% |
5.3% |
5.5% |
4.5% |
5.0% |
10.5% |
33.5% |
80.2% |
| [IEF] Bonds 7-10y USA |
-0.6% |
1.2% |
0.8% |
1.5% |
1.9% |
6.6% |
17.7% |
22.8% |
23.1% |
| [TLT] Bonds >20y USA |
-2.2% |
0.5% |
-0.8% |
-1.0% |
1.0% |
15.8% |
36.4% |
37.1% |
26.9% |
| [TIP] TIPS Bonds USA |
-0.4% |
1.4% |
1.1% |
1.1% |
1.5% |
4.8% |
16.5% |
20.3% |
33.0% |
| [AGG] Aggregate Bond |
-0.0% |
0.9% |
0.7% |
1.5% |
1.3% |
3.4% |
9.5% |
13.5% |
22.3% |
| [BWX] Intl. Bond |
0.8% |
2.4% |
4.2% |
3.3% |
0.9% |
0.4% |
6.7% |
14.2% |
26.2% |
| [PCY] EmMkt Debt |
1.4% |
1.8% |
2.3% |
2.4% |
1.3% |
2.8% |
11.0% |
24.1% |
54.2% |
| [MUB] Muni. Bonds |
-0.0% |
1.8% |
3.3% |
6.4% |
6.8% |
8.8% |
18.1% |
16.7% |
23.9% |
| [LQD] Corp. Bonds 8Y |
0.8% |
2.3% |
3.1% |
4.3% |
1.9% |
5.5% |
13.6% |
22.2% |
38.2% |
| [JNK] Junk Bond |
0.6% |
1.5% |
3.1% |
5.5% |
4.3% |
7.6% |
5.6% |
26.5% |
76.1% |
| [PGF] Finanicial Prefered |
1.4% |
2.3% |
5.8% |
8.3% |
6.4% |
7.9% |
5.2% |
24.4% |
129.3% |
| [PFF] Preferred Stock |
1.3% |
2.1% |
4.9% |
7.4% |
5.6% |
7.1% |
4.7% |
19.6% |
104.7% |
| [GLD] Gold |
-0.2% |
2.7% |
6.2% |
0.2% |
-2.4% |
3.6% |
27.3% |
60.1% |
86.0% |
| [SLV] Silver |
0.5% |
4.1% |
14.7% |
5.3% |
-2.8% |
-12.4% |
15.1% |
119.4% |
156.4% |
| [PPLT] Platinum |
0.6% |
3.6% |
14.4% |
6.1% |
-1.4% |
-5.9% |
-12.7% |
8.1% |
N/A |
| [PALL] Palladium |
2.7% |
2.6% |
10.6% |
11.5% |
7.8% |
-5.1% |
-13.8% |
74.3% |
N/A |
| [DBA] Agriculture |
1.3% |
0.9% |
2.8% |
2.0% |
-5.0% |
-9.3% |
-14.9% |
17.3% |
18.0% |
| [DBB] Basic Materials |
0.4% |
2.7% |
14.1% |
7.5% |
7.1% |
-6.6% |
-15.2% |
12.9% |
81.6% |
| [DBO] Oil |
-0.7% |
-1.3% |
-2.7% |
-1.3% |
7.0% |
8.2% |
-0.7% |
15.8% |
50.7% |
| [DBC] Broad Commodities |
1.5% |
2.1% |
3.1% |
2.5% |
1.5% |
-1.7% |
-1.2% |
26.5% |
40.3% |
| [DBV] Currency Harvest |
1.3% |
1.8% |
3.6% |
3.9% |
3.1% |
5.8% |
3.6% |
10.4% |
31.0% |
| [TAO] China Real Est |
3.9% |
2.1% |
16.9% |
13.8% |
6.8% |
-5.0% |
-13.9% |
12.4% |
85.2% |
| [CIM] Chimera |
3.0% |
5.8% |
18.2% |
22.4% |
12.2% |
13.0% |
-14.3% |
4.7% |
56.0% |
| [AGNC] American Capital |
2.1% |
2.2% |
5.3% |
8.7% |
12.7% |
15.7% |
24.9% |
64.8% |
205.6% |
| [NLY] Annaly |
2.0% |
3.7% |
7.5% |
9.0% |
8.3% |
4.8% |
11.7% |
27.2% |
79.5% |
| [ICF] Real Estate USA |
3.2% |
5.1% |
9.0% |
14.2% |
9.5% |
20.1% |
15.6% |
63.7% |
147.4% |
| [RWX] Real Estate Int. |
3.3% |
3.3% |
11.2% |
6.8% |
3.8% |
0.4% |
-5.1% |
21.5% |
82.5% |
| [SPY] SP500 LargeCap USA |
2.4% |
2.2% |
5.1% |
7.3% |
7.2% |
13.3% |
4.7% |
30.8% |
68.7% |
| [IWM] SmallCap USA |
4.9% |
6.1% |
10.6% |
11.5% |
11.2% |
17.3% |
5.3% |
43.7% |
90.3% |
| [EEM] Emerging Markets |
5.1% |
5.0% |
13.4% |
9.6% |
6.8% |
4.0% |
-3.8% |
22.1% |
94.4% |
| [EFA] Europe + Asia |
3.9% |
3.4% |
8.2% |
6.2% |
4.0% |
1.5% |
-8.5% |
11.2% |
48.2% |
| [ILF] South America |
4.2% |
4.1% |
11.6% |
9.8% |
8.0% |
9.9% |
-2.9% |
22.2% |
96.2% |
| [IEV] Europe |
5.0% |
4.1% |
9.7% |
7.5% |
4.4% |
2.5% |
-7.9% |
12.5% |
48.4% |
| [AAXJ] Asia ex-Japan |
4.6% |
4.5% |
12.6% |
9.4% |
5.5% |
1.0% |
-6.8% |
17.3% |
87.8% |
| [EWY] Korea |
3.5% |
2.6% |
10.6% |
5.5% |
6.7% |
1.9% |
-5.3% |
35.4% |
112.0% |
| [EWJ] Japan |
1.9% |
1.9% |
5.5% |
4.1% |
4.3% |
-2.0% |
-13.0% |
1.3% |
16.6% |
| [EWZ] Brazil |
4.4% |
4.2% |
15.5% |
11.9% |
11.0% |
9.5% |
-3.1% |
13.2% |
97.3% |
| [EWW] Mexico |
4.8% |
6.7% |
11.6% |
9.7% |
10.5% |
8.5% |
-0.4% |
34.7% |
126.4% |
| [FXI] China |
5.3% |
4.3% |
13.4% |
10.1% |
6.6% |
4.7% |
-3.8% |
11.5% |
56.3% |
| [EWM] Malaysia |
4.2% |
4.0% |
7.4% |
8.7% |
9.8% |
3.7% |
4.9% |
50.6% |
123.4% |
| [EWS] Singapore |
3.5% |
5.9% |
13.9% |
10.9% |
6.7% |
-2.1% |
-4.6% |
28.6% |
117.2% |
| [IFN] India |
8.1% |
7.4% |
18.5% |
4.6% |
-6.2% |
-12.5% |
-18.7% |
-4.6% |
55.6% |
| [TUR] Turkey |
5.3% |
12.1% |
25.2% |
13.9% |
5.3% |
6.9% |
-15.3% |
2.6% |
114.8% |
| Strategies |
$1 Becomes |
CAGR |
SharpeRatio |
UPI |
MaxDD |
Turnover |
GSD |
%Winning |
%Efficiency |
R(2003) |
R(2006) |
R(ALL) |
| Pro1 |
$8.3 |
42% |
1.4 |
2.3 |
42% |
674% |
32% |
66% |
64% |
4.0 |
4.4 |
4.3 |
| Pro2 |
$22.3 |
66% |
2.2 |
4.5 |
29% |
657% |
44% |
75% |
63% |
3.1 |
5.2 |
4.5 |
| Pro3 |
$12.1 |
51% |
1.8 |
2.1 |
29% |
657% |
25% |
80% |
65% |
3.5 |
4.9 |
4.4 |
| Pro4 |
$9.8 |
45% |
1.6 |
3.4 |
26% |
509% |
46% |
61% |
64% |
4.7 |
4.5 |
4.6 |
| Strategies |
$1 Becomes |
CAGR |
SharpeRatio |
UPI |
MaxDD |
Turnover |
GSD |
%Winning |
%Efficiency |
R(2003) |
R(2006) |
R(ALL) |
| Pro1 |
$8.3 |
42% |
1.4 |
2.3 |
42% |
674% |
32% |
66% |
64% |
4.0 |
4.4 |
4.3 |
| Pro2 |
$22.3 |
66% |
2.2 |
4.5 |
29% |
657% |
44% |
75% |
63% |
3.1 |
5.2 |
4.5 |
| Pro3 |
$12.1 |
51% |
1.8 |
2.1 |
29% |
657% |
25% |
80% |
65% |
3.5 |
4.9 |
4.4 |
| Pro4 |
$9.8 |
45% |
1.6 |
3.4 |
26% |
509% |
46% |
61% |
64% |
4.7 |
4.5 |
4.6 |
| Std1 |
$8.5 |
42% |
1.6 |
4.4 |
21% |
345% |
32% |
71% |
72% |
4.4 |
4.6 |
4.5 |
| Std2 |
$8.5 |
42% |
1.6 |
3.4 |
22% |
427% |
31% |
77% |
67% |
3.8 |
4.5 |
4.3 |
| Std3 |
$12.2 |
51% |
1.8 |
4.6 |
33% |
591% |
47% |
61% |
70% |
3.1 |
3.3 |
3.2 |
| Std4 |
$9.7 |
45% |
1.3 |
2.5 |
41% |
657% |
43% |
63% |
67% |
2.9 |
2.5 |
2.6 |
| Bons |
$6.4 |
36% |
1.4 |
3.7 |
21% |
394% |
29% |
67% |
68% |
2.9 |
3.7 |
3.5 |
| Free |
$9.5 |
45% |
1.4 |
2.3 |
30% |
690% |
56% |
64% |
67% |
2.5 |
2.2 |
2.3 |
| Benchmark |
$1 Becomes |
CAGR |
SharpeRatio |
UPI |
MaxDD |
Turnover |
GSD |
%Winning |
%Efficiency |
R(2003) |
R(2006) |
R(ALL) |
| [UUP] US Dollar |
$0.9 |
-2% |
-0.3 |
-0.4 |
23% |
N/A |
6% |
N/A |
N/A |
-0.4 |
-0.4 |
-0.4 |
| [FXE] Euro |
$1.1 |
2% |
0.2 |
0.2 |
25% |
N/A |
8% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [FXB] British Pound |
$0.9 |
-2% |
-0.2 |
-0.3 |
34% |
N/A |
15% |
N/A |
N/A |
-0.3 |
-0.3 |
-0.3 |
| [FXY] Japanese Yen |
$1.6 |
9% |
0.7 |
1.4 |
14% |
N/A |
6% |
N/A |
N/A |
1.2 |
1.2 |
1.2 |
| [FXF] Swiss Franc |
$1.4 |
6% |
0.4 |
0.5 |
24% |
N/A |
5% |
N/A |
N/A |
0.6 |
0.6 |
0.6 |
| [BZF] Brazillian Real |
$1.3 |
7% |
0.3 |
0.4 |
38% |
N/A |
53% |
N/A |
N/A |
0.4 |
0.4 |
0.4 |
| [FXA] Australian Dollar |
$1.7 |
10% |
0.6 |
0.6 |
38% |
N/A |
20% |
N/A |
N/A |
0.8 |
0.8 |
0.8 |
| [IEF] Bonds 7-10y USA |
$1.6 |
8% |
0.9 |
1.9 |
10% |
N/A |
6% |
N/A |
N/A |
1.6 |
1.6 |
1.6 |
| [TLT] Bonds >20y USA |
$1.6 |
8% |
0.5 |
0.8 |
27% |
N/A |
21% |
N/A |
N/A |
0.8 |
0.8 |
0.8 |
| [TIP] TIPS Bonds USA |
$1.5 |
7% |
0.8 |
1.0 |
15% |
N/A |
7% |
N/A |
N/A |
1.1 |
1.1 |
1.1 |
| [AGG] Aggregate Bond |
$1.4 |
6% |
0.9 |
1.1 |
13% |
N/A |
2% |
N/A |
N/A |
1.2 |
1.2 |
1.2 |
| [BWX] Intl. Bond |
$1.3 |
6% |
0.5 |
0.8 |
17% |
N/A |
9% |
N/A |
N/A |
0.8 |
0.8 |
0.8 |
| [PCY] EmMkt Debt |
$1.4 |
8% |
0.3 |
0.2 |
49% |
N/A |
14% |
N/A |
N/A |
0.4 |
0.4 |
0.4 |
| [MUB] Muni. Bonds |
$1.3 |
6% |
0.8 |
0.9 |
12% |
N/A |
16% |
N/A |
N/A |
1.1 |
1.1 |
1.1 |
| [LQD] Corp. Bonds 8Y |
$1.5 |
7% |
0.6 |
0.6 |
22% |
N/A |
9% |
N/A |
N/A |
0.8 |
0.8 |
0.8 |
| [JNK] Junk Bond |
$1.3 |
8% |
0.4 |
0.4 |
38% |
N/A |
24% |
N/A |
N/A |
0.5 |
0.5 |
0.5 |
| [PGF] Finanicial Prefered |
$1.0 |
1% |
0.0 |
0.0 |
76% |
N/A |
45% |
N/A |
N/A |
0.0 |
0.0 |
0.0 |
| [PFF] Preferred Stock |
$1.1 |
2% |
0.1 |
0.1 |
66% |
N/A |
40% |
N/A |
N/A |
0.1 |
0.1 |
0.1 |
| [GLD] Gold |
$3.2 |
21% |
0.9 |
1.3 |
29% |
N/A |
26% |
N/A |
N/A |
1.3 |
1.3 |
1.3 |
| [SLV] Silver |
$2.4 |
16% |
0.4 |
0.7 |
57% |
N/A |
68% |
N/A |
N/A |
0.6 |
0.6 |
0.6 |
| [PPLT] Platinum |
$1.0 |
0% |
-0.0 |
-0.0 |
28% |
N/A |
96% |
N/A |
N/A |
-0.0 |
-0.0 |
-0.0 |
| [PALL] Palladium |
$1.6 |
24% |
0.7 |
1.4 |
35% |
N/A |
49% |
N/A |
N/A |
1.2 |
1.2 |
1.2 |
| [DBA] Agriculture |
$1.2 |
4% |
0.1 |
0.2 |
49% |
N/A |
19% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [DBB] Basic Materials |
$1.0 |
-1% |
-0.0 |
-0.1 |
60% |
N/A |
78% |
N/A |
N/A |
-0.1 |
-0.1 |
-0.1 |
| [DBO] Oil |
$1.2 |
4% |
0.1 |
0.2 |
71% |
N/A |
41% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [DBC] Broad Commodities |
$1.2 |
4% |
0.1 |
0.2 |
60% |
N/A |
24% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [DBV] Currency Harvest |
$1.0 |
1% |
0.0 |
0.0 |
36% |
N/A |
21% |
N/A |
N/A |
0.0 |
0.0 |
0.0 |
| [TAO] China Real Est |
$0.8 |
-6% |
-0.1 |
-0.3 |
71% |
N/A |
151% |
N/A |
N/A |
-0.2 |
-0.2 |
-0.2 |
| [CIM] Chimera |
$0.4 |
-22% |
-0.3 |
-0.5 |
90% |
N/A |
253% |
N/A |
N/A |
-0.5 |
-0.5 |
-0.5 |
| [AGNC] American Capital |
$3.2 |
37% |
1.0 |
1.9 |
31% |
N/A |
15% |
N/A |
N/A |
1.7 |
1.7 |
1.7 |
| [NLY] Annaly |
$3.0 |
20% |
0.5 |
0.9 |
41% |
N/A |
25% |
N/A |
N/A |
0.8 |
0.8 |
0.8 |
| [ICF] Real Estate USA |
$1.2 |
3% |
0.1 |
0.1 |
78% |
N/A |
50% |
N/A |
N/A |
0.1 |
0.1 |
0.1 |
| [RWX] Real Estate Int. |
$0.7 |
-7% |
-0.2 |
-0.3 |
74% |
N/A |
67% |
N/A |
N/A |
-0.3 |
-0.3 |
-0.3 |
| [SPY] SP500 LargeCap USA |
$1.2 |
3% |
0.1 |
0.1 |
55% |
N/A |
32% |
N/A |
N/A |
0.1 |
0.1 |
0.1 |
| [IWM] SmallCap USA |
$1.3 |
5% |
0.1 |
0.2 |
59% |
N/A |
54% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [EEM] Emerging Markets |
$1.6 |
8% |
0.2 |
0.3 |
67% |
N/A |
72% |
N/A |
N/A |
0.3 |
0.3 |
0.3 |
| [EFA] Europe + Asia |
$1.0 |
0% |
-0.0 |
-0.0 |
62% |
N/A |
39% |
N/A |
N/A |
-0.0 |
-0.0 |
-0.0 |
| [ILF] South America |
$2.2 |
14% |
0.3 |
0.4 |
67% |
N/A |
65% |
N/A |
N/A |
0.5 |
0.5 |
0.5 |
| [IEV] Europe |
$1.0 |
1% |
0.0 |
0.0 |
63% |
N/A |
42% |
N/A |
N/A |
0.0 |
0.0 |
0.0 |
| [AAXJ] Asia ex-Japan |
$1.2 |
5% |
0.1 |
0.2 |
49% |
N/A |
104% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [EWY] Korea |
$1.3 |
5% |
0.1 |
0.2 |
74% |
N/A |
63% |
N/A |
N/A |
0.2 |
0.2 |
0.2 |
| [EWJ] Japan |
$0.7 |
-5% |
-0.2 |
-0.3 |
55% |
N/A |
24% |
N/A |
N/A |
-0.3 |
-0.3 |
-0.3 |
| [EWZ] Brazil |
$2.3 |
15% |
0.3 |
0.4 |
73% |
N/A |
95% |
N/A |
N/A |
0.5 |
0.5 |
0.5 |
| [EWW] Mexico |
$1.8 |
10% |
0.3 |
0.3 |
65% |
N/A |
56% |
N/A |
N/A |
0.4 |
0.4 |
0.4 |
| [FXI] China |
$2.1 |
13% |
0.3 |
0.5 |
73% |
N/A |
74% |
N/A |
N/A |
0.5 |
0.5 |
0.5 |
| [EWM] Malaysia |
$2.5 |
16% |
0.6 |
1.2 |
53% |
N/A |
44% |
N/A |
N/A |
1.0 |
1.0 |
1.0 |
| [EWS] Singapore |
$1.9 |
11% |
0.3 |
0.5 |
64% |
N/A |
77% |
N/A |
N/A |
0.5 |
0.5 |
0.5 |
| [IFN] India |
$1.0 |
-0% |
-0.0 |
-0.0 |
73% |
N/A |
127% |
N/A |
N/A |
-0.0 |
-0.0 |
-0.0 |
| [TUR] Turkey |
$1.1 |
2% |
0.0 |
0.1 |
69% |
N/A |
167% |
N/A |
N/A |
0.1 |
0.1 |
0.1 |
