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Major Asset Class
Performance and Momentum |
|
|
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|
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
12 |
|
2011 |
|
|
See "Help"
page on www.copstrat.com for
understanding and using this report. |
15.0 |
|
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
0% |
100% |
|
<---Implied Relative Weighting |
|
|
Asset Category |
Cat # |
Not Valid(1) Flg |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1-Mo |
Tot Ret 3-Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Anlzd 3 Yr |
R2 3 Yr |
Std Dev 3 Yr |
Beta 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
*1/R2 Lo-Corr |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6, & 12 Months |
Wtd Slpe 3, 6, & 12 Months |
3-->12 Return Avg + Slope |
Asset Category |
|
| 1 |
Cat: Specialty-Real Estate |
42 |
0 |
7.78 |
(0.07) |
6.92 |
16.46 |
7.81 |
6.08 |
7.51 |
4.37 |
14.79 |
(2.36) |
7.51 |
21.67 |
71.18 |
30.31 |
1.35 |
0.83 |
28.6 |
27.9 |
12.3 |
17.2 |
52.4 |
59.2 |
(4.7) |
7.5 |
51.7 |
63.9 |
(12.2) |
19.9 |
25.8 |
28.6 |
20.7 |
20.7 |
309.9 |
330.6 |
Cat: Specialty-Real Estate |
42 |
|
| 2 |
zCat: Micro Cap Growth |
54 |
0 |
4.12 |
(5.83) |
3.40 |
16.20 |
2.71 |
0.68 |
(5.83) |
2.02 |
17.54 |
(11.02) |
(5.83) |
19.27 |
81.00 |
26.17 |
1.25 |
0.80 |
16.6 |
23.6 |
8.3 |
10.2 |
24.2 |
70.2 |
(22.0) |
(5.8) |
76.0 |
92.2 |
(16.2) |
18.2 |
38.0 |
16.6 |
14.1 |
14.1 |
455.9 |
470.0 |
zCat: Micro Cap Growth |
54 |
|
| 3 |
Cat: Small Value |
36 |
0 |
2.70 |
(6.57) |
2.81 |
13.63 |
0.93 |
0.98 |
(4.45) |
0.95 |
15.86 |
(8.45) |
(4.45) |
16.87 |
87.62 |
25.73 |
1.27 |
0.73 |
13.4 |
18.7 |
6.8 |
7.7 |
11.4 |
63.4 |
(16.9) |
(4.5) |
67.9 |
80.3 |
(12.4) |
12.8 |
33.9 |
13.4 |
14.0 |
14.0 |
407.3 |
421.4 |
Cat: Small Value |
36 |
|
| 4 |
zCat: Micro Cap Value |
55 |
0 |
3.14 |
(6.85) |
4.02 |
13.74 |
1.65 |
0.05 |
(7.37) |
1.09 |
14.18 |
(7.72) |
(7.37) |
18.99 |
80.00 |
29.14 |
1.37 |
0.76 |
11.7 |
17.5 |
5.2 |
6.6 |
13.1 |
56.7 |
(15.4) |
(7.4) |
64.1 |
72.2 |
(8.1) |
13.4 |
32.0 |
11.7 |
11.3 |
11.3 |
384.5 |
395.8 |
zCat: Micro Cap Value |
55 |
|
| 5 |
DIAMONDS Trust, Series 1 |
49 |
0 |
2.00 |
(4.01) |
3.06 |
8.27 |
0.67 |
5.21 |
7.73 |
1.38 |
12.30 |
(0.56) |
7.73 |
14.56 |
97.08 |
17.62 |
0.91 |
0.86 |
18.1 |
16.4 |
13.3 |
13.8 |
16.6 |
49.2 |
(1.1) |
7.7 |
41.5 |
50.3 |
(8.8) |
7.7 |
20.7 |
18.1 |
18.6 |
18.6 |
248.8 |
267.4 |
DIAMONDS Trust, Series 1 |
49 |
|
| 6 |
Cat: Small Blend |
34 |
0 |
2.19 |
(7.10) |
2.03 |
13.38 |
0.43 |
0.38 |
(4.07) |
0.19 |
15.25 |
(9.84) |
(4.07) |
16.77 |
87.41 |
25.13 |
1.24 |
0.74 |
9.9 |
15.8 |
5.1 |
5.8 |
2.3 |
61.0 |
(19.7) |
(4.1) |
65.1 |
80.7 |
(15.6) |
10.0 |
32.5 |
9.9 |
12.4 |
12.4 |
390.4 |
402.8 |
Cat: Small Blend |
34 |
|
| 7 |
Cat: Large Value |
21 |
0 |
2.22 |
(5.82) |
2.91 |
10.04 |
1.75 |
1.59 |
(0.75) |
1.26 |
11.97 |
(6.12) |
(0.75) |
11.76 |
95.71 |
19.88 |
1.03 |
0.67 |
12.5 |
15.8 |
8.2 |
8.5 |
15.1 |
47.9 |
(12.2) |
(0.8) |
48.6 |
60.1 |
(11.5) |
10.8 |
24.3 |
12.5 |
11.6 |
11.6 |
291.8 |
303.4 |
Cat: Large Value |
21 |
|
| 8 |
Cat: Specialty-Health |
39 |
0 |
2.22 |
(3.97) |
3.42 |
7.79 |
1.62 |
2.98 |
7.66 |
1.94 |
8.79 |
(6.47) |
7.66 |
13.43 |
65.03 |
17.03 |
0.72 |
0.82 |
13.3 |
14.6 |
10.1 |
15.6 |
23.3 |
35.2 |
(12.9) |
7.7 |
27.5 |
48.1 |
(20.6) |
9.5 |
13.8 |
13.3 |
10.0 |
10.0 |
165.0 |
175.0 |
Cat: Specialty-Health |
39 |
|
| 9 |
Cat: Ultrashort Bond |
45 |
0 |
1.92 |
(2.42) |
2.60 |
5.83 |
1.65 |
5.57 |
10.58 |
1.86 |
8.34 |
1.49 |
10.58 |
12.84 |
68.25 |
14.17 |
0.62 |
0.92 |
17.3 |
13.9 |
15.9 |
23.3 |
22.3 |
33.4 |
3.0 |
10.6 |
22.8 |
30.4 |
(7.6) |
6.6 |
11.4 |
17.3 |
15.6 |
15.6 |
136.7 |
152.3 |
Cat: Ultrashort Bond |
45 |
|
| 10 |
Cat: Mid-Cap Value |
28 |
0 |
2.00 |
(6.57) |
2.41 |
11.40 |
0.75 |
(0.02) |
(3.96) |
0.34 |
12.83 |
(9.27) |
(3.96) |
16.57 |
92.23 |
22.33 |
1.13 |
0.80 |
8.2 |
13.9 |
4.8 |
5.2 |
4.1 |
51.3 |
(18.5) |
(4.0) |
55.3 |
69.9 |
(14.6) |
9.4 |
27.6 |
8.2 |
9.6 |
9.6 |
331.7 |
341.3 |
Cat: Mid-Cap Value |
28 |
|
| 11 |
Cat: Long Government |
23 |
0 |
3.15 |
10.13 |
7.90 |
(7.34) |
1.92 |
17.21 |
32.90 |
3.83 |
1.82 |
30.30 |
32.90 |
6.78 |
53.84 |
16.57 |
4.18 |
0.57 |
36.7 |
13.3 |
28.8 |
53.5 |
46.0 |
7.3 |
60.6 |
32.9 |
(25.6) |
(53.3) |
27.7 |
(1.4) |
(12.8) |
36.7 |
33.6 |
33.6 |
(153.7) |
(120.1) |
Cat: Long Government |
23 |
|
| 12 |
Cat: Specialty-Financial |
38 |
0 |
3.67 |
(6.78) |
3.32 |
13.61 |
4.53 |
(4.61) |
(15.12) |
1.01 |
9.88 |
(14.21) |
(15.12) |
5.03 |
83.49 |
26.98 |
1.30 |
0.32 |
2.0 |
12.9 |
1.0 |
1.2 |
12.1 |
39.5 |
(28.4) |
(15.1) |
54.6 |
67.9 |
(13.3) |
15.0 |
27.3 |
2.0 |
(1.3) |
(1.3) |
327.8 |
326.5 |
Cat: Specialty-Financial |
38 |
|
| 13 |
Cat: Large Blend |
19 |
0 |
1.58 |
(6.01) |
2.06 |
9.35 |
0.94 |
0.95 |
(1.27) |
0.40 |
11.14 |
(6.46) |
(1.27) |
13.18 |
96.16 |
19.62 |
1.01 |
0.72 |
8.8 |
12.3 |
5.8 |
6.1 |
4.8 |
44.6 |
(12.9) |
(1.3) |
45.8 |
57.5 |
(11.7) |
7.6 |
22.9 |
8.8 |
10.1 |
10.1 |
275.0 |
285.1 |
Cat: Large Blend |
19 |
|
| 14 |
Cat: High Yield Bond |
13 |
0 |
3.42 |
0.31 |
3.26 |
5.70 |
4.39 |
2.31 |
2.83 |
2.25 |
5.58 |
(1.43) |
2.83 |
19.74 |
0.61 |
10.19 |
(0.17) |
1.85 |
12.3 |
12.3 |
15.7 |
2577.1 |
27.0 |
22.3 |
(2.9) |
2.8 |
19.5 |
25.2 |
(5.7) |
9.8 |
9.7 |
12.3 |
7.4 |
7.4 |
116.9 |
124.4 |
Cat: High Yield Bond |
13 |
|
| 15 |
SPDRs |
51 |
0 |
1.15 |
(6.32) |
2.00 |
8.08 |
0.82 |
2.01 |
1.18 |
0.41 |
10.86 |
(4.43) |
1.18 |
13.70 |
100.00 |
18.91 |
0.99 |
0.77 |
10.2 |
12.1 |
7.0 |
7.0 |
4.9 |
43.4 |
(8.9) |
1.2 |
42.3 |
52.3 |
(10.0) |
6.4 |
21.1 |
10.2 |
11.9 |
11.9 |
253.6 |
265.5 |
SPDRs |
51 |
|
| 16 |
Cat: Mid-Cap Blend |
26 |
0 |
1.64 |
(6.90) |
1.83 |
11.54 |
0.11 |
(0.42) |
(3.81) |
(0.31) |
12.72 |
(10.29) |
(3.81) |
17.41 |
89.30 |
22.18 |
1.10 |
0.84 |
5.7 |
11.8 |
3.3 |
3.7 |
(3.7) |
50.9 |
(20.6) |
(3.8) |
54.7 |
71.5 |
(16.8) |
7.2 |
27.3 |
5.7 |
8.8 |
8.8 |
328.1 |
337.0 |
Cat: Mid-Cap Blend |
26 |
|
| 17 |
Cat: Small Growth |
35 |
0 |
1.22 |
(7.67) |
1.03 |
11.79 |
(0.25) |
(0.60) |
(3.55) |
(0.64) |
13.56 |
(11.79) |
(3.55) |
18.45 |
83.42 |
23.53 |
1.13 |
0.84 |
4.9 |
11.6 |
2.7 |
3.2 |
(7.7) |
54.2 |
(23.6) |
(3.6) |
57.8 |
77.8 |
(20.0) |
6.5 |
28.9 |
4.9 |
9.0 |
9.0 |
346.7 |
355.8 |
Cat: Small Growth |
35 |
|
| 18 |
Cat: Long-Short |
24 |
0 |
3.19 |
3.77 |
3.84 |
1.31 |
3.82 |
5.71 |
11.47 |
2.34 |
2.28 |
6.74 |
11.47 |
12.70 |
44.03 |
8.89 |
1.76 |
1.59 |
15.5 |
9.3 |
22.7 |
51.6 |
28.1 |
9.1 |
13.5 |
11.5 |
(2.4) |
(4.4) |
2.0 |
4.5 |
(1.2) |
15.5 |
11.4 |
11.4 |
(14.1) |
(2.7) |
Cat: Long-Short |
24 |
|
| 19 |
Cat: Moderate Allocation |
29 |
0 |
1.38 |
(3.73) |
1.65 |
6.35 |
1.23 |
0.64 |
(0.11) |
0.40 |
6.69 |
(4.44) |
(0.11) |
11.54 |
95.05 |
12.91 |
1.03 |
0.91 |
5.6 |
7.9 |
5.7 |
6.0 |
4.8 |
26.8 |
(8.9) |
(0.1) |
26.9 |
35.6 |
(8.8) |
5.0 |
13.4 |
5.6 |
5.9 |
5.9 |
161.2 |
167.1 |
Cat: Moderate Allocation |
29 |
|
| 20 |
Cat: High Yield Muni |
14 |
0 |
1.87 |
4.69 |
0.65 |
0.12 |
2.03 |
4.86 |
10.18 |
1.98 |
1.69 |
5.58 |
10.18 |
14.36 |
70.85 |
8.26 |
1.49 |
1.72 |
13.0 |
7.6 |
20.4 |
28.8 |
23.8 |
6.8 |
11.2 |
10.2 |
(3.4) |
(4.4) |
1.0 |
3.6 |
(1.7) |
13.0 |
9.4 |
9.4 |
(20.5) |
(11.2) |
Cat: High Yield Muni |
14 |
|
| 21 |
Cat: Multisector Bond |
30 |
0 |
2.38 |
0.55 |
2.28 |
3.83 |
2.85 |
1.90 |
3.37 |
1.40 |
3.10 |
(0.27) |
3.37 |
14.52 |
7.22 |
6.81 |
0.42 |
2.05 |
8.0 |
7.3 |
15.3 |
211.7 |
16.8 |
12.4 |
(0.5) |
3.4 |
9.0 |
12.9 |
(3.9) |
5.3 |
4.5 |
8.0 |
5.1 |
5.1 |
54.2 |
59.3 |
Cat: Multisector Bond |
30 |
|
| 22 |
iPath S&P GSCI Total Return Index
ETN |
53 |
0 |
1.05 |
(10.53) |
4.70 |
13.06 |
(3.04) |
1.33 |
(1.40) |
(1.46) |
10.84 |
(2.65) |
(1.40) |
7.18 |
85.76 |
23.50 |
1.15 |
0.40 |
4.8 |
6.5 |
2.6 |
3.1 |
(17.5) |
43.4 |
(5.3) |
(1.4) |
44.8 |
48.7 |
(3.9) |
0.0 |
22.4 |
4.8 |
12.2 |
12.2 |
268.6 |
280.8 |
iPath S&P GSCI Total Return Index ETN |
53 |
|
| 23 |
Cat: Conservative Allocation |
2 |
0 |
1.53 |
(1.57) |
1.66 |
4.49 |
1.55 |
1.21 |
1.70 |
0.69 |
4.35 |
(1.91) |
1.70 |
10.57 |
88.88 |
8.60 |
0.67 |
1.22 |
5.9 |
6.4 |
8.9 |
10.0 |
8.3 |
17.4 |
(3.8) |
1.7 |
15.7 |
21.2 |
(5.5) |
4.1 |
7.9 |
5.9 |
5.1 |
5.1 |
94.2 |
99.3 |
Cat: Conservative Allocation |
2 |
|
| 24 |
Cat: Specialty-Communications |
37 |
0 |
1.23 |
(5.80) |
2.58 |
8.16 |
(0.04) |
(2.39) |
(5.31) |
(0.01) |
6.44 |
(10.66) |
(5.31) |
15.93 |
68.56 |
20.80 |
0.88 |
0.81 |
(0.2) |
6.4 |
(0.2) |
(0.2) |
(0.1) |
25.8 |
(21.3) |
(5.3) |
31.1 |
47.1 |
(16.0) |
6.3 |
15.5 |
(0.2) |
(0.3) |
(0.3) |
186.4 |
186.1 |
Cat: Specialty-Communications |
37 |
|
| 25 |
Cat: Large Growth |
20 |
0 |
0.44 |
(6.53) |
0.31 |
8.07 |
(0.08) |
(0.52) |
(2.46) |
(1.14) |
9.30 |
(7.79) |
(2.46) |
15.34 |
90.94 |
19.26 |
0.97 |
0.83 |
1.4 |
5.9 |
0.9 |
1.0 |
(13.7) |
37.2 |
(15.6) |
(2.5) |
39.7 |
52.8 |
(13.1) |
1.9 |
19.8 |
1.4 |
6.4 |
6.4 |
238.0 |
244.3 |
Cat: Large Growth |
20 |
|
| 26 |
Cat: Convertibles |
3 |
0 |
1.38 |
(4.28) |
1.98 |
6.00 |
1.84 |
(2.40) |
(5.62) |
0.05 |
4.89 |
(8.93) |
(5.62) |
15.47 |
78.83 |
13.17 |
0.96 |
1.20 |
(0.8) |
5.0 |
(0.8) |
(1.0) |
0.6 |
19.6 |
(17.9) |
(5.6) |
25.2 |
37.4 |
(12.2) |
5.6 |
12.6 |
(0.8) |
(1.3) |
(1.3) |
151.1 |
149.8 |
Cat: Convertibles |
3 |
|
| 27 |
Cat: Intermediate-Term Bond |
17 |
0 |
1.75 |
2.03 |
1.77 |
1.37 |
1.84 |
2.82 |
5.86 |
1.20 |
1.32 |
2.89 |
5.86 |
9.22 |
53.38 |
3.93 |
0.89 |
2.36 |
7.8 |
4.9 |
25.9 |
48.5 |
14.4 |
5.3 |
5.8 |
5.9 |
(0.6) |
(0.5) |
(0.1) |
2.5 |
(0.3) |
7.8 |
5.6 |
5.6 |
(3.5) |
2.2 |
Cat: Intermediate-Term Bond |
17 |
|
| 28 |
Cat: Mid-Cap Growth |
27 |
0 |
(0.04) |
(7.68) |
(0.33) |
9.09 |
(1.26) |
(1.69) |
(3.96) |
(1.88) |
10.36 |
(11.29) |
(3.96) |
18.63 |
85.44 |
21.11 |
1.03 |
0.91 |
(1.9) |
4.7 |
(1.2) |
(1.4) |
(22.6) |
41.4 |
(22.6) |
(4.0) |
45.4 |
64.0 |
(18.6) |
0.8 |
22.7 |
(1.9) |
5.0 |
5.0 |
272.4 |
277.4 |
Cat: Mid-Cap Growth |
27 |
|
| 29 |
NASDAQ 100 Trust Shares |
50 |
0 |
0.37 |
(5.70) |
1.13 |
4.05 |
1.98 |
1.86 |
3.36 |
(0.71) |
6.65 |
(1.87) |
3.36 |
24.22 |
85.01 |
19.43 |
0.94 |
1.21 |
4.4 |
4.5 |
3.0 |
3.5 |
(8.5) |
26.6 |
(3.7) |
3.4 |
23.2 |
30.3 |
(7.1) |
(0.5) |
11.6 |
4.4 |
8.7 |
8.7 |
139.4 |
148.2 |
NASDAQ 100 Trust Shares |
50 |
|
| 30 |
Cat: Long-Term Bond |
25 |
0 |
0.48 |
(3.00) |
0.16 |
4.17 |
0.59 |
(0.88) |
(2.82) |
(0.21) |
4.19 |
(4.68) |
(2.82) |
6.27 |
60.22 |
11.86 |
0.48 |
0.48 |
0.5 |
3.6 |
0.6 |
0.9 |
(2.5) |
16.8 |
(9.4) |
(2.8) |
19.6 |
26.1 |
(6.5) |
2.7 |
9.8 |
0.5 |
1.5 |
1.5 |
117.5 |
119.0 |
Cat: Long-Term Bond |
25 |
|
| 31 |
Cat: Emerging Markets Bond |
6 |
0 |
2.37 |
(0.76) |
(0.04) |
7.98 |
2.32 |
0.37 |
1.98 |
0.07 |
3.07 |
(3.65) |
1.98 |
15.92 |
6.39 |
10.10 |
0.86 |
1.60 |
1.9 |
3.3 |
2.5 |
39.3 |
0.8 |
12.3 |
(7.3) |
2.0 |
10.3 |
19.6 |
(9.3) |
1.6 |
5.2 |
1.9 |
2.3 |
2.3 |
61.8 |
64.1 |
Cat: Emerging Markets Bond |
6 |
|
| 32 |
Cat: World Bond |
47 |
0 |
1.71 |
(0.61) |
0.93 |
3.90 |
2.63 |
1.08 |
3.40 |
0.78 |
0.66 |
(0.54) |
3.40 |
7.73 |
26.62 |
7.73 |
1.28 |
1.16 |
3.6 |
3.0 |
6.0 |
22.6 |
9.4 |
2.6 |
(1.1) |
3.4 |
(0.8) |
3.7 |
(4.5) |
2.2 |
(0.4) |
3.6 |
1.7 |
1.7 |
(4.6) |
(2.9) |
Cat: World Bond |
47 |
|
| 33 |
Cat: Latin America Stock |
22 |
0 |
4.38 |
(6.41) |
(0.50) |
19.70 |
4.74 |
(9.51) |
(22.64) |
(1.76) |
8.03 |
(21.68) |
(22.64) |
24.30 |
72.17 |
32.38 |
1.21 |
0.84 |
(13.7) |
2.8 |
(5.5) |
(7.6) |
(21.1) |
32.1 |
(43.4) |
(22.6) |
54.8 |
75.5 |
(20.7) |
8.0 |
27.4 |
(13.7) |
(11.3) |
(11.3) |
328.6 |
317.3 |
Cat: Latin America Stock |
22 |
|
| 34 |
Cat: Intermediate Government |
16 |
0 |
0.81 |
1.94 |
0.85 |
0.10 |
0.37 |
3.05 |
6.70 |
0.67 |
0.72 |
4.09 |
6.70 |
5.73 |
68.08 |
2.90 |
0.84 |
2.04 |
6.5 |
2.7 |
28.9 |
42.5 |
8.0 |
2.9 |
8.2 |
6.7 |
(3.8) |
(5.3) |
1.5 |
(0.1) |
(1.9) |
6.5 |
5.9 |
5.9 |
(22.9) |
(17.0) |
Cat: Intermediate Government |
16 |
|
| 35 |
Cat: World Stock |
48 |
0 |
0.75 |
(7.33) |
0.59 |
9.34 |
0.39 |
(3.69) |
(7.93) |
(1.36) |
6.71 |
(12.18) |
(7.93) |
12.35 |
88.49 |
21.09 |
0.87 |
0.66 |
(5.4) |
2.6 |
(3.4) |
(3.8) |
(16.3) |
26.8 |
(24.4) |
(7.9) |
34.8 |
51.2 |
(16.4) |
2.6 |
17.4 |
(5.4) |
(1.8) |
(1.8) |
208.6 |
206.8 |
Cat: World Stock |
48 |
|
| 36 |
Cat: Inflation-Protected Bound |
15 |
0 |
0.34 |
1.61 |
(0.49) |
0.53 |
(0.27) |
4.62 |
10.93 |
0.04 |
2.22 |
5.29 |
10.93 |
9.42 |
33.43 |
5.73 |
1.16 |
1.58 |
7.7 |
2.3 |
17.5 |
52.4 |
0.5 |
8.9 |
10.6 |
10.9 |
(2.1) |
(1.7) |
(0.4) |
(3.3) |
(1.0) |
7.7 |
10.1 |
10.1 |
(12.3) |
(2.2) |
Cat: Inflation-Protected Bound |
15 |
|
| 37 |
Cat: World Allocation |
46 |
0 |
0.98 |
(4.52) |
1.08 |
6.84 |
0.50 |
(1.89) |
(3.99) |
(0.83) |
4.10 |
(6.82) |
(3.99) |
10.53 |
85.08 |
14.21 |
1.08 |
0.78 |
(2.8) |
1.6 |
(2.6) |
(3.0) |
(10.0) |
16.4 |
(13.6) |
(4.0) |
20.4 |
30.0 |
(9.7) |
1.2 |
10.2 |
(2.8) |
(0.4) |
(0.4) |
122.3 |
121.9 |
Cat: World Allocation |
46 |
|
| 38 |
Cat: Short-Term Bond |
33 |
0 |
0.68 |
0.68 |
0.53 |
0.81 |
0.69 |
0.65 |
1.66 |
0.35 |
0.52 |
0.08 |
1.66 |
5.12 |
25.28 |
2.17 |
0.31 |
2.29 |
2.0 |
1.6 |
12.1 |
48.0 |
4.2 |
2.1 |
0.2 |
1.7 |
0.4 |
1.9 |
(1.5) |
1.0 |
0.2 |
2.0 |
1.3 |
1.3 |
2.5 |
3.8 |
Cat: Short-Term Bond |
33 |
|
| 39 |
Cat: Short Government |
32 |
0 |
0.31 |
0.61 |
0.25 |
0.22 |
0.15 |
0.89 |
2.09 |
0.18 |
0.25 |
1.05 |
2.09 |
2.70 |
50.92 |
1.54 |
0.38 |
1.77 |
1.8 |
0.8 |
15.5 |
30.5 |
2.2 |
1.0 |
2.1 |
2.1 |
(1.1) |
(1.1) |
0.0 |
(0.1) |
(0.5) |
1.8 |
1.7 |
1.7 |
(6.5) |
(4.8) |
Cat: Short Government |
32 |
|
| 40 |
Cat: Specialty-Utilities |
44 |
0 |
0.22 |
0.13 |
0.17 |
0.33 |
0.24 |
0.07 |
0.25 |
0.11 |
0.23 |
(0.30) |
0.25 |
2.90 |
3.76 |
1.50 |
0.03 |
1.79 |
0.5 |
0.6 |
4.1 |
108.8 |
1.3 |
0.9 |
(0.6) |
0.3 |
0.7 |
1.5 |
(0.9) |
0.5 |
0.3 |
0.5 |
0.2 |
0.2 |
4.0 |
4.2 |
Cat: Specialty-Utilities |
44 |
|
| 41 |
Cat: Specialty-Technology |
43 |
0 |
(0.40) |
(7.54) |
0.75 |
4.62 |
0.57 |
(3.75) |
(7.62) |
(2.51) |
6.15 |
(11.03) |
(7.62) |
21.54 |
78.98 |
21.74 |
1.02 |
1.00 |
(8.8) |
(1.4) |
(5.3) |
(6.7) |
(30.1) |
24.6 |
(22.1) |
(7.6) |
32.2 |
46.7 |
(14.4) |
(2.1) |
16.1 |
(8.8) |
(1.7) |
(1.7) |
193.3 |
191.6 |
Cat: Specialty-Technology |
43 |
|
| 42 |
Cat: Foreign Large Growth |
9 |
0 |
0.25 |
(8.68) |
(0.68) |
10.52 |
(0.14) |
(6.44) |
(12.30) |
(2.66) |
5.30 |
(16.12) |
(12.30) |
11.79 |
90.39 |
22.53 |
0.94 |
0.60 |
(13.8) |
(2.7) |
(8.0) |
(8.8) |
(31.9) |
21.2 |
(32.2) |
(12.3) |
33.5 |
53.4 |
(19.9) |
(0.5) |
16.8 |
(13.8) |
(7.8) |
(7.8) |
201.0 |
193.2 |
Cat: Foreign Large Growth |
9 |
|
| 43 |
Cat: Foreign Large Blend |
8 |
0 |
0.26 |
(8.72) |
(0.64) |
10.03 |
0.36 |
(7.31) |
(13.97) |
(2.39) |
4.48 |
(17.36) |
(13.97) |
7.79 |
95.16 |
23.28 |
1.00 |
0.43 |
(14.9) |
(2.7) |
(8.3) |
(8.7) |
(28.7) |
17.9 |
(34.7) |
(14.0) |
31.9 |
52.6 |
(20.7) |
0.9 |
15.9 |
(14.9) |
(10.3) |
(10.3) |
191.3 |
181.1 |
Cat: Foreign Large Blend |
8 |
|
| 44 |
Cat: Foreign Large Value |
10 |
0 |
(0.04) |
(9.04) |
(0.48) |
8.67 |
0.70 |
(7.05) |
(12.77) |
(2.20) |
3.90 |
(17.12) |
(12.77) |
6.76 |
96.56 |
23.80 |
1.03 |
0.39 |
(14.5) |
(2.7) |
(7.9) |
(8.2) |
(26.4) |
15.6 |
(34.2) |
(12.8) |
28.4 |
49.8 |
(21.5) |
0.9 |
14.2 |
(14.5) |
(10.5) |
(10.5) |
170.2 |
159.8 |
Cat: Foreign Large Value |
10 |
|
| 45 |
Cat: Specialty-Natural Res |
40 |
0 |
(1.24) |
(12.72) |
(1.84) |
14.38 |
(4.79) |
(5.92) |
(13.97) |
(4.91) |
10.98 |
(15.78) |
(13.97) |
15.18 |
73.02 |
26.81 |
1.20 |
0.64 |
(15.1) |
(3.8) |
(7.3) |
(10.0) |
(58.9) |
43.9 |
(31.6) |
(14.0) |
57.9 |
75.5 |
(17.6) |
(5.9) |
28.9 |
(15.1) |
(0.5) |
(0.5) |
347.3 |
346.8 |
Cat: Specialty-Natural Res |
40 |
|
| 46 |
Cat: Europe Stock |
7 |
0 |
(0.37) |
(10.10) |
(1.10) |
10.00 |
(0.26) |
(8.64) |
(15.15) |
(3.31) |
4.38 |
(20.46) |
(15.15) |
10.61 |
89.91 |
27.08 |
1.12 |
0.51 |
(19.6) |
(5.6) |
(9.4) |
(10.4) |
(39.7) |
17.5 |
(40.9) |
(15.2) |
32.7 |
58.4 |
(25.8) |
(1.5) |
16.3 |
(19.6) |
(12.9) |
(12.9) |
196.0 |
183.2 |
Cat: Europe Stock |
7 |
|
| 47 |
Cat: Foreign Small/Mid Growth |
11 |
0 |
(0.02) |
(9.99) |
(0.51) |
10.28 |
0.15 |
(8.14) |
(14.72) |
(2.75) |
2.57 |
(17.66) |
(14.72) |
15.94 |
89.22 |
22.75 |
0.94 |
0.75 |
(18.2) |
(5.7) |
(10.4) |
(11.6) |
(33.0) |
10.3 |
(35.3) |
(14.7) |
25.0 |
45.6 |
(20.6) |
(0.9) |
12.5 |
(18.2) |
(13.3) |
(13.3) |
150.0 |
136.7 |
Cat: Foreign Small/Mid Growth |
11 |
|
| 48 |
Cat: Diversified Emerging Mkts |
4 |
0 |
0.60 |
(8.18) |
(1.77) |
12.73 |
(0.38) |
(9.68) |
(19.86) |
(3.54) |
4.22 |
(19.55) |
(19.86) |
18.32 |
79.44 |
26.48 |
1.04 |
0.77 |
(21.1) |
(6.4) |
(10.4) |
(13.1) |
(42.5) |
16.9 |
(39.1) |
(19.9) |
36.7 |
56.0 |
(19.2) |
(1.2) |
18.4 |
(21.1) |
(14.0) |
(14.0) |
220.4 |
206.4 |
Cat: Diversified Emerging Mkts |
4 |
|
| 49 |
Cat: Diversified Pacific/Asia |
5 |
0 |
(0.26) |
(8.64) |
(2.16) |
10.88 |
(1.14) |
(9.01) |
(17.97) |
(3.39) |
2.79 |
(17.47) |
(17.97) |
8.90 |
87.65 |
21.71 |
0.89 |
0.51 |
(20.6) |
(7.4) |
(12.3) |
(14.1) |
(40.7) |
11.2 |
(34.9) |
(18.0) |
29.1 |
46.1 |
(17.0) |
(2.2) |
14.6 |
(20.6) |
(13.9) |
(13.9) |
174.8 |
160.9 |
Cat: Diversified Pacific/Asia |
5 |
|
| 50 |
Cat: Foreign Small/Mid Value |
12 |
0 |
(0.73) |
(11.35) |
(0.95) |
9.03 |
0.34 |
(9.41) |
(15.99) |
(3.07) |
0.73 |
(19.31) |
(15.99) |
14.22 |
91.69 |
23.55 |
0.99 |
0.69 |
(22.1) |
(8.5) |
(12.2) |
(13.3) |
(36.8) |
2.9 |
(38.6) |
(16.0) |
18.9 |
41.5 |
(22.6) |
(2.1) |
9.5 |
(22.1) |
(17.2) |
(17.2) |
113.5 |
96.2 |
Cat: Foreign Small/Mid Value |
12 |
|
| 51 |
Cat: Japan Stock |
18 |
0 |
(2.89) |
(9.17) |
(3.53) |
1.94 |
(0.80) |
(7.44) |
(13.46) |
(1.74) |
(3.32) |
(11.25) |
(13.46) |
1.07 |
58.95 |
22.32 |
0.75 |
0.22 |
(17.5) |
(8.5) |
(10.2) |
(17.3) |
(20.9) |
(13.3) |
(22.5) |
(13.5) |
0.2 |
9.2 |
(9.0) |
(1.3) |
0.1 |
(17.5) |
(16.4) |
(16.4) |
1.1 |
(15.3) |
Cat: Japan Stock |
18 |
|
| 52 |
Cat: Pacific/Asia ex-Japan Stk |
31 |
0 |
0.45 |
(6.72) |
(2.70) |
10.07 |
1.14 |
(11.87) |
(20.95) |
(4.67) |
(0.72) |
(21.13) |
(20.95) |
17.52 |
67.45 |
28.76 |
1.03 |
0.72 |
(30.5) |
(14.7) |
(13.8) |
(20.5) |
(56.0) |
(2.9) |
(42.3) |
(21.0) |
18.1 |
39.4 |
(21.3) |
(6.6) |
9.0 |
(30.5) |
(22.0) |
(22.0) |
108.4 |
86.4 |
Cat: Pacific/Asia ex-Japan Stk |
31 |
|
| 53 |
Cat: Bear-Market |
1 |
0 |
(0.69) |
6.29 |
(0.73) |
(8.28) |
(0.04) |
(6.85) |
(10.85) |
(0.57) |
(14.48) |
(1.48) |
(10.85) |
(26.85) |
75.67 |
27.64 |
(1.19) |
(1.01) |
(19.6) |
(16.2) |
(9.2) |
(12.2) |
(6.8) |
(57.9) |
(3.0) |
(10.9) |
(47.1) |
(55.0) |
7.9 |
(4.3) |
(23.5) |
(19.6) |
(23.9) |
(23.9) |
(282.4) |
(306.3) |
Cat: Bear-Market |
1 |
|
| 54 |
SPDR Gold Shares |
52 |
0 |
(9.39) |
(16.06) |
(9.60) |
0.43 |
(12.33) |
(0.21) |
9.57 |
(10.66) |
(3.84) |
4.10 |
9.57 |
20.65 |
21.60 |
20.05 |
0.48 |
1.04 |
(31.4) |
(35.8) |
(20.3) |
(94.2) |
(127.9) |
(15.4) |
8.2 |
9.6 |
(24.9) |
(23.6) |
(1.4) |
(43.6) |
(12.5) |
(31.4) |
0.8 |
0.8 |
(149.6) |
(148.8) |
SPDR Gold Shares |
52 |
|
| 55 |
Cat: Specialty-Precious Metals |
41 |
0 |
(9.15) |
(16.94) |
(8.25) |
2.53 |
(13.93) |
(12.78) |
(20.68) |
(13.14) |
(5.87) |
(11.42) |
(20.68) |
19.63 |
4.75 |
34.01 |
54.38 |
0.70 |
(56.2) |
(45.3) |
(21.5) |
(452.0) |
(157.7) |
(23.5) |
(22.8) |
(20.7) |
(2.8) |
(0.6) |
(2.2) |
(41.2) |
(1.4) |
(56.2) |
(22.3) |
(22.3) |
(16.8) |
(39.1) |
Cat: Specialty-Precious Metals |
41 |
|
| 56 |
0.00 |
56 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
56 |
|
| 57 |
0.00 |
57 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
57 |
|
| 58 |
0.00 |
58 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
58 |
|
| 59 |
0.00 |
59 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
59 |
|
| 60 |
|
60 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
60 |
|
|
-4.921 |
<<
dA/dt |
Average Top 10 |
|
1-Mo>> |
13.185 |
-6.0325 |
<<3-Mo |
|
|
APA >> |
14.965 |
(2.3) |
|
2.1 |
49.9 |
Average |
|
Average |
0.5 |
117.9 |
118.3 |
|
|
-3.6743 |
|
Average
Top 30 |
|
8.983667 |
-3.9306 |
|
9.8056 |
|
|
(1) "Not Valid Flag"
means that there is insufficient data to generate the 6-Mo Return, which in
turn means that all subsequent |
|
|
data that uses the 6-Mo return is not
calculated the same was as for other classes.
In this case, the 3 month return is |
|
|
substituted for the 6-month return
(note: they are both the same for these cases). It takes four months of accumulated data |
|
|
to calculate valid 6-month returns. Those, flagged, are comparable to each
other. |
|
|
It may also be the case that the
fund has not been in existence long enough to produce a 3, 6, 12 month
return. |
|
|
|
|
|
|
|
|
Sub Asset Class
Performance and Momentum |
|
|
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH = |
|
11 |
2011 |
|
See "Help"
page on www.copstrat.com for understanding and using this report. |
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
16% |
84% |
|
<---Implied Relative Weighting |
|
|
Asset Category |
Ticker |
Not Valid(1) Flg |
Cat # |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1 Mo |
Tot Ret 3 Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Annlzd 3 Yr |
R2 3 Yr |
Std Dev 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
*1/R2 Lo-Corr |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6, & 12 Months |
Wtd Slpe 3, 6, & 12 Months |
3-->12 Return Avg + Slope |
Asset Category |
|
| 1 |
Idx: MSCI Ireland ID |
- |
0 |
3 |
4.0 |
11.2 |
7.1 |
8.9 |
-11.3 |
4.4 |
4.1 |
1.4 |
4.6 |
-6.8 |
18.3 |
-4.0 |
0.0 |
29.3 |
0.0 |
10.1 |
8.9 |
4.5 |
0.0 |
17.2 |
18.5 |
-13.5 |
18.3 |
0.3 |
32.0 |
-31.8 |
2.9 |
0.1 |
10.1 |
7.8 |
7.8 |
1.5 |
9.3 |
Idx: MSCI Ireland ID |
|
| 2 |
iShares MSCI Thailand Invest Mkt Index |
THD |
0 |
43 |
4.7 |
0.0 |
8.7 |
10.9 |
0.0 |
-2.4 |
-3.1 |
4.6 |
-7.1 |
-7.6 |
0.5 |
47.2 |
49.5 |
30.4 |
1.4 |
3.0 |
6.7 |
1.3 |
2.6 |
55.2 |
-28.4 |
-15.1 |
0.5 |
-28.9 |
-13.3 |
-15.6 |
15.1 |
-14.4 |
3.0 |
-14.4 |
-14.4 |
-173.1 |
-187.5 |
iShares MSCI Thailand
Invest Mkt Index |
|
| 3 |
SPDR Russell/Nomura Small Cap Japan |
JSC |
0 |
36 |
4.0 |
-1.0 |
4.9 |
6.1 |
5.8 |
2.3 |
-0.9 |
2.2 |
-2.3 |
1.5 |
7.6 |
10.4 |
39.8 |
19.6 |
0.6 |
7.1 |
4.4 |
4.7 |
11.8 |
26.9 |
-9.3 |
3.1 |
7.6 |
-17.0 |
-12.4 |
-4.6 |
4.5 |
-8.5 |
7.1 |
0.5 |
0.5 |
-101.7 |
-101.2 |
SPDR Russell/Nomura Small
Cap Japan |
|
| 4 |
iShares MSCI South Korea Index |
EWY |
0 |
27 |
0.9 |
2.0 |
4.6 |
14.5 |
-17.8 |
-2.5 |
-7.9 |
1.2 |
-1.1 |
-14.6 |
4.7 |
34.1 |
64.3 |
38.5 |
1.0 |
-3.7 |
2.4 |
-1.2 |
-1.9 |
14.3 |
-4.5 |
-29.3 |
4.7 |
-9.2 |
24.7 |
-34.0 |
5.3 |
-4.6 |
-3.7 |
-9.7 |
-9.7 |
-55.4 |
-65.1 |
iShares MSCI South Korea Index |
|
| 5 |
iShares MSCI Malaysia Index |
EWM |
0 |
20 |
-0.2 |
4.6 |
0.6 |
6.8 |
-12.8 |
0.0 |
-1.4 |
1.2 |
-1.1 |
-5.9 |
5.9 |
29.4 |
60.5 |
20.0 |
1.4 |
0.8 |
2.3 |
0.5 |
0.9 |
13.8 |
-4.5 |
-11.9 |
5.9 |
-10.4 |
7.4 |
-17.8 |
3.1 |
-5.2 |
0.8 |
-3.5 |
-3.5 |
-62.4 |
-65.9 |
iShares MSCI Malaysia Index |
|
| 6 |
SPDR S&P 500 |
SPY |
0 |
40 |
-1.4 |
-0.4 |
0.7 |
5.3 |
-11.3 |
0.9 |
0.8 |
-0.4 |
2.8 |
-6.4 |
7.5 |
13.9 |
100.0 |
18.9 |
0.8 |
0.2 |
1.6 |
0.1 |
0.1 |
-4.9 |
11.1 |
-12.9 |
7.5 |
3.6 |
24.0 |
-20.4 |
-1.3 |
1.8 |
0.2 |
1.9 |
1.9 |
21.7 |
23.6 |
SPDR S&P 500 |
|
| 7 |
Market Vectors Russia ETF |
RSX |
0 |
35 |
1.8 |
2.1 |
6.7 |
16.4 |
-17.9 |
-8.0 |
-17.7 |
2.5 |
-6.6 |
-19.4 |
-8.7 |
30.5 |
55.3 |
42.3 |
0.8 |
-10.9 |
0.9 |
-3.4 |
-6.1 |
30.0 |
-26.2 |
-38.7 |
-8.7 |
-17.6 |
12.5 |
-30.1 |
12.8 |
-8.8 |
-10.9 |
-24.5 |
-24.5 |
-105.4 |
-130.0 |
Market Vectors Russia ETF |
|
| 8 |
iShares MSCI South Africa Index |
EZA |
0 |
25 |
0.8 |
3.6 |
6.5 |
3.3 |
-10.0 |
-3.3 |
-12.2 |
2.2 |
-5.9 |
-10.0 |
0.4 |
26.7 |
69.1 |
31.9 |
0.9 |
-4.3 |
0.6 |
-1.8 |
-2.5 |
26.2 |
-23.7 |
-20.0 |
0.4 |
-24.1 |
-3.7 |
-20.4 |
7.4 |
-12.0 |
-4.3 |
-14.5 |
-14.5 |
-144.5 |
-159.0 |
iShares MSCI South Africa Index |
|
| 9 |
iShares MSCI United Kingdom Index |
EWU |
0 |
34 |
-1.0 |
3.8 |
0.7 |
6.2 |
-14.6 |
-1.9 |
-3.9 |
-1.6 |
0.2 |
-10.5 |
4.4 |
13.3 |
90.1 |
24.5 |
0.6 |
-8.8 |
-4.7 |
-4.7 |
-5.2 |
-19.4 |
0.7 |
-21.0 |
4.4 |
-3.7 |
21.7 |
-25.4 |
-5.0 |
-1.8 |
-8.8 |
-5.3 |
-5.3 |
-22.0 |
-27.3 |
iShares MSCI United
Kingdom Index |
|
| 10 |
iShares FTSE China 25 Index Fund |
FXI |
0 |
16 |
-1.1 |
3.5 |
0.1 |
8.6 |
-16.5 |
-9.8 |
-14.6 |
0.4 |
-6.2 |
-18.9 |
-14.7 |
12.8 |
59.2 |
28.2 |
0.6 |
-18.0 |
-4.9 |
-8.3 |
-14.1 |
5.3 |
-25.0 |
-37.7 |
-14.7 |
-10.2 |
12.8 |
-23.0 |
7.3 |
-5.1 |
-18.0 |
-25.8 |
-25.8 |
-61.4 |
-87.2 |
iShares FTSE China 25
Index Fund |
|
| 11 |
SPDR S&P Emerging Middle East & Africa |
GAF |
0 |
39 |
-0.1 |
1.1 |
4.2 |
2.9 |
-8.6 |
-6.2 |
-16.1 |
0.5 |
-7.6 |
-11.9 |
-5.7 |
21.9 |
68.9 |
25.8 |
0.9 |
-13.5 |
-6.1 |
-6.8 |
-9.9 |
6.0 |
-30.6 |
-23.9 |
-5.7 |
-24.9 |
-6.7 |
-18.2 |
2.8 |
-12.5 |
-13.5 |
-20.0 |
-20.0 |
-149.4 |
-169.4 |
SPDR S&P Emerging
Middle East & Africa |
| 12 |
iShares MSCI Mexico Investable Mkt Idx |
EWW |
0 |
21 |
-2.5 |
-3.0 |
2.3 |
4.2 |
-13.3 |
-5.9 |
-10.5 |
-0.5 |
-6.4 |
-11.1 |
-5.8 |
25.3 |
79.3 |
28.2 |
0.9 |
-14.7 |
-7.7 |
-6.8 |
-8.6 |
-5.4 |
-25.5 |
-22.3 |
-5.8 |
-19.8 |
-3.2 |
-16.5 |
-0.2 |
-9.9 |
-14.7 |
-17.9 |
-17.9 |
-118.5 |
-136.4 |
iShares MSCI Mexico
Investable Mkt Idx |
|
| 13 |
iShares MSCI Germany Index |
EWG |
0 |
17 |
0.6 |
2.7 |
2.4 |
16.2 |
-18.7 |
-8.0 |
-11.6 |
-2.7 |
-1.4 |
-22.0 |
-6.0 |
10.3 |
90.6 |
33.7 |
0.5 |
-22.0 |
-9.5 |
-8.5 |
-9.4 |
-32.3 |
-5.6 |
-44.1 |
-6.0 |
0.5 |
38.5 |
-38.0 |
-4.0 |
0.2 |
-22.0 |
-18.6 |
-18.6 |
2.9 |
-15.7 |
iShares MSCI Germany Index |
|
| 14 |
Market Vectors Indonesia Index ETF |
IDX |
0 |
2 |
-1.8 |
5.1 |
0.2 |
4.9 |
-17.4 |
-2.4 |
1.0 |
-0.5 |
-8.3 |
-6.8 |
5.8 |
0.0 |
0.0 |
0.0 |
0.0 |
-11.8 |
-9.9 |
0.0 |
0.0 |
-6.5 |
-33.1 |
-13.5 |
5.8 |
-38.9 |
-19.6 |
-19.3 |
-5.6 |
-19.4 |
-11.8 |
-13.6 |
-13.6 |
-233.1 |
-246.7 |
Market Vectors Indonesia
Index ETF |
|
| 15 |
iShares MSCI Australia Index |
EWA |
0 |
9 |
-3.5 |
2.0 |
3.1 |
1.4 |
-20.4 |
-3.7 |
-7.0 |
-2.0 |
-4.4 |
-11.4 |
3.1 |
25.1 |
81.8 |
31.3 |
0.9 |
-15.4 |
-10.5 |
-6.4 |
-7.8 |
-24.2 |
-17.8 |
-22.8 |
3.1 |
-20.9 |
5.1 |
-26.0 |
-7.7 |
-10.4 |
-15.4 |
-12.5 |
-12.5 |
-125.3 |
-137.8 |
iShares MSCI Australia Index |
|
| 16 |
SPDR S&P BRIC 40 |
BIK |
0 |
37 |
-1.9 |
1.3 |
1.7 |
7.3 |
-17.9 |
-8.3 |
-13.7 |
-1.6 |
-5.7 |
-16.8 |
-9.2 |
21.5 |
71.7 |
28.4 |
0.8 |
-21.3 |
-10.6 |
-9.8 |
-13.6 |
-19.7 |
-22.8 |
-33.6 |
-9.2 |
-13.6 |
10.8 |
-24.5 |
-2.1 |
-6.8 |
-21.3 |
-21.9 |
-21.9 |
-81.8 |
-103.6 |
SPDR S&P BRIC 40 |
|
| 17 |
iShares MSCI Pacific ex-Japan |
EPP |
0 |
24 |
-3.3 |
0.7 |
1.1 |
2.8 |
-17.8 |
-5.8 |
-9.2 |
-1.7 |
-6.1 |
-13.1 |
-2.1 |
24.0 |
86.8 |
28.9 |
0.9 |
-18.2 |
-11.2 |
-8.2 |
-9.4 |
-20.3 |
-24.4 |
-26.2 |
-2.1 |
-22.2 |
1.8 |
-24.1 |
-5.3 |
-11.1 |
-18.2 |
-17.6 |
-17.6 |
-133.4 |
-150.9 |
iShares MSCI Pacific ex-Japan |
|
| 18 |
SPDR S&P Emerging Europe |
GUR |
0 |
38 |
1.1 |
3.1 |
6.1 |
11.6 |
-16.5 |
-9.9 |
-16.5 |
-1.1 |
-7.9 |
-21.5 |
-9.1 |
19.7 |
76.6 |
35.5 |
0.7 |
-24.4 |
-11.4 |
-8.9 |
-11.6 |
-13.7 |
-31.8 |
-42.9 |
-9.1 |
-22.7 |
11.2 |
-33.8 |
-0.3 |
-11.3 |
-24.4 |
-27.9 |
-27.9 |
-136.0 |
-163.9 |
SPDR S&P Emerging Europe |
|
| 19 |
iShares MSCI Emerging Markets Index |
EEM |
0 |
23 |
-2.4 |
0.8 |
0.8 |
7.0 |
-18.3 |
-8.5 |
-15.2 |
-2.0 |
-6.4 |
-16.7 |
-9.0 |
22.5 |
81.4 |
29.2 |
0.8 |
-22.9 |
-12.3 |
-10.2 |
-12.6 |
-23.6 |
-25.6 |
-33.5 |
-9.0 |
-16.6 |
7.8 |
-24.4 |
-3.6 |
-8.3 |
-22.9 |
-22.7 |
-22.7 |
-99.7 |
-122.4 |
iShares MSCI Emerging
Markets Index |
|
| 20 |
iShares MSCI Hong Kong Index |
EWH |
0 |
18 |
-3.3 |
-1.8 |
-1.4 |
4.4 |
-14.2 |
-10.2 |
-14.4 |
-1.2 |
-9.4 |
-16.7 |
-13.5 |
19.9 |
58.5 |
25.3 |
0.8 |
-24.9 |
-13.1 |
-12.8 |
-21.8 |
-14.9 |
-37.6 |
-33.4 |
-13.5 |
-24.2 |
-4.2 |
-20.0 |
-0.8 |
-12.1 |
-24.9 |
-28.2 |
-28.2 |
-145.1 |
-173.3 |
iShares MSCI Hong Kong Index |
|
| 21 |
U.S. Global Investors Eastern European |
EUROX |
0 |
41 |
0.3 |
1.1 |
2.0 |
11.0 |
-13.1 |
-12.2 |
-21.1 |
-2.0 |
-8.7 |
-23.2 |
-15.1 |
17.4 |
78.0 |
31.9 |
0.7 |
-29.9 |
-14.5 |
-12.2 |
-15.6 |
-23.4 |
-34.7 |
-46.3 |
-15.1 |
-19.6 |
11.6 |
-31.2 |
-1.3 |
-9.8 |
-29.9 |
-32.0 |
-32.0 |
-117.4 |
-149.4 |
U.S. Global Investors
Eastern European |
|
| 22 |
iShares MSCI Canada Index |
EWC |
0 |
13 |
-4.3 |
-4.1 |
-0.3 |
0.6 |
-13.6 |
-7.9 |
-10.8 |
-2.8 |
-8.1 |
-16.0 |
-4.8 |
19.3 |
69.4 |
26.5 |
0.8 |
-25.6 |
-16.4 |
-12.6 |
-18.1 |
-33.1 |
-32.5 |
-32.0 |
-4.8 |
-27.7 |
-0.6 |
-27.2 |
-8.6 |
-13.9 |
-25.6 |
-23.1 |
-23.1 |
-166.4 |
-189.5 |
iShares MSCI Canada Index |
|
| 23 |
iShares MSCI Sweden Index |
EWD |
0 |
31 |
-3.8 |
-1.1 |
-1.2 |
6.8 |
-19.5 |
-10.0 |
-15.5 |
-4.0 |
-4.6 |
-24.3 |
-7.0 |
25.0 |
80.8 |
32.5 |
0.8 |
-30.4 |
-16.5 |
-12.1 |
-15.0 |
-47.4 |
-18.6 |
-48.6 |
-7.0 |
-11.6 |
30.0 |
-41.6 |
-9.1 |
-5.8 |
-30.4 |
-24.7 |
-24.7 |
-69.7 |
-94.4 |
iShares MSCI Sweden Index |
|
| 24 |
iShares MSCI EMU Index |
EZU |
0 |
14 |
-0.5 |
6.7 |
0.4 |
7.8 |
-16.9 |
-10.5 |
-14.5 |
-4.2 |
-6.5 |
-24.3 |
-6.9 |
5.6 |
95.2 |
32.1 |
0.3 |
-33.1 |
-19.2 |
-13.4 |
-14.1 |
-50.8 |
-26.0 |
-48.6 |
-6.9 |
-19.1 |
22.6 |
-41.7 |
-10.9 |
-9.5 |
-33.1 |
-27.2 |
-27.2 |
-114.4 |
-141.6 |
iShares MSCI EMU Index |
|
| 25 |
iShares S&P Latin America 40 Index |
ILF |
0 |
29 |
-5.7 |
-2.0 |
-0.7 |
0.8 |
-21.1 |
-9.9 |
-17.8 |
-4.1 |
-7.4 |
-15.5 |
-12.7 |
24.6 |
73.3 |
28.8 |
0.9 |
-30.6 |
-19.7 |
-13.8 |
-18.9 |
-49.3 |
-29.4 |
-31.0 |
-12.7 |
-16.7 |
1.6 |
-18.2 |
-10.8 |
-8.3 |
-30.6 |
-24.4 |
-24.4 |
-100.0 |
-124.4 |
iShares S&P Latin
America 40 Index |
|
| 26 |
Idx: MSCI Turkey USD |
- |
0 |
7 |
4.3 |
3.4 |
6.7 |
9.7 |
-2.8 |
-16.1 |
-30.6 |
-5.2 |
-4.2 |
-22.4 |
-32.7 |
18.8 |
0.0 |
37.2 |
0.6 |
-39.2 |
-19.8 |
-13.7 |
0.0 |
-62.2 |
-16.9 |
-44.9 |
-32.7 |
15.8 |
28.0 |
-12.2 |
-6.0 |
7.9 |
-39.2 |
-31.5 |
-31.5 |
94.9 |
63.4 |
Idx: MSCI Turkey USD |
|
| 27 |
Idx: MSCI Thailand USD |
- |
0 |
6 |
-3.4 |
-3.5 |
0.9 |
4.5 |
-15.6 |
-7.5 |
-7.8 |
-3.2 |
-10.4 |
-11.9 |
-4.5 |
39.1 |
0.0 |
28.2 |
1.3 |
-26.9 |
-19.9 |
-12.4 |
0.0 |
-38.0 |
-41.6 |
-23.7 |
-4.5 |
-37.1 |
-17.9 |
-19.2 |
-11.9 |
-18.5 |
-26.9 |
-23.3 |
-23.3 |
-222.4 |
-245.7 |
Idx: MSCI Thailand USD |
|
| 28 |
iShares MSCI Netherlands Invstbl Mkt Idx |
EWN |
0 |
26 |
-2.2 |
4.5 |
0.3 |
3.9 |
-17.6 |
-9.1 |
-15.2 |
-5.0 |
-5.0 |
-21.3 |
-5.0 |
11.5 |
92.4 |
29.1 |
0.5 |
-31.9 |
-20.0 |
-14.3 |
-15.4 |
-59.9 |
-20.2 |
-42.6 |
-5.0 |
-15.1 |
22.4 |
-37.6 |
-14.2 |
-7.6 |
-31.9 |
-22.6 |
-22.6 |
-90.8 |
-113.4 |
iShares MSCI Netherlands
Invstbl Mkt Idx |
| 29 |
iShares MSCI Singapore Index |
EWS |
0 |
28 |
-3.4 |
-1.8 |
-1.9 |
5.2 |
-15.3 |
-9.5 |
-13.8 |
-3.9 |
-9.6 |
-15.9 |
-8.7 |
24.9 |
72.9 |
29.9 |
0.9 |
-31.5 |
-21.4 |
-13.7 |
-18.8 |
-47.0 |
-38.4 |
-31.9 |
-8.7 |
-29.7 |
-6.5 |
-23.2 |
-12.2 |
-14.9 |
-31.5 |
-26.3 |
-26.3 |
-178.4 |
-204.8 |
iShares MSCI Singapore Index |
|
| 30 |
iShares MSCI Belgium Investable Mkt Idx |
EWK |
0 |
11 |
0.1 |
7.6 |
0.3 |
1.8 |
-9.3 |
-11.6 |
-13.4 |
-3.8 |
-11.1 |
-24.0 |
-7.5 |
15.0 |
84.6 |
26.4 |
0.7 |
-36.3 |
-22.4 |
-17.9 |
-21.1 |
-45.5 |
-44.3 |
-47.9 |
-7.5 |
-36.8 |
3.6 |
-40.4 |
-11.0 |
-18.4 |
-36.3 |
-33.2 |
-33.2 |
-220.9 |
-254.1 |
iShares MSCI Belgium
Investable Mkt Idx |
| 31 |
iShares MSCI France Index |
EWQ |
0 |
15 |
-1.6 |
6.6 |
-1.2 |
5.5 |
-17.3 |
-11.3 |
-14.4 |
-4.5 |
-9.0 |
-25.5 |
-6.3 |
5.5 |
93.3 |
31.8 |
0.3 |
-36.8 |
-22.5 |
-15.0 |
-16.1 |
-53.6 |
-36.2 |
-51.0 |
-6.3 |
-29.9 |
14.8 |
-44.7 |
-12.7 |
-14.9 |
-36.8 |
-31.2 |
-31.2 |
-179.2 |
-210.4 |
iShares MSCI France Index |
|
| 32 |
iShares MSCI Turkey Invest Mkt Index |
TUR |
0 |
44 |
2.7 |
0.0 |
6.4 |
6.4 |
0.0 |
-17.0 |
-30.1 |
-4.9 |
-8.0 |
-24.7 |
-30.5 |
24.4 |
50.3 |
36.4 |
0.8 |
-42.6 |
-22.6 |
-15.2 |
-30.2 |
-58.4 |
-31.8 |
-49.4 |
-30.5 |
-1.3 |
17.6 |
-18.9 |
-6.6 |
-0.6 |
-42.6 |
-37.3 |
-37.3 |
-7.7 |
-44.9 |
iShares MSCI Turkey
Invest Mkt Index |
|
| 33 |
iShares MSCI Italy Index |
EWI |
0 |
19 |
-0.1 |
9.3 |
1.4 |
8.2 |
-19.2 |
-13.7 |
-20.3 |
-5.6 |
-6.3 |
-30.0 |
-13.1 |
-3.3 |
90.7 |
35.8 |
0.1 |
-41.3 |
-23.0 |
-15.0 |
-16.5 |
-66.7 |
-25.3 |
-60.0 |
-13.1 |
-12.2 |
34.7 |
-46.9 |
-12.6 |
-6.1 |
-41.3 |
-32.8 |
-32.8 |
-73.0 |
-105.8 |
iShares MSCI Italy Index |
|
| 34 |
iShares MSCI Switzerland Index |
EWL |
0 |
32 |
-4.8 |
-1.5 |
-5.7 |
1.4 |
-13.4 |
-8.3 |
-9.0 |
-4.9 |
-9.4 |
-19.5 |
0.5 |
12.4 |
84.7 |
24.2 |
0.6 |
-33.6 |
-23.9 |
-18.0 |
-21.3 |
-58.2 |
-37.4 |
-39.1 |
0.5 |
-37.9 |
1.6 |
-39.5 |
-17.4 |
-19.0 |
-33.6 |
-25.3 |
-25.3 |
-227.5 |
-252.8 |
iShares MSCI Switzerland Index |
|
| 35 |
iShares MSCI Taiwan Index |
EWT |
0 |
33 |
-4.5 |
-5.6 |
-2.5 |
4.5 |
-14.2 |
-11.8 |
-20.9 |
-4.6 |
-10.1 |
-21.6 |
-10.7 |
21.1 |
61.2 |
31.4 |
0.8 |
-37.4 |
-23.9 |
-15.5 |
-25.3 |
-55.2 |
-40.5 |
-43.3 |
-10.7 |
-29.8 |
2.8 |
-32.6 |
-13.1 |
-14.9 |
-37.4 |
-31.5 |
-31.5 |
-178.7 |
-210.2 |
iShares MSCI Taiwan Index |
|
| 36 |
Idx: MSCI Philippines USD |
- |
0 |
4 |
-3.0 |
7.6 |
-1.9 |
-1.6 |
-16.2 |
-3.5 |
-6.5 |
-6.2 |
-6.4 |
-3.3 |
1.9 |
24.5 |
0.0 |
25.0 |
1.0 |
-26.1 |
-25.0 |
-13.6 |
0.0 |
-74.4 |
-25.4 |
-6.7 |
1.9 |
-27.4 |
-18.8 |
-8.6 |
-24.8 |
-13.7 |
-26.1 |
-10.1 |
-10.1 |
-164.2 |
-174.3 |
Idx: MSCI Philippines USD |
|
| 37 |
iShares MSCI Brazil Index |
EWZ |
0 |
12 |
-6.9 |
-2.2 |
-1.8 |
1.7 |
-25.3 |
-13.2 |
-22.6 |
-5.4 |
-9.9 |
-20.4 |
-17.3 |
24.3 |
65.3 |
32.9 |
0.8 |
-40.5 |
-26.0 |
-16.0 |
-24.5 |
-64.4 |
-39.6 |
-40.7 |
-17.3 |
-22.3 |
1.1 |
-23.4 |
-14.0 |
-11.1 |
-40.5 |
-32.5 |
-32.5 |
-133.7 |
-166.3 |
iShares MSCI Brazil Index |
|
| 38 |
Idx: MSCI Argentina USD |
- |
0 |
1 |
-0.3 |
-3.7 |
-0.9 |
7.7 |
-4.3 |
-22.3 |
-40.3 |
-2.5 |
-20.3 |
-29.0 |
-37.4 |
17.0 |
0.0 |
31.8 |
0.7 |
-51.5 |
-27.7 |
-21.0 |
0.0 |
-29.6 |
-81.0 |
-57.9 |
-37.4 |
-43.6 |
-23.1 |
-20.5 |
0.0 |
-21.8 |
-51.5 |
-58.8 |
-58.8 |
-261.8 |
-320.6 |
Idx: MSCI Argentina USD |
|
| 39 |
iShares MSCI Spain Index |
EWP |
0 |
30 |
-0.6 |
13.7 |
-0.9 |
0.5 |
-15.7 |
-9.4 |
-8.7 |
-6.7 |
-8.5 |
-22.4 |
0.0 |
4.3 |
81.6 |
35.8 |
0.3 |
-39.7 |
-28.5 |
-14.4 |
-17.6 |
-80.0 |
-33.8 |
-44.8 |
0.0 |
-33.9 |
10.9 |
-44.8 |
-22.9 |
-16.9 |
-39.7 |
-26.2 |
-26.2 |
-203.2 |
-229.4 |
iShares MSCI Spain Index |
|
| 40 |
iShares MSCI Chile Investable Mkt Idx |
ECH |
0 |
22 |
-9.5 |
-6.2 |
-4.0 |
-3.3 |
-24.6 |
-16.1 |
-25.1 |
-6.4 |
-13.0 |
-22.6 |
-22.2 |
27.7 |
27.5 |
26.3 |
1.1 |
-49.1 |
-32.3 |
-24.2 |
-88.0 |
-77.2 |
-51.9 |
-45.2 |
-22.2 |
-29.7 |
-6.7 |
-23.0 |
-17.2 |
-14.8 |
-49.1 |
-39.8 |
-39.8 |
-178.0 |
-217.8 |
iShares MSCI Chile
Investable Mkt Idx |
|
| 41 |
iShares MSCI Israel Cap Invest Mkt Index |
EIS |
0 |
42 |
-5.3 |
0.0 |
-3.5 |
6.3 |
0.0 |
-17.0 |
-30.8 |
-7.9 |
-9.9 |
-26.7 |
-23.4 |
12.9 |
61.1 |
24.5 |
0.6 |
-52.7 |
-33.5 |
-28.0 |
-45.8 |
-94.2 |
-39.6 |
-53.5 |
-23.4 |
-16.2 |
13.9 |
-30.1 |
-19.8 |
-8.1 |
-52.7 |
-38.8 |
-38.8 |
-97.0 |
-135.8 |
iShares MSCI Israel Cap
Invest Mkt Index |
| 42 |
Idx: MSCI Portugal ID |
- |
0 |
5 |
-3.4 |
5.1 |
-3.8 |
-2.2 |
-12.5 |
-17.6 |
-21.7 |
-8.7 |
-16.8 |
-27.8 |
-17.1 |
-0.4 |
0.0 |
25.9 |
0.1 |
-61.2 |
-43.0 |
-30.7 |
0.0 |
-104.8 |
-67.4 |
-55.7 |
-17.1 |
-50.3 |
-11.7 |
-38.6 |
-27.5 |
-25.2 |
-61.2 |
-46.7 |
-46.7 |
-301.8 |
-348.5 |
Idx: MSCI Portugal ID |
|
| 43 |
iShares MSCI Austria Investable Mkt Idx |
EWO |
0 |
10 |
-3.4 |
1.1 |
-3.5 |
3.3 |
-14.2 |
-21.5 |
-32.8 |
-7.8 |
-21.1 |
-35.6 |
-21.5 |
10.5 |
82.8 |
36.9 |
0.5 |
-67.5 |
-44.3 |
-23.8 |
-28.8 |
-93.1 |
-84.2 |
-71.1 |
-21.5 |
-62.7 |
-13.1 |
-49.7 |
-22.8 |
-31.4 |
-67.5 |
-58.9 |
-58.9 |
-376.4 |
-435.4 |
iShares MSCI Austria
Investable Mkt Idx |
|
| 44 |
iPath MSCI India Index ETN |
INP |
0 |
8 |
-9.4 |
-5.6 |
-6.5 |
-1.8 |
-23.5 |
-19.5 |
-32.9 |
-12.7 |
-13.9 |
-23.5 |
-28.1 |
22.4 |
53.6 |
38.1 |
0.7 |
-70.7 |
-52.0 |
-24.2 |
-45.1 |
-152.3 |
-55.7 |
-47.0 |
-28.1 |
-27.6 |
-8.7 |
-18.9 |
-38.1 |
-13.8 |
-70.7 |
-43.6 |
-43.6 |
-165.7 |
-209.3 |
iPath MSCI India Index ETN |
|
| 45 |
0 |
0.0 |
0 |
45 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
| 46 |
0 |
0.0 |
2 |
46 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
| 47 |
0 |
0.0 |
2 |
47 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
|
Average Top 10 APA
>> |
-2.45 |
|
(10.6) |
(13.1) |
Average |
|
|
|
Average |
(20.4) |
(107.8) |
(128.2) |
|
|
(1) "Not Valid Flag"
means that there is insufficient data to generate the 6-Mo Return, which in
turn means that all subsequent |
|
Average Top 30 APA
>> |
(17.6) |
|
|
|
|
|
|
|
|
|
|
Commodity and Currency
Asset Class Performance and Momentum |
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
|
12 |
2011 |
|
|
See "Help"
page on www.copstrat.com for understanding and using this report. |
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
#DIV/0! |
#DIV/0! |
|
<---Implied Relative
Weighting |
|
|
Asset Category |
Ticker |
Not Valid(1) Flg |
Cat # |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1-Mo |
Tot Ret 3-Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Anlzd 3 Yr |
Std Dev 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6, & 12 Months |
Wtd Slpe 3, 6, & 12 Months |
3-->12 Return Avg + Slope |
Asset Category |
|
| 1 |
iPath DJ-UBS Grains TR Sub-Idx ETN |
JJG |
0 |
32 |
13.75 |
(6.36) |
19.36 |
28.92 |
13.06 |
(1.57) |
(15.18) |
6.28 |
5.19 |
(2.55) |
(15.18) |
2.63 |
31.76 |
0.24 |
19.0 |
24.0 |
7.8 |
75.4 |
20.8 |
(5.1) |
(15.2) |
35.9 |
25.9 |
10.1 |
29.7 |
18.0 |
19.0 |
0.2 |
0.2 |
215.6 |
215.8 |
iPath DJ-UBS Grains TR Sub-Idx ETN |
|
| 2 |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
JJN |
0 |
27 |
11.23 |
(3.55) |
4.49 |
27.89 |
16.10 |
(9.39) |
(27.20) |
5.92 |
6.21 |
(22.50) |
(27.20) |
14.05 |
38.18 |
0.53 |
5.9 |
24.0 |
2.0 |
71.0 |
24.8 |
(45.0) |
(27.2) |
52.0 |
69.8 |
(17.8) |
36.5 |
26.0 |
5.9 |
(15.8) |
(15.8) |
312.2 |
296.5 |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
|
| 3 |
PowerShares DB Oil |
DBO |
0 |
12 |
0.26 |
(10.22) |
5.96 |
14.67 |
(9.37) |
6.04 |
1.24 |
(0.45) |
24.00 |
(0.63) |
1.24 |
13.97 |
28.32 |
0.59 |
22.6 |
22.7 |
10.4 |
(5.4) |
96.0 |
(1.3) |
1.2 |
94.8 |
97.3 |
(2.5) |
7.7 |
47.4 |
22.6 |
32.0 |
32.0 |
568.6 |
600.6 |
PowerShares DB Oil |
|
| 4 |
iPath S&P GSCI Crude Oil TR Index
ETN |
OIL |
0 |
20 |
(0.03) |
(10.07) |
7.14 |
13.47 |
(10.66) |
6.40 |
(1.91) |
(1.76) |
26.61 |
2.66 |
(1.91) |
2.58 |
33.11 |
0.23 |
22.2 |
21.3 |
8.7 |
(21.1) |
106.4 |
5.3 |
(1.9) |
108.4 |
101.1 |
7.2 |
4.3 |
54.2 |
22.2 |
36.6 |
36.6 |
650.1 |
686.7 |
iPath S&P GSCI Crude Oil TR
Index ETN |
|
| 5 |
United States Oil |
USO |
0 |
6 |
(0.23) |
(9.88) |
6.58 |
12.62 |
(10.24) |
5.83 |
(2.28) |
(1.73) |
24.99 |
2.33 |
(2.28) |
4.81 |
30.38 |
0.30 |
20.4 |
19.8 |
8.7 |
(20.8) |
100.0 |
4.7 |
(2.3) |
102.2 |
95.3 |
6.9 |
4.0 |
51.1 |
20.4 |
34.1 |
34.1 |
613.4 |
647.6 |
United States Oil |
|
| 6 |
iPath DJ-UBS Agriculture TR Sub-Idx
ETN |
JJA |
0 |
39 |
9.30 |
(9.67) |
12.93 |
24.29 |
9.66 |
(3.79) |
(15.30) |
3.81 |
2.69 |
(6.38) |
(15.30) |
9.88 |
26.83 |
0.48 |
7.1 |
14.1 |
3.4 |
45.7 |
10.8 |
(12.8) |
(15.3) |
26.1 |
23.5 |
2.5 |
20.7 |
13.0 |
7.1 |
(5.8) |
(5.8) |
156.4 |
150.6 |
iPath DJ-UBS Agriculture TR Sub-Idx
ETN |
|
| 7 |
WisdomTree Dreyfus South African
Rand |
SZR |
0 |
1 |
5.68 |
(4.39) |
2.04 |
16.38 |
8.70 |
(6.29) |
(15.07) |
3.29 |
1.02 |
(14.41) |
(15.07) |
11.14 |
17.92 |
0.85 |
(0.1) |
10.9 |
(1.2) |
39.5 |
4.1 |
(28.8) |
(15.1) |
19.2 |
32.9 |
(13.7) |
19.7 |
9.6 |
(0.1) |
(13.3) |
(13.3) |
114.9 |
101.6 |
WisdomTree Dreyfus South African
Rand |
|
| 8 |
iPath S&P GSCI Total Return Index
ETN |
GSP |
0 |
19 |
1.05 |
(10.53) |
4.70 |
13.06 |
(3.04) |
1.33 |
(1.40) |
(1.46) |
10.84 |
(2.65) |
(1.40) |
7.18 |
23.50 |
0.40 |
4.8 |
6.5 |
2.6 |
(17.5) |
43.4 |
(5.3) |
(1.4) |
44.8 |
48.7 |
(3.9) |
0.0 |
22.4 |
4.8 |
12.2 |
12.2 |
268.6 |
280.8 |
iPath S&P GSCI Total Return
Index ETN |
|
| 9 |
PowerShares DB US Dollar Index
Bullish |
UUP |
0 |
9 |
0.80 |
5.07 |
2.51 |
(3.96) |
(0.41) |
1.86 |
(1.06) |
1.86 |
0.74 |
5.89 |
(1.06) |
(3.09) |
10.65 |
(0.25) |
9.0 |
6.3 |
11.0 |
22.3 |
3.0 |
11.8 |
(1.1) |
4.0 |
(8.8) |
12.8 |
6.1 |
2.0 |
9.0 |
4.6 |
4.6 |
24.1 |
28.7 |
PowerShares DB US Dollar Index
Bullish |
|
| 10 |
CurrencyShares Australian Dollar
Trust |
FXA |
0 |
47 |
0.79 |
(7.52) |
(0.93) |
9.62 |
1.98 |
1.97 |
4.02 |
(0.17) |
6.74 |
(2.71) |
4.02 |
16.47 |
16.89 |
0.98 |
5.9 |
6.2 |
4.5 |
(2.0) |
27.0 |
(5.4) |
4.0 |
22.9 |
32.4 |
(9.4) |
1.4 |
11.5 |
5.9 |
8.5 |
8.5 |
137.6 |
146.2 |
CurrencyShares Australian Dollar
Trust |
|
| 11 |
CurrencyShares Canadian Dollar
Trust |
FXC |
0 |
45 |
1.67 |
(2.52) |
(0.23) |
6.94 |
2.50 |
(0.97) |
(1.78) |
0.19 |
2.94 |
(5.23) |
(1.78) |
5.91 |
12.04 |
0.53 |
0.4 |
3.5 |
0.5 |
2.3 |
11.8 |
(10.5) |
(1.8) |
13.5 |
22.2 |
(8.7) |
3.4 |
6.8 |
0.4 |
(0.2) |
(0.2) |
81.2 |
81.1 |
CurrencyShares Canadian Dollar Trust |
|
| 12 |
WisdomTree Dreyfus Chinese Yuan |
CYB |
0 |
4 |
0.83 |
(0.66) |
0.76 |
2.64 |
0.56 |
1.27 |
1.47 |
0.52 |
1.83 |
1.27 |
1.47 |
1.29 |
3.12 |
0.39 |
4.4 |
3.4 |
18.3 |
6.2 |
7.3 |
2.5 |
1.5 |
5.9 |
4.8 |
1.1 |
1.9 |
2.9 |
4.4 |
3.8 |
3.8 |
35.1 |
38.9 |
WisdomTree Dreyfus Chinese Yuan |
|
| 13 |
CurrencyShares Japanese Yen Trust |
FXY |
0 |
43 |
(0.35) |
(2.38) |
(0.49) |
1.49 |
(0.01) |
2.58 |
5.08 |
0.75 |
0.10 |
4.40 |
5.08 |
5.23 |
10.21 |
0.54 |
5.8 |
2.4 |
7.4 |
9.0 |
0.4 |
8.8 |
5.1 |
(4.7) |
(8.4) |
3.7 |
0.3 |
(2.3) |
5.8 |
4.8 |
4.8 |
(28.1) |
(23.3) |
CurrencyShares Japanese Yen Trust |
|
| 14 |
iShares S&P GSCI Commodity-Indexed
Trust |
GSG |
0 |
18 |
(0.05) |
(11.37) |
3.52 |
11.55 |
(3.90) |
0.06 |
(3.28) |
(2.40) |
9.24 |
(3.31) |
(3.28) |
4.85 |
23.30 |
0.31 |
(0.4) |
2.0 |
(0.2) |
(28.8) |
37.0 |
(6.6) |
(3.3) |
40.2 |
43.6 |
(3.3) |
(3.3) |
20.1 |
(0.4) |
9.0 |
9.0 |
241.4 |
250.5 |
iShares S&P GSCI
Commodity-Indexed Trust |
|
| 15 |
Merk Asian Currency Inv |
MEAFX |
0 |
17 |
1.42 |
(1.65) |
0.22 |
4.82 |
2.30 |
(1.12) |
(2.15) |
0.32 |
0.64 |
(3.28) |
(2.15) |
0.41 |
4.42 |
0.09 |
(0.6) |
1.6 |
(1.7) |
3.8 |
2.6 |
(6.6) |
(2.2) |
4.7 |
9.1 |
(4.4) |
2.7 |
2.4 |
(0.6) |
(2.1) |
(2.1) |
28.3 |
26.2 |
Merk Asian Currency Inv |
|
| 16 |
0.00 |
### |
0 |
2 |
(3.07) |
0.00 |
(12.28) |
0.00 |
0.00 |
(2.00) |
0.00 |
0.00 |
0.00 |
(8.00) |
0.00 |
0.00 |
0.00 |
0.00 |
(4.0) |
0.0 |
0.0 |
0.0 |
0.0 |
(16.0) |
0.0 |
0.0 |
16.0 |
(16.0) |
1.6 |
0.0 |
(4.0) |
(5.3) |
(5.3) |
0.0 |
(5.3) |
0 |
|
| 17 |
iPath DJ-UBS Copper TR Sub-Idx ETN |
JJC |
0 |
35 |
0.49 |
(16.33) |
(4.72) |
25.36 |
(2.34) |
(10.42) |
(25.48) |
(4.26) |
9.53 |
(21.47) |
(25.48) |
30.96 |
30.73 |
1.04 |
(20.4) |
(3.3) |
(8.6) |
(51.1) |
38.1 |
(42.9) |
(25.5) |
63.6 |
81.1 |
(17.5) |
0.4 |
31.8 |
(20.4) |
(10.1) |
(10.1) |
381.6 |
371.5 |
iPath DJ-UBS Copper TR Sub-Idx ETN |
|
| 18 |
CurrencyShares British Pound Sterling
Tr |
FXB |
0 |
46 |
1.00 |
(1.72) |
1.40 |
2.97 |
1.37 |
(1.46) |
(1.07) |
(1.04) |
(0.41) |
(3.32) |
(1.07) |
1.86 |
10.26 |
0.22 |
(5.5) |
(3.5) |
(6.9) |
(12.5) |
(1.6) |
(6.6) |
(1.1) |
(0.6) |
5.0 |
(5.6) |
(2.9) |
(0.3) |
(5.5) |
(3.1) |
(3.1) |
(3.4) |
(6.5) |
CurrencyShares British Pound
Sterling Tr |
|
| 19 |
PowerShares DB Agriculture |
DBA |
0 |
15 |
2.17 |
(10.39) |
2.41 |
12.36 |
4.29 |
(5.69) |
(10.73) |
(0.38) |
(2.65) |
(9.02) |
(10.73) |
3.30 |
18.13 |
0.26 |
(11.0) |
(3.8) |
(7.9) |
(4.6) |
(10.6) |
(18.0) |
(10.7) |
0.1 |
7.4 |
(7.3) |
2.6 |
0.1 |
(11.0) |
(13.1) |
(13.1) |
0.8 |
(12.3) |
PowerShares DB Agriculture |
|
| 20 |
WisdomTree Dreyfus Brazilian Real |
BZF |
0 |
5 |
1.38 |
(6.19) |
(3.71) |
14.05 |
1.39 |
(4.43) |
(4.93) |
(2.51) |
3.36 |
(13.65) |
(4.93) |
12.73 |
17.65 |
0.76 |
(12.2) |
(4.2) |
(9.0) |
(30.1) |
13.4 |
(27.3) |
(4.9) |
18.4 |
40.7 |
(22.4) |
(3.5) |
9.2 |
(12.2) |
(6.3) |
(6.3) |
110.2 |
104.0 |
WisdomTree Dreyfus Brazilian Real |
|
| 21 |
CurrencyShares Russian Ruble Trust |
FXRU |
0 |
48 |
0.85 |
(4.62) |
(3.34) |
10.70 |
0.65 |
(3.78) |
(2.82) |
(2.24) |
2.11 |
(12.18) |
(2.82) |
(0.52) |
0.00 |
0.00 |
(11.4) |
(4.6) |
0.0 |
(26.9) |
8.4 |
(24.4) |
(2.8) |
11.3 |
32.8 |
(21.5) |
(3.9) |
5.6 |
(11.4) |
(6.2) |
(6.2) |
67.6 |
61.3 |
CurrencyShares Russian Ruble Trust |
|
| 22 |
WisdomTree Dreyfus Emerging Currency |
CEW |
2 |
49 |
0.64 |
(4.87) |
(1.99) |
8.15 |
1.27 |
(5.04) |
(7.99) |
(1.67) |
0.37 |
(10.88) |
(7.99) |
0.00 |
0.00 |
0.00 |
(12.1) |
(4.6) |
0.0 |
(20.0) |
1.5 |
(21.8) |
(8.0) |
9.5 |
23.2 |
(13.8) |
(1.3) |
4.7 |
(12.1) |
(9.4) |
(9.4) |
56.8 |
47.4 |
WisdomTree Dreyfus Emerging Currency |
|
| 23 |
CurrencyShares Swedish Krona Trust |
FXS |
0 |
41 |
0.58 |
(6.53) |
0.62 |
5.96 |
2.28 |
(2.75) |
(1.77) |
(1.53) |
(0.17) |
(7.55) |
(1.77) |
4.82 |
16.20 |
0.36 |
(9.0) |
(4.8) |
(7.2) |
(18.4) |
(0.7) |
(15.1) |
(1.8) |
1.1 |
14.4 |
(13.3) |
(3.5) |
0.5 |
(9.0) |
(5.8) |
(5.8) |
6.5 |
0.7 |
CurrencyShares Swedish Krona Trust |
|
| 24 |
CurrencyShares Mexican Peso Trust |
FXM |
0 |
42 |
1.64 |
(2.07) |
(0.72) |
8.99 |
0.36 |
(6.45) |
(8.76) |
(1.97) |
(0.03) |
(15.03) |
(8.76) |
2.55 |
12.17 |
0.26 |
(15.6) |
(5.9) |
(16.7) |
(23.6) |
(0.1) |
(30.1) |
(8.8) |
8.6 |
29.9 |
(21.3) |
(1.5) |
4.3 |
(15.6) |
(13.0) |
(13.0) |
51.8 |
38.9 |
CurrencyShares Mexican Peso Trust |
|
| 25 |
Merk Hard Currency Inv |
MERKX |
0 |
16 |
(0.72) |
(6.63) |
(1.89) |
5.52 |
0.12 |
(2.27) |
(0.77) |
(2.18) |
(0.15) |
(5.99) |
(0.77) |
5.73 |
11.48 |
0.53 |
(9.9) |
(6.7) |
(11.2) |
(26.2) |
(0.6) |
(12.0) |
(0.8) |
0.2 |
11.4 |
(11.2) |
(6.5) |
0.1 |
(9.9) |
(4.5) |
(4.5) |
1.0 |
(3.4) |
Merk Hard Currency Inv |
|
| 26 |
PowerShares DB US Dollar Index
Bearish |
UDN |
0 |
10 |
(0.76) |
(5.26) |
(2.24) |
4.05 |
0.42 |
(2.68) |
(0.92) |
(2.04) |
(1.14) |
(6.64) |
(0.92) |
0.86 |
10.47 |
0.12 |
(10.8) |
(7.3) |
(13.4) |
(24.5) |
(4.6) |
(13.3) |
(0.9) |
(3.6) |
8.7 |
(12.4) |
(6.2) |
(1.8) |
(10.8) |
(6.3) |
(6.3) |
(21.8) |
(28.1) |
PowerShares DB US Dollar Index
Bearish |
|
| 27 |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
BAL |
0 |
34 |
2.51 |
(17.89) |
11.47 |
5.37 |
11.08 |
(13.75) |
(22.71) |
(0.07) |
(8.21) |
(24.00) |
(22.71) |
24.94 |
37.54 |
0.77 |
(26.1) |
(8.4) |
(9.0) |
(0.8) |
(32.8) |
(48.0) |
(22.7) |
(10.1) |
15.2 |
(25.3) |
8.1 |
(5.1) |
(26.1) |
(34.5) |
(34.5) |
(60.8) |
(95.3) |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
|
| 28 |
iPath DJ-UBS Commodity Index TR ETN |
DJP |
0 |
21 |
0.03 |
(13.06) |
2.32 |
12.56 |
(1.68) |
(6.76) |
(14.01) |
(3.67) |
1.20 |
(10.56) |
(14.01) |
6.28 |
19.36 |
0.40 |
(18.6) |
(9.8) |
(12.5) |
(44.0) |
4.8 |
(21.1) |
(14.0) |
18.8 |
25.9 |
(7.1) |
(6.4) |
9.4 |
(18.6) |
(10.1) |
(10.1) |
112.9 |
102.8 |
iPath DJ-UBS Commodity Index TR ETN |
|
| 29 |
iPath DJ-UBS Softs TR Sub-Idx ETN |
JJS |
0 |
24 |
(1.09) |
(18.43) |
(2.24) |
12.97 |
3.34 |
(8.86) |
(14.49) |
(1.89) |
(4.79) |
(14.28) |
(14.49) |
24.86 |
0.00 |
0.00 |
(21.2) |
(10.5) |
0.0 |
(22.7) |
(19.2) |
(28.6) |
(14.5) |
(4.7) |
9.4 |
(14.1) |
(1.5) |
(2.3) |
(21.2) |
(20.7) |
(20.7) |
(28.0) |
(48.8) |
iPath DJ-UBS Softs TR Sub-Idx ETN |
|
| 30 |
iPath DJ-UBS Ind Metals TR Sub-Idx
ETN |
JJM |
0 |
29 |
(0.52) |
(14.31) |
(3.45) |
17.76 |
(2.08) |
(12.70) |
(25.97) |
(4.80) |
2.33 |
(22.34) |
(25.97) |
15.48 |
27.78 |
0.66 |
(29.7) |
(12.1) |
(13.9) |
(57.6) |
9.3 |
(44.7) |
(26.0) |
35.3 |
54.0 |
(18.7) |
(4.1) |
17.6 |
(29.7) |
(20.4) |
(20.4) |
211.7 |
191.3 |
iPath DJ-UBS Ind Metals TR Sub-Idx
ETN |
|
| 31 |
CurrencyShares Swiss Franc Trust |
FXF |
0 |
40 |
(1.26) |
(10.47) |
(3.89) |
8.23 |
1.10 |
(4.56) |
(1.08) |
(2.82) |
(3.62) |
(10.72) |
(1.08) |
3.78 |
14.53 |
0.32 |
(17.7) |
(12.1) |
(15.8) |
(33.8) |
(14.5) |
(21.4) |
(1.1) |
(13.4) |
7.0 |
(20.4) |
(9.1) |
(6.7) |
(17.7) |
(12.3) |
(12.3) |
(80.4) |
(92.7) |
CurrencyShares Swiss Franc Trust |
|
| 32 |
WisdomTree Dreyfus Indian Rupee |
ICN |
0 |
3 |
0.11 |
(4.98) |
(3.01) |
4.90 |
3.55 |
(8.62) |
(11.86) |
(2.27) |
(5.73) |
(14.60) |
(11.86) |
0.86 |
10.22 |
0.12 |
(22.8) |
(12.5) |
(29.0) |
(27.2) |
(22.9) |
(29.2) |
(11.9) |
(11.1) |
6.3 |
(17.3) |
(4.0) |
(5.5) |
(22.8) |
(21.3) |
(21.3) |
(66.4) |
(87.7) |
WisdomTree Dreyfus Indian Rupee |
|
| 33 |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
SGG |
0 |
23 |
(4.84) |
(16.76) |
(18.68) |
9.46 |
6.61 |
(7.32) |
(12.56) |
(1.68) |
(7.80) |
(7.24) |
(12.56) |
26.32 |
46.12 |
0.73 |
(19.6) |
(12.8) |
(5.5) |
(20.2) |
(31.2) |
(14.5) |
(12.6) |
(18.6) |
(16.7) |
(1.9) |
(4.0) |
(9.3) |
(19.6) |
(19.4) |
(19.4) |
(111.8) |
(131.3) |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
|
| 34 |
CurrencyShares Euro Trust |
FXE |
0 |
44 |
(2.13) |
(6.65) |
(4.15) |
3.06 |
(0.78) |
(5.14) |
(2.92) |
(3.67) |
(3.35) |
(10.64) |
(2.92) |
(2.50) |
13.58 |
(0.13) |
(20.4) |
(14.4) |
(19.5) |
(44.0) |
(13.4) |
(21.3) |
(2.9) |
(10.5) |
7.9 |
(18.4) |
(11.5) |
(5.2) |
(20.4) |
(12.5) |
(12.5) |
(62.9) |
(75.4) |
CurrencyShares Euro Trust |
|
| 35 |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
JO |
0 |
36 |
(3.73) |
(21.90) |
(3.11) |
17.51 |
(7.44) |
(8.91) |
(11.73) |
(4.59) |
(1.76) |
(17.57) |
(11.73) |
18.76 |
32.70 |
0.68 |
(27.2) |
(15.5) |
(10.8) |
(55.1) |
(7.0) |
(35.1) |
(11.7) |
4.7 |
28.1 |
(23.4) |
(10.2) |
2.3 |
(27.2) |
(18.0) |
(18.0) |
28.1 |
10.2 |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
|
| 36 |
iPath DJ-UBS Lead TR Sub-Idx ETN |
LD |
0 |
31 |
(3.30) |
(17.91) |
(9.35) |
20.37 |
(6.31) |
(14.27) |
(24.51) |
(5.38) |
0.39 |
(27.60) |
(24.51) |
21.66 |
35.47 |
0.73 |
(35.7) |
(15.8) |
(13.1) |
(64.6) |
1.6 |
(55.2) |
(24.5) |
26.1 |
56.8 |
(30.7) |
(6.3) |
13.0 |
(35.7) |
(26.0) |
(26.0) |
156.4 |
130.4 |
iPath DJ-UBS Lead TR Sub-Idx ETN |
|
| 37 |
iPath DJ-UBS Livestock TR Sub-Idx
ETN |
COW |
0 |
30 |
(9.39) |
(7.89) |
(9.45) |
(13.04) |
(7.18) |
(2.65) |
(3.22) |
(4.55) |
(4.55) |
1.71 |
(3.22) |
(3.86) |
13.65 |
(0.23) |
(18.1) |
(18.2) |
(17.3) |
(54.6) |
(18.2) |
3.4 |
(3.2) |
(15.0) |
(21.6) |
6.6 |
(17.6) |
(7.5) |
(18.1) |
(6.0) |
(6.0) |
(89.9) |
(95.9) |
iPath DJ-UBS Livestock TR Sub-Idx
ETN |
|
| 38 |
PowerShares DB Base Metals |
DBB |
0 |
14 |
(3.29) |
(16.67) |
(5.11) |
14.57 |
(5.96) |
(12.91) |
(23.66) |
(6.61) |
0.54 |
(21.90) |
(23.66) |
16.12 |
26.73 |
0.69 |
(36.2) |
(19.3) |
(17.6) |
(79.3) |
2.2 |
(43.8) |
(23.7) |
25.8 |
46.0 |
(20.1) |
(12.1) |
12.9 |
(36.2) |
(21.8) |
(21.8) |
154.9 |
133.2 |
PowerShares DB Base Metals |
|
| 39 |
iPath DJ-UBS Energy TR Sub-Idx ETN |
JJE |
0 |
33 |
(4.76) |
(14.06) |
(0.92) |
4.43 |
(8.50) |
(9.57) |
(17.51) |
(7.67) |
2.03 |
(15.11) |
(17.51) |
(11.37) |
26.02 |
(0.47) |
(32.9) |
(21.0) |
(16.4) |
(92.0) |
8.1 |
(30.2) |
(17.5) |
25.6 |
38.3 |
(12.7) |
(18.5) |
12.8 |
(32.9) |
(13.2) |
(13.2) |
153.8 |
140.6 |
iPath DJ-UBS Energy TR Sub-Idx ETN |
|
| 40 |
iPath DJ-UBS Aluminum TR Sub-Idx
ETN |
JJU |
0 |
38 |
(1.75) |
(11.98) |
(0.75) |
7.81 |
(2.09) |
(14.93) |
(23.57) |
(6.02) |
(7.16) |
(22.99) |
(23.57) |
1.92 |
25.65 |
0.19 |
(42.6) |
(25.2) |
(21.6) |
(72.2) |
(28.6) |
(46.0) |
(23.6) |
(5.1) |
17.3 |
(22.4) |
(12.9) |
(2.5) |
(42.6) |
(32.7) |
(32.7) |
(30.4) |
(63.1) |
iPath DJ-UBS Aluminum TR Sub-Idx ETN |
|
| 41 |
iPath DJ-UBS Tin TR Sub-Idx ETN |
JJT |
0 |
22 |
(1.47) |
(13.78) |
(1.13) |
9.94 |
(0.90) |
(18.09) |
(31.02) |
(7.28) |
(5.94) |
(28.12) |
(31.02) |
22.09 |
32.15 |
0.78 |
(49.6) |
(27.8) |
(20.1) |
(87.4) |
(23.8) |
(56.2) |
(31.0) |
7.3 |
32.5 |
(25.2) |
(13.7) |
3.6 |
(49.6) |
(37.0) |
(37.0) |
43.6 |
6.6 |
iPath DJ-UBS Tin TR Sub-Idx ETN |
|
| 42 |
SPDR Gold Shares |
GLD |
0 |
8 |
(9.39) |
(16.06) |
(9.60) |
0.43 |
(12.33) |
(0.21) |
9.57 |
(10.66) |
(3.84) |
4.10 |
9.57 |
20.65 |
20.05 |
1.04 |
(31.4) |
(35.8) |
(20.3) |
(127.9) |
(15.4) |
8.2 |
9.6 |
(24.9) |
(23.6) |
(1.4) |
(43.6) |
(12.5) |
(31.4) |
0.8 |
0.8 |
(149.6) |
(148.8) |
SPDR Gold Shares |
|
| 43 |
PowerShares DB Gold |
DGL |
0 |
13 |
(9.39) |
(15.94) |
(9.64) |
0.26 |
(12.25) |
(0.69) |
8.55 |
(10.75) |
(4.19) |
3.64 |
8.55 |
19.21 |
20.08 |
0.97 |
(32.5) |
(36.4) |
(21.0) |
(129.0) |
(16.8) |
7.3 |
8.6 |
(25.3) |
(24.0) |
(1.3) |
(43.7) |
(12.7) |
(32.5) |
(0.3) |
(0.3) |
(151.9) |
(152.2) |
PowerShares DB Gold |
|
| 44 |
iPath DJ-UBS Prec Metals TR Sub-Idx
ETN |
JJP |
0 |
25 |
(9.18) |
(19.91) |
(8.54) |
4.04 |
(12.30) |
(4.10) |
3.28 |
(12.10) |
(4.71) |
(2.86) |
3.28 |
23.47 |
0.00 |
0.00 |
(41.6) |
(41.0) |
0.0 |
(145.2) |
(18.8) |
(5.7) |
3.3 |
(22.1) |
(13.1) |
(9.0) |
(45.9) |
(11.1) |
(41.6) |
(7.1) |
(7.1) |
(132.7) |
(139.8) |
iPath DJ-UBS Prec Metals TR Sub-Idx
ETN |
|
| 45 |
iPath DJ-UBS Platinum TR Sub-Idx
ETN |
PGM |
0 |
26 |
(5.21) |
(15.65) |
(4.51) |
7.58 |
(8.26) |
(15.96) |
(23.48) |
(11.23) |
(8.84) |
(20.30) |
(23.48) |
11.15 |
26.50 |
0.52 |
(58.5) |
(42.5) |
(28.7) |
(134.8) |
(35.4) |
(40.6) |
(23.5) |
(11.9) |
5.2 |
(17.1) |
(32.9) |
(5.9) |
(58.5) |
(33.1) |
(33.1) |
(71.3) |
(104.4) |
iPath DJ-UBS Platinum TR Sub-Idx ETN |
|
| 46 |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
NIB |
0 |
37 |
(1.75) |
(11.45) |
(9.76) |
7.62 |
6.60 |
(24.56) |
(33.42) |
(8.96) |
(20.51) |
(35.34) |
(33.42) |
(11.55) |
31.71 |
(0.23) |
(73.4) |
(47.4) |
(30.1) |
(107.5) |
(82.0) |
(70.7) |
(33.4) |
(48.6) |
(11.4) |
(37.3) |
(23.4) |
(24.3) |
(73.4) |
(62.0) |
(62.0) |
(291.7) |
(353.8) |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
|
| 47 |
PowerShares DB Silver |
DBS |
0 |
11 |
(7.90) |
(27.48) |
(6.00) |
14.08 |
(12.22) |
(14.12) |
(11.96) |
(16.38) |
(7.09) |
(21.06) |
(11.96) |
32.87 |
43.40 |
0.87 |
(69.8) |
(56.2) |
(20.9) |
(196.6) |
(28.4) |
(42.1) |
(12.0) |
(16.4) |
13.8 |
(30.2) |
(54.0) |
(8.2) |
(69.8) |
(27.5) |
(27.5) |
(98.4) |
(125.9) |
PowerShares DB Silver |
|
| 48 |
United States Natural Gas |
UNG |
0 |
7 |
(8.21) |
(14.17) |
(8.13) |
(5.27) |
(5.27) |
(33.41) |
(46.09) |
(17.92) |
(28.26) |
(41.38) |
(46.09) |
(48.15) |
32.14 |
(1.83) |
(114.2) |
(82.0) |
(46.2) |
(215.0) |
(113.0) |
(82.8) |
(46.1) |
(67.0) |
(30.3) |
(36.7) |
(53.7) |
(33.5) |
(114.2) |
(80.6) |
(80.6) |
(401.7) |
(482.3) |
United States Natural Gas |
|
| 49 |
iPath DJ-UBS Natural Gas TR Sub-Idx
ETN |
GAZ |
0 |
28 |
(7.23) |
(10.97) |
(7.63) |
(4.22) |
(6.10) |
(38.96) |
(53.17) |
(19.98) |
(33.16) |
(49.54) |
(53.17) |
(49.48) |
33.50 |
(1.81) |
(131.2) |
(93.1) |
(50.9) |
(239.8) |
(132.6) |
(99.1) |
(53.2) |
(79.5) |
(33.6) |
(45.9) |
(59.3) |
(39.7) |
(131.2) |
(95.0) |
(95.0) |
(476.8) |
(571.8) |
iPath DJ-UBS Natural Gas TR Sub-Idx
ETN |
|
| 50 |
0.00 |
### |
2 |
50 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
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