U.S. MARKET-NEUTRAL STRATEGY'S QUARTERLY RETURNS
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Quarters
Portfolio
TBill
Excess Return
1996 Q111.53%1.27%10.25%
1996 Q27.78%1.29%6.49%
1996 Q37.99%1.29%6.71%
1996 Q44.51%1.26%3.25%
1997 Q112.57%1.28%11.29%
1997 Q29.40%1.26%8.14%
1997 Q319.13%1.27%17.86%
1997 Q48.26%1.29%6.98%
1998 Q110.01%1.28%8.73%
1998 Q217.14%1.23%15.91%
1998 Q312.75%1.17%11.58%
1998 Q416.88%1.09%15.79%
1999 Q10.35%1.11%-0.76%
1999 Q2-4.77%1.14%-5.91%
1999 Q36.93%1.19%5.74%
1999 Q439.15%1.28%37.87%
2000 Q122.19%1.41%20.78%
2000 Q210.41%1.41%9.00%
2000 Q3-9.93%1.53%-11.45%
2000 Q410.62%1.50%9.12%
2001 Q11.61%1.15%0.45%
2001 Q2-18.41%0.92%-19.33%
2001 Q354.13%0.76%53.37%
2001 Q4-38.30%0.46%-38.75%
2002 Q119.31%0.44%18.87%
2002 Q228.43%0.43%28.01%
2002 Q324.68%0.41%24.27%
2002 Q4-27.24%0.32%-27.56%
2003 Q16.57%0.29%6.28%
2003 Q2-2.09%0.26%-2.35%
2003 Q34.51%0.24%4.28%
2003 Q4-6.69%0.23%-6.92%
2004 Q1-0.38%0.23%-0.62%
2004 Q21.40%0.28%1.12%
2004 Q38.17%0.39%7.78%
2004 Q41.53%0.52%1.00%
2005 Q118.82%0.66%18.15%
2005 Q2-3.17%0.74%-3.91%
2005 Q312.70%0.86%11.84%
2005 Q4-3.90%0.98%-4.89%
2006 Q111.04%1.14%9.90%
2006 Q2-2.17%1.22%-3.39%
2006 Q3-6.58%1.26%-7.83%
2006 Q48.97%1.27%7.70%
2007 Q15.34%1.28%4.06%
2007 Q212.70%1.21%11.49%
2007 Q317.71%1.08%16.63%
2007 Q422.05%0.85%21.20%
2008 Q112.32%0.43%11.88%
2008 Q265.85%0.43%65.42%
2008 Q3-33.80%0.36%-34.16%
2008 Q423.32%0.04%23.28%
2009 Q1-0.67%0.06%-0.73%
2009 Q2-5.23%0.04%-5.27%
2009 Q332.78%0.04%32.74%
2009 Q4-0.59%0.01%-0.60%
2010 Q18.15%0.03%8.12%
2010 Q2-1.52%0.04%-1.56%
2010 Q3-3.08%0.04%-3.12%
2010 Q40.72%0.03%0.68%
2011 Q14.03%0.03%4.00%
2011 Q23.32%0.01%3.31%
2011 Q319.08%0.01%19.07%
2011 Q4-4.82%0.00%-4.82%
2012 Q1-8.61%0.02%-8.63%
2012 Q27.37%0.02%7.35%
2012 Q3-1.78%0.02%-1.81%
2012 Q40.89%0.02%0.87%
2013 Q1-0.28%0.02%-0.30%
2013 Q213.63%0.01%13.62%
2013 Q35.30%0.01%5.29%
2013 Q47.34%0.01%7.33%
2014 Q1-0.53%0.01%-0.54%
2014 Q22.98%0.01%2.97%
2014 Q3-3.43%0.01%-3.43%
2014 Q433.68%0.01%33.67%
2015 Q17.95%0.00%7.95%
2015 Q2-2.96%0.00%-2.97%
2015 Q316.89%0.00%16.89%
2015 Q42.64%0.04%2.60%
2016 Q13.68%0.07%3.61%
2016 Q2-4.75%0.06%-4.82%
2016 Q3-7.23%0.07%-7.31%
2016 Q4-0.43%0.11%-0.53%
2017 Q1-13.32%0.16%-13.48%
2017 Q25.29%0.23%5.06%
2017 Q3-1.09%0.27%-1.36%
2017 Q41.30%0.32%0.98%
2018 Q18.78%0.40%8.38%

       
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