U.S. LONG-ONLY STRATEGY'S QUARTERLY RETURNS
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Quarters
Portfolio
SP500
Excess Return
1996 Q18.58%5.37%3.21%
1996 Q26.14%4.49%1.66%
1996 Q36.90%3.09%3.81%
1996 Q410.15%8.34%1.81%
1997 Q12.65%2.68%-0.04%
1997 Q229.52%17.46%12.06%
1997 Q328.55%7.49%21.06%
1997 Q4-2.52%2.87%-5.40%
1998 Q117.37%13.95%3.42%
1998 Q25.20%3.30%1.89%
1998 Q3-11.41%-9.95%-1.46%
1998 Q429.11%21.30%7.82%
1999 Q16.29%4.98%1.31%
1999 Q220.86%7.05%13.81%
1999 Q3-1.49%-6.24%4.75%
1999 Q433.66%14.88%18.78%
2000 Q123.68%2.29%21.39%
2000 Q20.18%-2.66%2.84%
2000 Q3-8.03%-0.97%-7.06%
2000 Q4-1.08%-7.82%6.75%
2001 Q1-15.76%-11.86%-3.90%
2001 Q210.01%5.85%4.15%
2001 Q3-6.14%-14.68%8.54%
2001 Q413.26%10.69%2.58%
2002 Q18.96%0.27%8.68%
2002 Q2-4.31%-13.40%9.09%
2002 Q3-9.11%-17.28%8.16%
2002 Q40.92%15.21%-14.28%
2003 Q1-2.24%-3.15%0.91%
2003 Q221.23%15.39%5.84%
2003 Q311.81%2.65%9.17%
2003 Q414.70%12.18%2.53%
2004 Q13.05%1.69%1.36%
2004 Q2-1.70%1.72%-3.42%
2004 Q33.31%-1.87%5.18%
2004 Q410.99%9.23%1.76%
2005 Q19.05%-2.15%11.20%
2005 Q24.82%1.37%3.45%
2005 Q321.78%3.60%18.18%
2005 Q4-2.15%2.09%-4.24%
2006 Q114.51%4.21%10.30%
2006 Q2-8.07%-1.44%-6.63%
2006 Q3-2.39%5.67%-8.06%
2006 Q415.93%6.70%9.23%
2007 Q14.93%0.64%4.29%
2007 Q214.54%6.28%8.27%
2007 Q36.51%2.03%4.48%
2007 Q44.71%-3.33%8.04%
2008 Q10.82%-9.44%10.26%
2008 Q243.59%-2.73%46.32%
2008 Q3-34.71%-8.37%-26.34%
2008 Q4-15.83%-21.94%6.12%
2009 Q1-14.88%-11.01%-3.87%
2009 Q228.75%15.93%12.83%
2009 Q347.71%15.61%32.11%
2009 Q47.27%6.04%1.23%
2010 Q113.62%5.39%8.23%
2010 Q2-10.17%-11.43%1.26%
2010 Q39.93%11.29%-1.36%
2010 Q414.99%10.76%4.24%
2011 Q113.85%5.92%7.93%
2011 Q2-0.97%0.10%-1.06%
2011 Q3-15.20%-13.87%-1.33%
2011 Q413.29%11.82%1.47%
2012 Q17.21%12.59%-5.38%
2012 Q2-6.05%-2.75%-3.29%
2012 Q34.66%6.35%-1.69%
2012 Q47.89%-0.38%8.27%
2013 Q111.46%10.61%0.85%
2013 Q21.97%2.91%-0.94%
2013 Q315.89%5.24%10.64%
2013 Q411.15%10.51%0.64%
2014 Q13.60%1.81%1.80%
2014 Q27.70%5.23%2.46%
2014 Q3-3.01%1.13%-4.14%
2014 Q45.69%4.93%0.76%
2015 Q15.96%0.95%5.01%
2015 Q21.09%0.28%0.81%
2015 Q3-15.09%-6.44%-8.65%
2015 Q40.42%7.04%-6.62%
2016 Q16.36%1.35%5.01%
2016 Q24.27%2.46%1.82%
2016 Q37.31%3.85%3.46%
2016 Q41.76%3.82%-2.07%
2017 Q10.99%6.07%-5.08%
2017 Q22.11%3.09%-0.98%
2017 Q39.21%4.48%4.73%
2017 Q46.32%6.64%-0.33%
2018 Q13.58%-0.76%4.31%

       
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