U.S. VALUE STRATEGY'S QUARTERLY RETURNS
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Quarters
Portfolio
SP Value
Excess Return
1996 Q19.57%6.39%3.17%
1996 Q29.35%2.05%7.30%
1996 Q32.47%2.64%-0.17%
1996 Q48.91%9.47%-0.56%
1997 Q17.58%1.76%5.82%
1997 Q220.28%14.47%5.81%
1997 Q319.07%9.17%9.91%
1997 Q45.85%2.22%3.63%
1998 Q119.96%11.55%8.41%
1998 Q26.08%0.52%5.56%
1998 Q3-14.25%-12.91%-1.34%
1998 Q423.22%17.43%5.78%
1999 Q1-7.05%2.85%-9.90%
1999 Q215.51%10.80%4.71%
1999 Q3-4.44%-9.23%4.79%
1999 Q47.57%8.97%-1.40%
2000 Q12.70%0.23%2.47%
2000 Q2-0.98%-4.30%3.31%
2000 Q36.77%8.81%-2.05%
2000 Q415.67%1.63%14.04%
2001 Q11.40%-6.53%7.92%
2001 Q213.42%4.41%9.01%
2001 Q3-7.15%-16.20%9.05%
2001 Q421.17%7.96%13.21%
2002 Q118.74%1.33%17.42%
2002 Q2-1.59%-10.64%9.05%
2002 Q3-11.62%-20.46%8.84%
2002 Q42.50%15.92%-13.43%
2003 Q1-0.91%-5.51%4.60%
2003 Q225.49%18.84%6.65%
2003 Q312.93%2.54%10.39%
2003 Q421.98%14.45%7.53%
2004 Q15.19%3.35%1.84%
2004 Q23.44%0.80%2.65%
2004 Q39.11%1.04%8.07%
2004 Q49.85%9.93%-0.08%
2005 Q15.76%-2.43%8.19%
2005 Q26.60%2.58%4.02%
2005 Q314.54%3.44%11.10%
2005 Q4-0.15%2.21%-2.36%
2006 Q116.58%5.87%10.71%
2006 Q2-4.13%0.61%-4.75%
2006 Q3-1.07%5.27%-6.35%
2006 Q414.83%7.72%7.11%
2007 Q16.12%1.34%4.78%
2007 Q29.81%5.95%3.86%
2007 Q35.65%0.39%5.26%
2007 Q43.76%-5.37%9.13%
2008 Q1-10.91%-8.94%-1.97%
2008 Q24.09%-7.79%11.89%
2008 Q3-19.14%-4.97%-14.17%
2008 Q4-20.28%-23.82%3.54%
2009 Q1-5.47%-16.11%10.64%
2009 Q226.35%17.51%8.83%
2009 Q338.44%17.94%20.50%
2009 Q49.66%4.22%5.44%
2010 Q19.85%7.09%2.75%
2010 Q2-11.67%-11.57%-0.10%
2010 Q311.70%9.98%1.72%
2010 Q412.55%10.51%2.04%
2011 Q115.13%6.80%8.32%
2011 Q2-1.06%-1.47%0.41%
2011 Q3-17.21%-16.30%-0.91%
2011 Q49.06%12.98%-3.92%
2012 Q19.45%12.97%-3.51%
2012 Q2-2.01%-3.58%1.57%
2012 Q36.99%6.30%0.69%
2012 Q48.92%1.64%7.27%
2013 Q111.96%11.97%-0.01%
2013 Q20.75%3.36%-2.61%
2013 Q39.66%3.84%5.82%
2013 Q47.54%9.83%-2.29%
2014 Q11.43%2.26%-0.82%
2014 Q25.05%4.60%0.45%
2014 Q3-7.00%0.25%-7.25%
2014 Q48.74%4.78%3.96%
2015 Q17.09%-0.69%7.77%
2015 Q2-2.25%0.24%-2.49%
2015 Q3-6.20%-8.25%2.05%
2015 Q45.85%6.05%-0.20%
2016 Q18.61%2.20%6.41%
2016 Q21.63%3.96%-2.33%
2016 Q34.80%2.94%1.86%
2016 Q43.91%7.35%-3.44%
2017 Q15.06%3.29%1.77%
2017 Q23.71%1.51%2.21%
2017 Q33.93%3.48%0.46%
2017 Q48.24%6.33%1.91%
2018 Q1-1.91%-3.57%1.66%

       
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