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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= |
6 |
|
2011 |
|
|
See "Help"
page on www.copstrat.com for
understanding and using this report. |
7.7 |
|
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period Averages |
-8% |
108% |
|
<---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: High Yield Muni |
14 |
0 |
1.53 |
1.39 |
3.81 |
1.82 |
(0.89) |
3.48 |
4.31 |
1.37 |
5.21 |
4.28 |
3.07 |
2.70 |
51.00 |
12.15 |
1.53 |
0.30 |
12.2 |
9.3 |
13.1 |
25.7 |
16.4 |
20.8 |
8.6 |
3.1 |
17.8 |
12.3 |
5.5 |
5.2 |
8.9 |
12.2 |
10.8 |
10.8 |
106.6 |
117.4 |
Cat: High Yield Muni |
14 |
|
| 2 |
Cat: Japan Stock |
18 |
0 |
4.07 |
5.79 |
(5.69) |
11.70 |
4.50 |
4.80 |
(2.56) |
2.31 |
2.23 |
(2.98) |
17.63 |
(6.79) |
73.00 |
27.76 |
0.91 |
(0.05) |
12.1 |
9.2 |
5.7 |
7.7 |
27.7 |
8.9 |
(6.0) |
17.6 |
(8.7) |
14.9 |
(23.6) |
4.5 |
(4.4) |
12.1 |
6.9 |
6.9 |
(52.3) |
(45.4) |
Cat: Japan Stock |
18 |
|
| 3 |
Cat: Inflation-Protected Bound |
15 |
0 |
0.25 |
(0.84) |
1.94 |
(0.40) |
0.32 |
3.89 |
5.02 |
0.51 |
3.00 |
5.04 |
7.03 |
4.33 |
52.00 |
8.78 |
1.50 |
0.50 |
8.8 |
4.5 |
13.0 |
25.1 |
6.1 |
12.0 |
10.1 |
7.0 |
5.0 |
1.9 |
3.0 |
(0.1) |
2.5 |
8.8 |
9.7 |
9.7 |
29.8 |
39.5 |
Cat: Inflation-Protected Bound |
15 |
|
| 4 |
Cat: Bear-Market |
1 |
0 |
2.54 |
(1.49) |
7.99 |
3.20 |
0.45 |
(9.96) |
(8.54) |
1.82 |
(1.03) |
(8.56) |
(32.06) |
(23.49) |
70.00 |
30.35 |
(1.13) |
(0.71) |
(7.9) |
4.4 |
(3.4) |
(4.8) |
21.8 |
(4.1) |
(17.1) |
(32.1) |
27.9 |
13.0 |
14.9 |
17.5 |
14.0 |
(7.9) |
(17.8) |
(17.8) |
167.6 |
149.9 |
Cat: Bear-Market |
1 |
|
| 5 |
Cat: Emerging Markets Bond |
6 |
0 |
(0.93) |
(1.34) |
(0.86) |
(1.57) |
0.04 |
5.56 |
4.87 |
0.26 |
3.21 |
4.93 |
13.83 |
9.35 |
37.00 |
15.72 |
2.27 |
0.64 |
9.9 |
4.0 |
8.2 |
22.2 |
3.1 |
12.8 |
9.9 |
13.8 |
(1.0) |
3.0 |
(4.0) |
(2.9) |
(0.5) |
9.9 |
12.2 |
12.2 |
(5.9) |
6.2 |
Cat: Emerging Markets Bond |
6 |
|
| 6 |
Cat: World Bond |
47 |
0 |
(0.88) |
(1.41) |
(1.63) |
(0.62) |
0.12 |
4.12 |
3.83 |
(0.18) |
2.38 |
3.73 |
10.53 |
6.65 |
43.00 |
9.17 |
1.40 |
0.81 |
6.3 |
1.8 |
9.0 |
20.9 |
(2.2) |
9.5 |
7.5 |
10.5 |
(1.0) |
2.1 |
(3.1) |
(3.6) |
(0.5) |
6.3 |
9.2 |
9.2 |
(6.1) |
3.1 |
Cat: World Bond |
47 |
|
| 7 |
Cat: Intermediate Government |
16 |
0 |
(0.48) |
(1.45) |
1.06 |
(0.21) |
(1.32) |
1.89 |
2.49 |
(0.15) |
2.18 |
2.47 |
3.06 |
5.76 |
66.00 |
3.92 |
0.74 |
1.47 |
3.7 |
1.7 |
12.4 |
18.7 |
(1.8) |
8.7 |
4.9 |
3.1 |
5.7 |
3.8 |
1.9 |
(1.1) |
2.8 |
3.7 |
5.6 |
5.6 |
34.0 |
39.5 |
Cat: Intermediate Government |
16 |
|
| 8 |
Cat: Specialty-Health |
39 |
0 |
(3.93) |
2.31 |
(8.63) |
(5.41) |
(3.98) |
13.65 |
15.09 |
(1.86) |
7.08 |
15.11 |
34.27 |
9.35 |
66.00 |
20.23 |
0.77 |
0.53 |
17.6 |
1.5 |
11.3 |
17.2 |
(22.3) |
28.3 |
30.2 |
34.3 |
(6.0) |
(1.9) |
(4.0) |
(17.2) |
(3.0) |
17.6 |
30.9 |
30.9 |
(35.7) |
(4.8) |
Cat: Specialty-Health |
39 |
|
| 9 |
Cat: Ultrashort Bond |
45 |
0 |
(1.86) |
0.69 |
(5.43) |
(1.55) |
(1.14) |
9.94 |
8.78 |
(0.75) |
3.61 |
8.80 |
28.08 |
(1.35) |
69.00 |
18.30 |
0.72 |
0.01 |
12.8 |
1.4 |
9.1 |
13.2 |
(9.0) |
14.4 |
17.6 |
28.1 |
(13.6) |
(3.2) |
(10.5) |
(11.4) |
(6.8) |
12.8 |
20.0 |
20.0 |
(81.8) |
(61.8) |
Cat: Ultrashort Bond |
45 |
|
| 10 |
Cat: Short Government |
32 |
0 |
(0.18) |
(0.63) |
0.40 |
(0.04) |
(0.47) |
0.88 |
1.06 |
(0.05) |
0.92 |
1.06 |
1.60 |
3.38 |
49.00 |
2.01 |
0.32 |
1.72 |
1.7 |
0.8 |
11.0 |
22.4 |
(0.6) |
3.7 |
2.1 |
1.6 |
2.1 |
1.6 |
0.5 |
(0.5) |
1.0 |
1.7 |
2.5 |
2.5 |
12.5 |
14.9 |
Cat: Short Government |
32 |
|
| 11 |
Cat: Short-Term Bond |
33 |
0 |
(0.33) |
(0.71) |
0.11 |
(0.22) |
(0.49) |
1.27 |
1.42 |
(0.16) |
0.79 |
1.42 |
3.02 |
3.93 |
35.00 |
3.17 |
0.35 |
1.32 |
1.8 |
0.3 |
7.3 |
20.8 |
(1.9) |
3.2 |
2.8 |
3.0 |
0.1 |
0.3 |
(0.2) |
(1.5) |
0.1 |
1.8 |
3.0 |
3.0 |
0.8 |
3.8 |
Cat: Short-Term Bond |
33 |
|
| 12 |
Cat: Intermediate-Term Bond |
17 |
0 |
(1.01) |
(2.07) |
0.20 |
(0.63) |
(1.54) |
2.37 |
2.84 |
(0.54) |
1.84 |
2.84 |
5.33 |
6.69 |
61.00 |
5.84 |
1.00 |
1.21 |
3.0 |
0.2 |
6.6 |
10.8 |
(6.5) |
7.4 |
5.7 |
5.3 |
2.0 |
1.7 |
0.3 |
(3.4) |
1.0 |
3.0 |
6.1 |
6.1 |
12.2 |
18.3 |
Cat: Intermediate-Term Bond |
17 |
|
| 13 |
Cat: Specialty-Utilities |
44 |
0 |
(0.12) |
(0.27) |
(0.06) |
(0.10) |
(0.05) |
0.59 |
0.62 |
(0.04) |
0.16 |
0.59 |
1.63 |
1.53 |
7.00 |
2.53 |
0.07 |
0.80 |
0.7 |
0.0 |
3.8 |
54.5 |
(0.5) |
0.6 |
1.2 |
1.6 |
(1.0) |
(0.5) |
(0.4) |
(0.7) |
(0.5) |
0.7 |
1.2 |
1.2 |
(5.9) |
(4.8) |
Cat: Specialty-Utilities |
44 |
|
| 14 |
Cat: Multisector Bond |
30 |
0 |
(1.32) |
(1.93) |
(1.50) |
(0.92) |
(0.93) |
3.36 |
3.30 |
(0.59) |
1.11 |
3.31 |
9.60 |
8.54 |
24.00 |
10.02 |
1.05 |
0.93 |
3.4 |
(0.7) |
4.4 |
18.4 |
(7.1) |
4.4 |
6.6 |
9.6 |
(5.2) |
(2.2) |
(3.0) |
(5.2) |
(2.6) |
3.4 |
6.9 |
6.9 |
(31.0) |
(24.1) |
Cat: Multisector Bond |
30 |
|
| 15 |
Cat: Long-Term Bond |
25 |
0 |
1.54 |
0.88 |
3.08 |
2.27 |
(0.06) |
3.16 |
3.70 |
(1.17) |
2.43 |
3.69 |
7.71 |
8.23 |
59.00 |
12.45 |
2.12 |
0.79 |
2.7 |
(1.1) |
2.8 |
4.8 |
(14.0) |
9.7 |
7.4 |
7.7 |
2.0 |
2.3 |
(0.3) |
(6.3) |
1.0 |
2.7 |
8.3 |
8.3 |
12.1 |
20.3 |
Cat: Long-Term Bond |
25 |
|
| 16 |
Cat: Diversified Pacific/Asia |
5 |
0 |
(1.13) |
0.72 |
(7.56) |
0.60 |
1.72 |
6.02 |
(0.52) |
(0.70) |
0.59 |
(0.52) |
24.72 |
0.95 |
91.00 |
25.15 |
0.93 |
0.16 |
4.4 |
(1.5) |
2.3 |
2.5 |
(8.4) |
2.4 |
(1.0) |
24.7 |
(22.4) |
3.4 |
(25.8) |
(9.6) |
(11.2) |
4.4 |
8.7 |
8.7 |
(134.2) |
(125.5) |
Cat: Diversified Pacific/Asia |
5 |
|
| 17 |
Cat: Conservative Allocation |
2 |
0 |
(1.33) |
0.01 |
(3.37) |
(1.20) |
(0.77) |
4.55 |
3.83 |
(0.95) |
0.95 |
3.77 |
14.45 |
4.96 |
89.00 |
11.09 |
0.74 |
0.49 |
3.6 |
(1.9) |
4.2 |
4.7 |
(11.4) |
3.8 |
7.5 |
14.5 |
(10.7) |
(3.7) |
(6.9) |
(8.1) |
(5.3) |
3.6 |
8.6 |
8.6 |
(63.9) |
(55.3) |
Cat: Conservative Allocation |
2 |
|
| 18 |
Cat: Pacific/Asia ex-Japan Stk |
31 |
0 |
(3.98) |
(4.18) |
(5.67) |
(7.63) |
1.58 |
5.16 |
(0.44) |
(0.79) |
0.29 |
(1.35) |
22.51 |
8.75 |
74.00 |
32.84 |
1.09 |
0.42 |
2.9 |
(2.1) |
1.1 |
1.5 |
(9.5) |
1.2 |
(2.7) |
22.5 |
(21.4) |
3.9 |
(25.2) |
(9.2) |
(10.7) |
2.9 |
7.0 |
7.0 |
(128.1) |
(121.1) |
Cat: Pacific/Asia ex-Japan Stk |
31 |
|
| 19 |
Cat: High Yield Bond |
13 |
0 |
(2.06) |
(2.26) |
(3.25) |
(1.37) |
(1.37) |
4.69 |
4.29 |
(1.12) |
0.60 |
4.29 |
15.00 |
9.25 |
9.00 |
15.18 |
1.06 |
0.68 |
3.1 |
(2.8) |
2.7 |
29.8 |
(13.4) |
2.4 |
8.6 |
15.0 |
(12.6) |
(6.2) |
(6.4) |
(9.2) |
(6.3) |
3.1 |
8.7 |
8.7 |
(75.6) |
(66.9) |
Cat: High Yield Bond |
13 |
|
| 20 |
DIAMONDS Trust, Series 1 |
49 |
0 |
(1.22) |
3.29 |
(6.90) |
(1.93) |
0.67 |
9.39 |
8.15 |
(1.31) |
1.10 |
7.95 |
29.83 |
5.86 |
97.00 |
18.89 |
0.88 |
0.38 |
8.6 |
(2.8) |
5.9 |
6.1 |
(15.7) |
4.4 |
15.9 |
29.8 |
(25.4) |
(11.5) |
(13.9) |
(14.8) |
(12.7) |
8.6 |
16.7 |
16.7 |
(152.6) |
(135.9) |
DIAMONDS Trust, Series 1 |
49 |
|
| 21 |
SPDR Gold Shares |
52 |
0 |
(4.02) |
(5.88) |
(5.26) |
(4.31) |
(0.64) |
6.80 |
5.25 |
(2.43) |
4.39 |
5.25 |
19.99 |
16.90 |
17.00 |
21.03 |
0.37 |
0.84 |
4.7 |
(2.9) |
2.9 |
17.2 |
(29.2) |
17.6 |
10.5 |
20.0 |
(2.4) |
7.1 |
(9.5) |
(14.0) |
(1.2) |
4.7 |
16.0 |
16.0 |
(14.6) |
1.4 |
SPDR Gold Shares |
52 |
|
| 22 |
Cat: Long Government |
23 |
0 |
(3.46) |
(7.76) |
1.89 |
(2.20) |
(5.78) |
0.33 |
2.09 |
(2.21) |
3.68 |
2.09 |
(2.25) |
5.91 |
65.00 |
17.94 |
3.37 |
0.45 |
(2.5) |
(3.0) |
(1.8) |
(2.7) |
(26.5) |
14.7 |
4.2 |
(2.3) |
17.0 |
10.5 |
6.4 |
(6.2) |
8.5 |
(2.5) |
5.6 |
5.6 |
101.8 |
107.4 |
Cat: Long Government |
23 |
|
| 23 |
Cat: Long-Short |
24 |
0 |
(4.48) |
(2.88) |
(7.75) |
(4.68) |
(2.63) |
2.18 |
1.06 |
(0.89) |
(0.61) |
1.09 |
9.12 |
(0.55) |
59.00 |
14.28 |
0.35 |
(0.02) |
(0.5) |
(3.3) |
(0.4) |
(0.7) |
(10.7) |
(2.4) |
2.2 |
9.1 |
(11.6) |
(4.6) |
(6.9) |
(6.4) |
(5.8) |
(0.5) |
3.0 |
3.0 |
(69.4) |
(66.4) |
Cat: Long-Short |
24 |
|
| 24 |
Cat: Foreign Large Value |
10 |
0 |
(2.01) |
0.24 |
(9.80) |
0.43 |
1.10 |
8.83 |
5.23 |
(1.53) |
1.30 |
5.19 |
30.35 |
(1.89) |
97.00 |
26.92 |
1.03 |
0.06 |
6.9 |
(3.3) |
3.3 |
3.4 |
(18.4) |
5.2 |
10.4 |
30.4 |
(25.2) |
(5.2) |
(20.0) |
(15.1) |
(12.6) |
6.9 |
15.3 |
15.3 |
(150.9) |
(135.6) |
Cat: Foreign Large Value |
10 |
|
| 25 |
Cat: Moderate Allocation |
29 |
0 |
(1.63) |
1.48 |
(5.70) |
(1.69) |
(0.62) |
5.92 |
4.27 |
(1.37) |
0.37 |
4.23 |
20.44 |
4.09 |
95.00 |
15.27 |
1.05 |
0.33 |
3.5 |
(3.7) |
3.0 |
3.1 |
(16.4) |
1.5 |
8.5 |
20.4 |
(19.0) |
(7.0) |
(12.0) |
(11.8) |
(9.5) |
3.5 |
10.1 |
10.1 |
(113.8) |
(103.6) |
Cat: Moderate Allocation |
29 |
|
| 26 |
Cat: Foreign Large Blend |
8 |
0 |
(2.50) |
(0.41) |
(9.87) |
(0.72) |
0.99 |
8.64 |
4.19 |
(1.64) |
1.18 |
4.21 |
30.80 |
(1.65) |
96.00 |
26.44 |
1.00 |
0.06 |
6.1 |
(3.7) |
3.0 |
3.1 |
(19.7) |
4.7 |
8.4 |
30.8 |
(26.1) |
(3.7) |
(22.4) |
(15.5) |
(13.0) |
6.1 |
14.6 |
14.6 |
(156.5) |
(141.8) |
Cat: Foreign Large Blend |
8 |
|
| 27 |
Cat: Foreign Large Growth |
9 |
0 |
(3.21) |
(1.78) |
(9.80) |
(1.86) |
0.58 |
8.83 |
4.05 |
(1.78) |
1.44 |
3.98 |
31.68 |
(0.10) |
94.00 |
26.33 |
0.98 |
0.12 |
6.0 |
(3.9) |
3.0 |
3.2 |
(21.4) |
5.8 |
8.0 |
31.7 |
(25.9) |
(2.2) |
(23.7) |
(16.1) |
(13.0) |
6.0 |
15.1 |
15.1 |
(155.5) |
(140.4) |
Cat: Foreign Large Growth |
9 |
|
| 28 |
Cat: World Allocation |
46 |
0 |
(2.16) |
(0.45) |
(6.16) |
(1.96) |
(0.05) |
5.68 |
3.41 |
(1.44) |
0.38 |
3.31 |
20.48 |
3.01 |
87.00 |
16.73 |
1.11 |
0.26 |
2.8 |
(3.9) |
2.2 |
2.5 |
(17.3) |
1.5 |
6.6 |
20.5 |
(19.0) |
(5.1) |
(13.9) |
(11.8) |
(9.5) |
2.8 |
9.5 |
9.5 |
(113.8) |
(104.2) |
Cat: World Allocation |
46 |
|
| 29 |
Cat: Latin America Stock |
22 |
0 |
(2.56) |
(0.14) |
(7.16) |
(4.47) |
1.55 |
6.28 |
(2.24) |
(0.89) |
(1.35) |
(2.25) |
29.59 |
(5.44) |
79.00 |
40.39 |
1.39 |
0.11 |
2.3 |
(4.0) |
0.7 |
0.9 |
(10.7) |
(5.4) |
(4.5) |
29.6 |
(35.0) |
(0.9) |
(34.1) |
(12.2) |
(17.5) |
2.3 |
6.6 |
6.6 |
(209.9) |
(203.4) |
Cat: Latin America Stock |
22 |
|
| 30 |
Cat: Mid-Cap Growth |
27 |
0 |
(1.42) |
6.26 |
(8.24) |
(3.60) |
(0.08) |
11.59 |
8.08 |
(1.48) |
0.26 |
8.09 |
39.49 |
5.18 |
87.00 |
24.62 |
1.08 |
0.32 |
9.7 |
(4.2) |
5.1 |
5.9 |
(17.8) |
1.0 |
16.2 |
39.5 |
(38.5) |
(15.1) |
(23.3) |
(18.7) |
(19.2) |
9.7 |
18.9 |
18.9 |
(230.7) |
(211.8) |
Cat: Mid-Cap Growth |
27 |
|
| 31 |
Cat: Large Growth |
20 |
0 |
(1.00) |
5.70 |
(7.57) |
(1.91) |
(0.23) |
9.33 |
5.65 |
(1.50) |
0.10 |
5.66 |
33.08 |
3.02 |
92.00 |
22.18 |
1.00 |
0.23 |
6.7 |
(4.4) |
3.9 |
4.3 |
(18.0) |
0.4 |
11.3 |
33.1 |
(32.7) |
(10.9) |
(21.8) |
(16.4) |
(16.3) |
6.7 |
14.9 |
14.9 |
(196.1) |
(181.1) |
Cat: Large Growth |
20 |
|
| 32 |
Cat: Foreign Small/Mid Value |
12 |
0 |
(3.58) |
(0.77) |
(11.97) |
(2.26) |
0.70 |
9.36 |
4.09 |
(1.72) |
0.66 |
3.65 |
34.87 |
2.23 |
93.00 |
29.01 |
1.08 |
0.22 |
6.0 |
(4.5) |
2.7 |
2.9 |
(20.6) |
2.6 |
7.3 |
34.9 |
(32.2) |
(4.7) |
(27.6) |
(17.1) |
(16.1) |
6.0 |
14.9 |
14.9 |
(193.4) |
(178.4) |
Cat: Foreign Small/Mid Value |
12 |
|
| 33 |
Cat: Europe Stock |
7 |
0 |
(3.03) |
(0.72) |
(11.11) |
(1.55) |
1.26 |
10.10 |
6.29 |
(1.83) |
0.99 |
6.33 |
34.92 |
(2.24) |
91.00 |
30.40 |
1.11 |
0.09 |
7.4 |
(4.5) |
3.2 |
3.5 |
(22.0) |
4.0 |
12.7 |
34.9 |
(31.0) |
(8.7) |
(22.3) |
(17.9) |
(15.5) |
7.4 |
17.2 |
17.2 |
(185.8) |
(168.6) |
Cat: Europe Stock |
7 |
|
| 34 |
Cat: Foreign Small/Mid Growth |
11 |
0 |
(4.17) |
(2.46) |
(11.50) |
(2.80) |
0.07 |
9.71 |
3.47 |
(2.09) |
1.25 |
3.16 |
36.50 |
2.30 |
92.00 |
28.20 |
1.04 |
0.21 |
5.7 |
(5.0) |
2.6 |
2.8 |
(25.1) |
5.0 |
6.3 |
36.5 |
(31.5) |
(1.3) |
(30.2) |
(18.6) |
(15.8) |
5.7 |
15.9 |
15.9 |
(189.0) |
(173.1) |
Cat: Foreign Small/Mid Growth |
11 |
|
| 35 |
Cat: Small Growth |
35 |
0 |
(2.12) |
6.74 |
(10.05) |
(5.18) |
0.01 |
12.56 |
9.35 |
(1.76) |
0.12 |
9.35 |
42.52 |
7.81 |
86.00 |
26.08 |
1.14 |
0.41 |
10.1 |
(5.2) |
5.1 |
5.9 |
(21.1) |
0.5 |
18.7 |
42.5 |
(42.0) |
(18.2) |
(23.8) |
(20.9) |
(21.0) |
10.1 |
20.6 |
20.6 |
(252.2) |
(231.7) |
Cat: Small Growth |
35 |
|
| 36 |
Cat: World Stock |
48 |
0 |
(2.62) |
1.10 |
(9.20) |
(2.30) |
(0.06) |
8.32 |
4.72 |
(1.89) |
0.39 |
4.59 |
30.18 |
1.70 |
91.00 |
24.22 |
0.89 |
0.18 |
4.6 |
(5.3) |
2.4 |
2.7 |
(22.7) |
1.6 |
9.2 |
30.2 |
(28.6) |
(7.6) |
(21.0) |
(16.6) |
(14.3) |
4.6 |
13.6 |
13.6 |
(171.7) |
(158.1) |
Cat: World Stock |
48 |
|
| 37 |
Cat: Specialty-Real Estate |
42 |
0 |
(3.05) |
2.45 |
(8.47) |
(1.84) |
(4.35) |
10.69 |
9.74 |
(2.99) |
3.47 |
9.75 |
32.51 |
4.77 |
69.00 |
37.48 |
1.47 |
0.32 |
7.5 |
(5.5) |
2.6 |
3.8 |
(35.9) |
13.9 |
19.5 |
32.5 |
(18.6) |
(5.6) |
(13.0) |
(21.1) |
(9.3) |
7.5 |
22.0 |
22.0 |
(111.8) |
(89.8) |
Cat: Specialty-Real Estate |
42 |
|
| 38 |
Cat: Large Blend |
19 |
0 |
(1.69) |
4.64 |
(8.89) |
(2.04) |
(0.48) |
8.28 |
5.45 |
(1.77) |
(0.19) |
5.41 |
29.68 |
2.60 |
96.00 |
21.92 |
1.01 |
0.21 |
4.6 |
(5.5) |
2.7 |
2.9 |
(21.2) |
(0.8) |
10.8 |
29.7 |
(30.4) |
(11.6) |
(18.9) |
(16.4) |
(15.2) |
4.6 |
13.2 |
13.2 |
(182.6) |
(169.4) |
Cat: Large Blend |
19 |
|
| 39 |
Cat: Diversified Emerging Mkts |
4 |
0 |
(3.80) |
(1.80) |
(7.98) |
(6.54) |
1.11 |
5.95 |
(0.42) |
(1.66) |
(0.87) |
(0.43) |
26.76 |
1.97 |
85.00 |
32.04 |
1.14 |
0.22 |
0.6 |
(5.9) |
0.3 |
0.3 |
(19.9) |
(3.5) |
(0.9) |
26.8 |
(30.2) |
(2.6) |
(27.6) |
(14.3) |
(15.1) |
0.6 |
7.5 |
7.5 |
(181.4) |
(174.0) |
Cat: Diversified Emerging Mkts |
4 |
|
| 40 |
Cat: Large Value |
21 |
0 |
(2.06) |
4.55 |
(9.94) |
(2.21) |
(0.62) |
8.08 |
5.69 |
(1.85) |
(0.36) |
5.66 |
28.87 |
2.47 |
96.00 |
21.85 |
1.01 |
0.21 |
4.1 |
(5.9) |
2.5 |
2.6 |
(22.2) |
(1.4) |
11.3 |
28.9 |
(30.3) |
(12.8) |
(17.6) |
(16.6) |
(15.2) |
4.1 |
12.9 |
12.9 |
(181.9) |
(168.9) |
Cat: Large Value |
21 |
|
| 41 |
zCat: Micro Cap Value |
55 |
0 |
3.11 |
21.86 |
(7.81) |
(1.42) |
(0.18) |
10.67 |
6.05 |
(1.67) |
(1.25) |
4.37 |
41.22 |
9.14 |
84.00 |
27.86 |
1.20 |
0.44 |
6.2 |
(6.3) |
2.9 |
3.5 |
(20.0) |
(5.0) |
8.7 |
41.2 |
(46.2) |
(13.7) |
(32.5) |
(19.8) |
(23.1) |
6.2 |
15.0 |
15.0 |
(277.3) |
(262.3) |
zCat: Micro Cap Value |
55 |
|
| 42 |
NASDAQ 100 Trust Shares |
50 |
0 |
(1.03) |
5.64 |
(7.31) |
(1.62) |
(0.82) |
9.30 |
5.13 |
(2.04) |
(0.45) |
5.12 |
34.58 |
8.75 |
88.00 |
23.91 |
1.05 |
0.46 |
4.6 |
(6.6) |
2.5 |
2.9 |
(24.5) |
(1.8) |
10.2 |
34.6 |
(36.4) |
(12.0) |
(24.3) |
(18.9) |
(18.2) |
4.6 |
14.3 |
14.3 |
(218.3) |
(203.9) |
NASDAQ 100 Trust Shares |
50 |
|
| 43 |
SPDRs |
51 |
0 |
(2.32) |
3.93 |
(9.97) |
(2.21) |
(1.05) |
7.98 |
5.36 |
(2.17) |
(0.48) |
4.92 |
29.64 |
3.09 |
100.00 |
21.13 |
0.99 |
0.24 |
2.9 |
(7.0) |
1.8 |
1.8 |
(26.0) |
(1.9) |
9.8 |
29.6 |
(31.6) |
(11.8) |
(19.8) |
(17.9) |
(15.8) |
2.9 |
12.5 |
12.5 |
(189.4) |
(176.8) |
SPDRs |
51 |
|
| 44 |
Cat: Mid-Cap Blend |
26 |
0 |
(2.19) |
5.90 |
(9.88) |
(3.99) |
(0.79) |
9.93 |
7.08 |
(2.11) |
(0.77) |
7.11 |
35.49 |
5.12 |
90.00 |
25.31 |
1.13 |
0.32 |
5.3 |
(7.1) |
2.7 |
3.0 |
(25.3) |
(3.1) |
14.2 |
35.5 |
(38.6) |
(17.3) |
(21.3) |
(20.0) |
(19.3) |
5.3 |
15.5 |
15.5 |
(231.4) |
(215.9) |
Cat: Mid-Cap Blend |
26 |
|
| 45 |
Cat: Mid-Cap Value |
28 |
0 |
(2.44) |
5.42 |
(10.30) |
(3.59) |
(1.31) |
9.03 |
6.16 |
(2.23) |
(0.79) |
6.20 |
32.92 |
6.38 |
93.00 |
25.17 |
1.14 |
0.37 |
3.9 |
(7.5) |
2.0 |
2.1 |
(26.8) |
(3.2) |
12.4 |
32.9 |
(36.1) |
(15.6) |
(20.5) |
(19.5) |
(18.0) |
3.9 |
14.1 |
14.1 |
(216.5) |
(202.4) |
Cat: Mid-Cap Value |
28 |
|
| 46 |
Cat: Small Blend |
34 |
0 |
(1.95) |
7.41 |
(10.64) |
(4.54) |
(0.04) |
9.90 |
6.36 |
(1.99) |
(1.52) |
6.28 |
36.82 |
7.35 |
88.00 |
27.04 |
1.19 |
0.40 |
4.9 |
(7.5) |
2.3 |
2.7 |
(23.9) |
(6.1) |
12.6 |
36.8 |
(42.9) |
(18.6) |
(24.3) |
(20.1) |
(21.5) |
4.9 |
14.4 |
14.4 |
(257.4) |
(243.0) |
Cat: Small Blend |
34 |
|
| 47 |
Cat: Convertibles |
3 |
0 |
(2.50) |
0.94 |
(7.02) |
(2.70) |
(1.22) |
6.01 |
3.98 |
(2.14) |
(1.33) |
4.04 |
23.48 |
5.59 |
82.00 |
18.55 |
1.19 |
0.39 |
0.1 |
(7.8) |
0.1 |
0.1 |
(25.7) |
(5.3) |
8.1 |
23.5 |
(28.8) |
(13.4) |
(15.4) |
(16.1) |
(14.4) |
0.1 |
8.7 |
8.7 |
(172.8) |
(164.1) |
Cat: Convertibles |
3 |
|
| 48 |
Cat: Specialty-Communications |
37 |
0 |
(3.81) |
0.72 |
(9.83) |
(3.44) |
(2.70) |
9.65 |
5.94 |
(2.86) |
0.64 |
6.23 |
34.61 |
3.24 |
74.00 |
27.15 |
1.08 |
0.25 |
3.8 |
(7.9) |
1.8 |
2.5 |
(34.3) |
2.6 |
12.5 |
34.6 |
(32.1) |
(9.9) |
(22.2) |
(21.7) |
(16.0) |
3.8 |
16.5 |
16.5 |
(192.3) |
(175.8) |
Cat: Specialty-Communications |
37 |
|
| 49 |
Cat: Small Value |
36 |
0 |
(1.74) |
7.60 |
(10.77) |
(3.70) |
(0.11) |
8.17 |
4.58 |
(2.03) |
(2.16) |
4.59 |
32.28 |
8.73 |
87.00 |
27.67 |
1.21 |
0.44 |
2.1 |
(8.3) |
1.0 |
1.1 |
(24.4) |
(8.6) |
9.2 |
32.3 |
(40.9) |
(17.8) |
(23.1) |
(18.8) |
(20.5) |
2.1 |
10.9 |
10.9 |
(245.5) |
(234.6) |
Cat: Small Value |
36 |
|
| 50 |
zCat: Micro Cap Growth |
54 |
0 |
(6.84) |
(7.15) |
(13.44) |
(7.09) |
0.33 |
6.50 |
2.19 |
(2.04) |
(3.29) |
3.73 |
27.59 |
7.19 |
79.00 |
31.63 |
1.31 |
0.38 |
(0.6) |
(9.4) |
(0.3) |
(0.3) |
(24.5) |
(13.2) |
7.5 |
27.6 |
(40.8) |
(20.6) |
(20.1) |
(17.7) |
(20.4) |
(0.6) |
7.3 |
7.3 |
(244.5) |
(237.2) |
zCat: Micro Cap Growth |
54 |
|
| 51 |
Cat: Specialty-Financial |
38 |
0 |
(2.48) |
3.80 |
(12.45) |
(1.55) |
0.27 |
2.05 |
(1.33) |
(2.59) |
(3.97) |
(1.00) |
15.77 |
0.45 |
77.00 |
27.99 |
1.15 |
0.17 |
(8.3) |
(11.7) |
(3.9) |
(5.0) |
(31.1) |
(15.9) |
(2.0) |
15.8 |
(31.7) |
(13.9) |
(17.8) |
(15.4) |
(15.8) |
(8.3) |
(0.7) |
(0.7) |
(189.9) |
(190.6) |
Cat: Specialty-Financial |
38 |
|
| 52 |
Cat: Specialty-Technology |
43 |
0 |
(2.62) |
3.33 |
(9.50) |
(2.56) |
(1.76) |
8.41 |
3.86 |
(3.36) |
(1.94) |
3.90 |
35.03 |
8.73 |
83.00 |
25.62 |
1.10 |
0.45 |
(1.3) |
(12.0) |
(0.7) |
(0.8) |
(40.3) |
(7.8) |
7.8 |
35.0 |
(42.8) |
(15.6) |
(27.2) |
(24.2) |
(21.4) |
(1.3) |
11.7 |
11.7 |
(256.7) |
(245.0) |
Cat: Specialty-Technology |
43 |
|
| 53 |
Cat: Specialty-Natural Res |
40 |
0 |
(3.02) |
3.47 |
(12.77) |
(4.17) |
1.40 |
8.36 |
1.77 |
(2.77) |
(5.19) |
2.05 |
39.33 |
(4.84) |
73.00 |
31.13 |
1.25 |
(0.03) |
(2.6) |
(13.5) |
(1.1) |
(1.5) |
(33.2) |
(20.8) |
4.1 |
39.3 |
(60.1) |
(24.9) |
(35.2) |
(24.3) |
(30.0) |
(2.6) |
7.6 |
7.6 |
(360.5) |
(353.0) |
Cat: Specialty-Natural Res |
40 |
|
| 54 |
Cat: Specialty-Precious Metals |
41 |
0 |
(6.06) |
(9.96) |
(9.74) |
(5.73) |
1.18 |
(2.00) |
(10.44) |
(5.39) |
(7.97) |
(10.39) |
15.74 |
6.99 |
0.00 |
44.93 |
(3.33) |
0.38 |
(25.4) |
(24.1) |
(7.3) |
0.0 |
(64.7) |
(31.9) |
(20.8) |
15.7 |
(47.6) |
(11.1) |
(36.5) |
(25.2) |
(23.8) |
(25.4) |
(12.3) |
(12.3) |
(285.7) |
(298.0) |
Cat: Specialty-Precious Metals |
41 |
|
| 55 |
iPath S&P GSCI Total Return Index
ETN |
53 |
0 |
(8.56) |
(8.35) |
(16.50) |
(10.45) |
1.08 |
2.75 |
1.29 |
(6.22) |
(9.50) |
1.29 |
25.43 |
(22.80) |
90.00 |
31.51 |
1.23 |
(0.66) |
(21.2) |
(28.2) |
(8.7) |
(9.7) |
(74.6) |
(38.0) |
2.6 |
25.4 |
(63.4) |
(40.6) |
(22.9) |
(34.1) |
(31.7) |
(21.2) |
(3.3) |
(3.3) |
(380.6) |
(383.9) |
iPath S&P GSCI Total Return Index ETN |
53 |
|
| 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 |
|
|
0.302 |
<< dA/dt |
Average Top 10 |
|
1-Mo>> |
2.879 |
3.38825 |
<<3-Mo |
|
|
APA >> |
7.7331 |
2.6 |
|
2.4 |
5.5 |
Average |
|
Average |
9.9 |
(135.5) |
(125.6) |
|
|
-0.494 |
|
Average Top 30 |
|
1.656333 |
3.16902 |
|
5.0203 |
|
|
(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 = |
|
6 |
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 |
-8% |
108% |
|
<---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 |
SPDR Russell/Nomura Small Cap Japan |
JSC |
0 |
36 |
5.3 |
4.8 |
-3.6 |
12.4 |
7.7 |
7.0 |
2.4 |
4.9 |
3.5 |
2.4 |
17.2 |
3.0 |
57.0 |
21.6 |
0.2 |
23.8 |
18.3 |
14.3 |
25.1 |
59.3 |
13.8 |
4.7 |
17.2 |
-3.4 |
9.1 |
-12.5 |
13.5 |
-1.7 |
23.8 |
11.9 |
11.9 |
-20.2 |
-8.3 |
SPDR Russell/Nomura Small
Cap Japan |
|
| 2 |
Idx: MSCI Ireland ID |
- |
0 |
3 |
4.1 |
12.5 |
-11.2 |
5.2 |
9.8 |
11.1 |
15.6 |
3.5 |
7.4 |
15.6 |
17.9 |
-29.6 |
0.0 |
36.9 |
-0.8 |
30.3 |
18.0 |
10.7 |
0.0 |
42.2 |
29.7 |
31.2 |
17.9 |
11.8 |
-1.5 |
13.3 |
7.1 |
5.9 |
30.3 |
26.3 |
26.3 |
70.7 |
97.0 |
Idx: MSCI Ireland ID |
|
| 3 |
Idx: MSCI Argentina USD |
- |
0 |
1 |
3.9 |
1.9 |
0.0 |
7.6 |
6.1 |
12.2 |
-11.9 |
4.8 |
0.1 |
-11.9 |
55.8 |
-9.1 |
0.0 |
42.6 |
0.0 |
22.6 |
14.6 |
6.9 |
0.0 |
58.0 |
0.4 |
-23.8 |
55.8 |
-55.4 |
24.2 |
-79.6 |
3.1 |
-27.7 |
22.6 |
10.8 |
10.8 |
-332.2 |
-321.4 |
Idx: MSCI Argentina USD |
|
| 4 |
iShares MSCI Malaysia Index |
EWM |
0 |
20 |
-2.1 |
-2.4 |
-5.2 |
-2.8 |
1.9 |
12.8 |
7.4 |
2.4 |
4.4 |
7.4 |
37.2 |
17.0 |
66.0 |
21.1 |
0.8 |
24.5 |
11.5 |
15.1 |
22.9 |
28.4 |
17.5 |
14.7 |
37.2 |
-19.7 |
2.8 |
-22.5 |
-2.3 |
-9.8 |
24.5 |
23.1 |
23.1 |
-118.0 |
-94.9 |
iShares MSCI Malaysia Index |
|
| 5 |
iShares MSCI Germany Index |
EWG |
0 |
17 |
1.9 |
3.5 |
-5.2 |
1.9 |
7.3 |
17.7 |
15.3 |
1.6 |
6.3 |
15.3 |
47.5 |
-0.5 |
92.0 |
34.1 |
0.2 |
30.7 |
11.2 |
11.7 |
12.7 |
19.6 |
25.3 |
30.5 |
47.5 |
-22.2 |
-5.2 |
-16.9 |
-8.9 |
-11.1 |
30.7 |
34.4 |
34.4 |
-132.9 |
-98.5 |
iShares MSCI Germany Index |
|
| 6 |
Market Vectors Indonesia Index ETF |
IDX |
0 |
2 |
-4.5 |
-8.0 |
-3.5 |
-8.5 |
2.2 |
13.3 |
9.9 |
1.4 |
6.8 |
9.9 |
35.0 |
0.0 |
0.0 |
0.0 |
0.0 |
24.8 |
11.1 |
0.0 |
0.0 |
17.2 |
27.2 |
19.8 |
35.0 |
-7.8 |
7.5 |
-15.2 |
-4.6 |
-3.9 |
24.8 |
27.3 |
27.3 |
-46.7 |
-19.3 |
Market Vectors Indonesia
Index ETF |
|
| 7 |
Idx: MSCI Philippines USD |
- |
0 |
4 |
-2.4 |
-1.3 |
-7.3 |
-6.9 |
5.8 |
5.8 |
-1.9 |
1.4 |
2.7 |
-1.9 |
20.9 |
15.8 |
0.0 |
28.1 |
0.7 |
11.2 |
7.0 |
5.2 |
0.0 |
17.2 |
10.7 |
-3.8 |
20.9 |
-10.2 |
14.5 |
-24.7 |
0.3 |
-5.1 |
11.2 |
9.3 |
9.3 |
-61.4 |
-52.1 |
Idx: MSCI Philippines USD |
|
| 8 |
iShares MSCI France Index |
EWQ |
0 |
15 |
-0.9 |
4.0 |
-10.6 |
0.0 |
3.1 |
16.2 |
15.1 |
0.3 |
4.5 |
15.1 |
45.0 |
-1.8 |
94.0 |
32.6 |
0.1 |
24.1 |
5.3 |
9.6 |
10.2 |
3.1 |
18.2 |
30.3 |
45.0 |
-26.8 |
-12.1 |
-14.7 |
-13.8 |
-13.4 |
24.1 |
31.1 |
31.1 |
-161.0 |
-129.8 |
iShares MSCI France Index |
|
| 9 |
iPath MSCI India Index ETN |
INP |
0 |
8 |
-1.5 |
-2.4 |
-3.8 |
-8.2 |
8.3 |
-0.2 |
-9.8 |
3.0 |
-3.6 |
-9.7 |
9.5 |
10.3 |
62.0 |
41.9 |
0.4 |
2.8 |
5.3 |
0.9 |
1.4 |
35.8 |
-14.5 |
-19.5 |
9.5 |
-24.0 |
5.0 |
-29.0 |
8.4 |
-12.0 |
2.8 |
-8.2 |
-8.2 |
-144.2 |
-152.4 |
iPath MSCI India Index ETN |
|
| 10 |
iShares MSCI Chile Investable Mkt Idx |
ECH |
0 |
22 |
-3.3 |
-5.5 |
-4.6 |
-3.9 |
0.7 |
9.0 |
-4.1 |
-0.9 |
6.3 |
-4.1 |
34.7 |
19.7 |
38.0 |
25.8 |
0.8 |
10.3 |
3.7 |
5.2 |
13.6 |
-10.3 |
25.0 |
-8.2 |
34.7 |
-9.7 |
33.2 |
-42.9 |
-10.2 |
-4.8 |
10.3 |
17.2 |
17.2 |
-58.1 |
-40.9 |
iShares MSCI Chile
Investable Mkt Idx |
|
| 11 |
iShares MSCI Mexico Investable Mkt Idx |
EWW |
0 |
21 |
0.3 |
3.4 |
-4.3 |
-1.8 |
4.1 |
8.8 |
1.8 |
1.0 |
0.2 |
1.7 |
32.2 |
4.8 |
83.0 |
33.7 |
0.3 |
12.3 |
3.3 |
4.7 |
5.7 |
12.4 |
1.0 |
3.5 |
32.2 |
-31.3 |
-2.5 |
-28.7 |
-6.2 |
-15.6 |
12.3 |
12.2 |
12.2 |
-187.5 |
-175.3 |
iShares MSCI Mexico
Investable Mkt Idx |
|
| 12 |
iShares MSCI EMU Index |
EZU |
0 |
14 |
-1.0 |
2.7 |
-10.3 |
-0.6 |
4.5 |
13.8 |
12.6 |
-0.3 |
2.6 |
12.6 |
40.3 |
-4.2 |
96.0 |
33.8 |
0.0 |
18.1 |
1.7 |
7.0 |
7.3 |
-3.4 |
10.2 |
25.3 |
40.3 |
-30.1 |
-15.1 |
-15.0 |
-14.6 |
-15.0 |
18.1 |
25.3 |
25.3 |
-180.5 |
-155.3 |
iShares MSCI EMU Index |
|
| 13 |
0 |
0.0 |
0 |
45 |
-4.9 |
0.0 |
-3.4 |
-1.1 |
0.0 |
0.6 |
0.0 |
0.0 |
0.0 |
2.6 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
1.3 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
5.1 |
0.0 |
0.0 |
-5.1 |
5.1 |
-0.5 |
0.0 |
1.3 |
1.7 |
1.7 |
0.0 |
1.7 |
0 |
|
| 14 |
iShares MSCI Spain Index |
EWP |
0 |
30 |
-1.5 |
2.2 |
-11.9 |
-1.5 |
5.1 |
14.2 |
17.0 |
-0.6 |
1.3 |
17.0 |
39.2 |
-2.7 |
82.0 |
37.4 |
0.1 |
18.0 |
-0.3 |
6.2 |
7.6 |
-6.7 |
5.4 |
34.0 |
39.2 |
-33.8 |
-28.7 |
-5.2 |
-16.6 |
-16.9 |
18.0 |
26.2 |
26.2 |
-203.0 |
-176.8 |
iShares MSCI Spain Index |
|
| 15 |
iShares MSCI South Korea Index |
EWY |
0 |
27 |
-7.4 |
-4.8 |
-15.9 |
-12.2 |
3.3 |
13.5 |
6.8 |
-1.0 |
1.5 |
6.8 |
46.6 |
9.5 |
66.0 |
41.5 |
0.4 |
13.5 |
-1.5 |
4.2 |
6.4 |
-12.1 |
6.2 |
13.6 |
46.6 |
-40.4 |
-7.4 |
-33.0 |
-18.3 |
-20.2 |
13.5 |
22.1 |
22.1 |
-242.4 |
-220.3 |
iShares MSCI South Korea Index |
|
| 16 |
SPDR S&P Emerging Middle East & Africa |
GAF |
0 |
39 |
-1.9 |
6.3 |
-12.8 |
-4.8 |
3.5 |
6.3 |
-5.6 |
-0.8 |
0.0 |
-5.6 |
31.7 |
8.2 |
79.0 |
28.3 |
0.4 |
2.6 |
-2.5 |
1.2 |
1.5 |
-10.0 |
0.0 |
-11.2 |
31.7 |
-31.7 |
11.1 |
-42.8 |
-11.4 |
-15.9 |
2.6 |
6.8 |
6.8 |
-190.3 |
-183.5 |
SPDR S&P Emerging
Middle East & Africa |
| 17 |
iShares S&P Latin America 40 Index |
ILF |
0 |
29 |
-0.9 |
2.0 |
-6.0 |
-2.9 |
3.3 |
5.5 |
-2.7 |
0.0 |
-2.6 |
-2.7 |
27.4 |
0.5 |
80.0 |
34.0 |
0.2 |
3.0 |
-2.5 |
1.1 |
1.4 |
0.4 |
-10.4 |
-5.4 |
27.4 |
-37.8 |
-4.9 |
-32.9 |
-8.6 |
-18.9 |
3.0 |
3.9 |
3.9 |
-226.7 |
-222.9 |
iShares S&P Latin
America 40 Index |
|
| 18 |
iShares MSCI Austria Investable Mkt Idx |
EWO |
0 |
10 |
-2.4 |
10.1 |
-18.2 |
-3.5 |
2.2 |
13.6 |
3.7 |
-0.5 |
-1.0 |
3.7 |
52.2 |
-9.9 |
88.0 |
43.9 |
0.0 |
12.3 |
-2.6 |
3.7 |
4.2 |
-6.2 |
-4.1 |
7.4 |
52.2 |
-56.4 |
-11.5 |
-44.8 |
-18.7 |
-28.2 |
12.3 |
18.5 |
18.5 |
-338.2 |
-319.6 |
iShares MSCI Austria
Investable Mkt Idx |
|
| 19 |
iShares MSCI Australia Index |
EWA |
0 |
9 |
-1.2 |
5.5 |
-12.2 |
-2.8 |
4.7 |
11.5 |
4.2 |
-0.8 |
-0.4 |
4.2 |
43.1 |
4.4 |
87.0 |
34.2 |
0.3 |
10.1 |
-2.8 |
3.8 |
4.4 |
-9.5 |
-1.7 |
8.4 |
43.1 |
-44.8 |
-10.1 |
-34.7 |
-16.8 |
-22.4 |
10.1 |
16.6 |
16.6 |
-268.8 |
-252.2 |
iShares MSCI Australia Index |
|
| 20 |
iShares MSCI Singapore Index |
EWS |
0 |
28 |
-5.5 |
-6.6 |
-8.1 |
-6.9 |
-0.2 |
6.8 |
0.5 |
-1.9 |
1.9 |
0.5 |
26.6 |
7.5 |
79.0 |
33.3 |
0.4 |
3.0 |
-4.0 |
1.2 |
1.5 |
-23.3 |
7.5 |
1.1 |
26.6 |
-19.2 |
6.4 |
-25.5 |
-14.3 |
-9.6 |
3.0 |
11.7 |
11.7 |
-115.0 |
-103.2 |
iShares MSCI Singapore Index |
|
| 21 |
iShares MSCI Pacific ex-Japan |
EPP |
0 |
24 |
-2.8 |
0.7 |
-9.6 |
-3.7 |
1.6 |
10.0 |
3.0 |
-1.4 |
0.2 |
3.0 |
38.2 |
5.4 |
91.0 |
31.7 |
0.3 |
7.1 |
-4.0 |
2.9 |
3.2 |
-16.7 |
0.7 |
6.0 |
38.2 |
-37.6 |
-5.3 |
-32.2 |
-17.0 |
-18.8 |
7.1 |
15.0 |
15.0 |
-225.4 |
-210.4 |
iShares MSCI Pacific ex-Japan |
|
| 22 |
iShares MSCI Emerging Markets Index |
EEM |
0 |
23 |
-3.2 |
0.6 |
-8.3 |
-7.2 |
2.0 |
7.2 |
0.9 |
-0.9 |
-1.2 |
0.9 |
29.9 |
3.6 |
85.0 |
31.9 |
0.3 |
3.9 |
-4.0 |
1.6 |
1.9 |
-11.3 |
-4.9 |
1.8 |
29.9 |
-34.8 |
-6.7 |
-28.0 |
-13.0 |
-17.4 |
3.9 |
8.9 |
8.9 |
-208.5 |
-199.6 |
iShares MSCI Emerging
Markets Index |
|
| 23 |
iShares MSCI South Africa Index |
EZA |
0 |
25 |
-2.7 |
6.7 |
-15.2 |
-6.4 |
3.9 |
8.3 |
-3.7 |
-1.3 |
-1.3 |
-3.6 |
39.6 |
11.4 |
78.0 |
35.3 |
0.5 |
2.9 |
-5.2 |
1.1 |
1.4 |
-15.2 |
-5.4 |
-7.3 |
39.6 |
-44.9 |
1.9 |
-46.8 |
-16.2 |
-22.5 |
2.9 |
9.0 |
9.0 |
-269.5 |
-260.5 |
iShares MSCI South Africa Index |
|
| 24 |
iShares MSCI Switzerland Index |
EWL |
0 |
32 |
-9.3 |
-11.3 |
-16.6 |
-3.0 |
-6.1 |
11.8 |
8.3 |
-4.3 |
7.4 |
8.3 |
35.8 |
5.8 |
85.0 |
24.7 |
0.3 |
7.7 |
-5.4 |
4.1 |
4.8 |
-51.0 |
29.5 |
16.5 |
35.8 |
-6.4 |
12.9 |
-19.3 |
-24.8 |
-3.2 |
7.7 |
27.3 |
27.3 |
-38.2 |
-10.9 |
iShares MSCI Switzerland Index |
|
| 25 |
SPDR S&P BRIC 40 |
BIK |
0 |
37 |
-2.2 |
0.9 |
-6.3 |
-6.2 |
2.8 |
5.8 |
2.9 |
-0.9 |
-4.3 |
2.9 |
25.6 |
0.2 |
78.0 |
32.8 |
0.2 |
1.0 |
-6.9 |
0.4 |
0.5 |
-10.2 |
-17.2 |
5.8 |
25.6 |
-42.8 |
-23.1 |
-19.7 |
-13.0 |
-21.4 |
1.0 |
4.7 |
4.7 |
-256.8 |
-252.1 |
SPDR S&P BRIC 40 |
|
| 26 |
iShares MSCI Brazil Index |
EWZ |
0 |
12 |
-2.3 |
1.5 |
-7.7 |
-5.2 |
2.2 |
3.9 |
-3.8 |
-1.0 |
-3.9 |
-3.8 |
24.5 |
-2.1 |
74.0 |
38.3 |
0.1 |
-2.8 |
-7.0 |
-0.9 |
-1.3 |
-12.1 |
-15.8 |
-7.6 |
24.5 |
-40.2 |
-8.2 |
-32.1 |
-11.8 |
-20.1 |
-2.8 |
0.4 |
0.4 |
-241.4 |
-241.0 |
iShares MSCI Brazil Index |
|
| 27 |
SPDR S&P 500 |
SPY |
0 |
40 |
-2.3 |
3.9 |
-10.0 |
-2.2 |
-1.1 |
8.0 |
5.4 |
-2.2 |
-0.5 |
4.9 |
29.6 |
3.1 |
100.0 |
21.1 |
0.2 |
2.9 |
-7.0 |
1.8 |
1.8 |
-26.0 |
-1.9 |
9.8 |
29.6 |
-31.6 |
-11.8 |
-19.8 |
-17.9 |
-15.8 |
2.9 |
12.5 |
12.5 |
-189.4 |
-176.8 |
SPDR S&P 500 |
|
| 28 |
iShares MSCI United Kingdom Index |
EWU |
0 |
34 |
-3.1 |
0.8 |
-12.3 |
-0.4 |
-0.5 |
9.7 |
4.4 |
-2.9 |
1.2 |
4.3 |
36.2 |
-1.6 |
93.0 |
27.0 |
0.1 |
3.8 |
-7.4 |
1.8 |
2.0 |
-34.4 |
4.8 |
8.7 |
36.2 |
-31.4 |
-3.9 |
-27.5 |
-21.6 |
-15.7 |
3.8 |
16.6 |
16.6 |
-188.5 |
-171.9 |
iShares MSCI United
Kingdom Index |
|
| 29 |
SPDR S&P Emerging Europe |
GUR |
0 |
38 |
-0.9 |
4.7 |
-10.4 |
-5.5 |
7.8 |
9.5 |
5.3 |
-1.0 |
-5.1 |
5.3 |
38.7 |
-6.1 |
81.0 |
40.8 |
0.1 |
4.2 |
-8.1 |
1.3 |
1.7 |
-12.1 |
-20.4 |
10.6 |
38.7 |
-59.1 |
-31.0 |
-28.1 |
-18.3 |
-29.5 |
4.2 |
9.6 |
9.6 |
-354.5 |
-344.9 |
SPDR S&P Emerging Europe |
|
| 30 |
Idx: MSCI Turkey USD |
- |
0 |
7 |
1.4 |
-1.5 |
2.1 |
-7.7 |
12.6 |
-2.5 |
-11.2 |
-0.7 |
-6.0 |
-11.2 |
8.0 |
7.8 |
0.0 |
46.1 |
0.4 |
-11.7 |
-8.2 |
-3.3 |
0.0 |
-8.6 |
-24.0 |
-22.3 |
8.0 |
-31.9 |
-1.7 |
-30.3 |
-5.1 |
-16.0 |
-11.7 |
-12.8 |
-12.8 |
-191.5 |
-204.2 |
Idx: MSCI Turkey USD |
|
| 31 |
Market Vectors Russia ETF |
RSX |
0 |
35 |
-0.3 |
6.8 |
-11.6 |
-2.0 |
5.6 |
8.0 |
1.7 |
-0.4 |
-7.4 |
1.7 |
38.1 |
-9.5 |
64.0 |
49.2 |
0.0 |
1.7 |
-8.7 |
0.4 |
0.7 |
-4.9 |
-29.7 |
3.3 |
38.1 |
-67.8 |
-33.0 |
-34.7 |
-16.2 |
-33.9 |
1.7 |
3.9 |
3.9 |
-406.5 |
-402.6 |
Market Vectors Russia ETF |
|
| 32 |
iShares MSCI Taiwan Index |
EWT |
0 |
33 |
-6.7 |
-3.3 |
-16.8 |
-4.8 |
-2.2 |
8.4 |
-2.8 |
-3.7 |
2.1 |
-2.8 |
38.1 |
6.3 |
68.0 |
34.2 |
0.3 |
-0.8 |
-8.9 |
-0.3 |
-0.4 |
-44.2 |
8.6 |
-5.6 |
38.1 |
-29.5 |
14.2 |
-43.7 |
-23.3 |
-14.8 |
-0.8 |
13.7 |
13.7 |
-177.1 |
-163.4 |
iShares MSCI Taiwan Index |
|
| 33 |
iShares MSCI Turkey Invest Mkt Index |
TUR |
0 |
44 |
-0.1 |
0.0 |
-0.7 |
-9.7 |
0.0 |
0.1 |
-8.4 |
-1.4 |
-5.0 |
-8.4 |
15.1 |
12.3 |
58.0 |
45.5 |
0.5 |
-9.7 |
-9.2 |
-2.8 |
-4.8 |
-16.8 |
-20.1 |
-16.9 |
15.1 |
-35.2 |
-3.3 |
-32.0 |
-9.9 |
-17.6 |
-9.7 |
-7.3 |
-7.3 |
-211.3 |
-218.6 |
iShares MSCI Turkey
Invest Mkt Index |
|
| 34 |
Idx: MSCI Portugal ID |
- |
0 |
5 |
-3.0 |
-2.2 |
-9.0 |
-2.6 |
1.6 |
6.9 |
6.0 |
-2.3 |
-2.5 |
6.0 |
26.6 |
-7.7 |
0.0 |
29.3 |
-0.1 |
0.2 |
-9.4 |
0.1 |
0.0 |
-27.6 |
-10.1 |
11.9 |
26.6 |
-36.7 |
-22.0 |
-14.7 |
-18.5 |
-18.4 |
0.2 |
9.5 |
9.5 |
-220.2 |
-210.7 |
Idx: MSCI Portugal ID |
|
| 35 |
iShares MSCI Belgium Investable Mkt Idx |
EWK |
0 |
11 |
-5.3 |
-2.2 |
-12.3 |
-6.9 |
0.2 |
10.1 |
9.4 |
-3.9 |
1.8 |
9.4 |
33.4 |
-7.0 |
87.0 |
35.5 |
0.0 |
3.0 |
-10.0 |
1.1 |
1.3 |
-47.3 |
7.1 |
18.7 |
33.4 |
-26.3 |
-11.6 |
-14.6 |
-25.4 |
-13.1 |
3.0 |
19.7 |
19.7 |
-157.6 |
-137.8 |
iShares MSCI Belgium
Investable Mkt Idx |
| 36 |
iShares MSCI Hong Kong Index |
EWH |
0 |
18 |
-5.2 |
-7.1 |
-4.7 |
-5.1 |
-4.0 |
5.7 |
-0.8 |
-3.5 |
-0.9 |
-0.8 |
28.2 |
6.6 |
67.0 |
27.1 |
0.4 |
-4.8 |
-11.5 |
-2.3 |
-3.5 |
-42.4 |
-3.5 |
-1.7 |
28.2 |
-31.7 |
-1.9 |
-29.9 |
-21.4 |
-15.9 |
-4.8 |
7.7 |
7.7 |
-190.3 |
-182.6 |
iShares MSCI Hong Kong Index |
|
| 37 |
U.S. Global Investors Eastern European |
EUROX |
0 |
41 |
-2.6 |
2.8 |
-10.0 |
-5.7 |
2.4 |
6.5 |
0.5 |
-2.2 |
-5.4 |
0.5 |
32.9 |
-10.5 |
82.0 |
40.1 |
-0.1 |
-3.4 |
-11.9 |
-1.1 |
-1.4 |
-25.9 |
-21.6 |
0.9 |
32.9 |
-54.5 |
-22.5 |
-32.0 |
-19.9 |
-27.3 |
-3.4 |
4.1 |
4.1 |
-327.2 |
-323.1 |
U.S. Global Investors
Eastern European |
|
| 38 |
iShares MSCI Italy Index |
EWI |
0 |
19 |
-3.9 |
-2.0 |
-14.1 |
-3.7 |
4.2 |
8.8 |
10.0 |
-3.3 |
-3.0 |
10.0 |
31.4 |
-10.4 |
91.0 |
36.3 |
-0.1 |
-0.1 |
-12.9 |
0.0 |
0.0 |
-39.7 |
-12.0 |
20.1 |
31.4 |
-43.4 |
-32.1 |
-11.3 |
-24.5 |
-21.7 |
-0.1 |
13.1 |
13.1 |
-260.3 |
-247.1 |
iShares MSCI Italy Index |
|
| 39 |
iShares FTSE China 25 Index Fund |
FXI |
0 |
16 |
-5.7 |
-5.0 |
-3.8 |
-9.7 |
-4.1 |
1.7 |
1.3 |
-3.8 |
-2.8 |
1.3 |
12.0 |
1.2 |
62.0 |
30.5 |
0.2 |
-10.5 |
-14.2 |
-4.5 |
-7.2 |
-45.5 |
-11.2 |
2.6 |
12.0 |
-23.2 |
-13.8 |
-9.4 |
-18.6 |
-11.6 |
-10.5 |
1.1 |
1.1 |
-139.4 |
-138.3 |
iShares FTSE China 25
Index Fund |
|
| 40 |
iShares MSCI Netherlands Invstbl Mkt Idx |
EWN |
0 |
26 |
-5.5 |
-2.2 |
-16.4 |
-5.8 |
2.1 |
6.3 |
4.3 |
-3.2 |
-4.6 |
4.3 |
28.9 |
-1.9 |
93.0 |
32.6 |
0.1 |
-4.8 |
-14.2 |
-1.9 |
-2.1 |
-38.4 |
-18.3 |
8.6 |
28.9 |
-47.2 |
-26.9 |
-20.3 |
-22.9 |
-23.6 |
-4.8 |
6.4 |
6.4 |
-283.2 |
-276.8 |
iShares MSCI Netherlands
Invstbl Mkt Idx |
| 41 |
iShares MSCI Canada Index |
EWC |
0 |
13 |
-3.1 |
1.6 |
-10.5 |
-2.9 |
-0.7 |
6.0 |
2.9 |
-3.1 |
-5.1 |
2.8 |
29.5 |
0.3 |
77.0 |
31.3 |
0.2 |
-5.6 |
-14.4 |
-2.3 |
-3.0 |
-37.1 |
-20.6 |
5.7 |
29.5 |
-50.1 |
-26.3 |
-23.8 |
-22.6 |
-25.0 |
-5.6 |
4.9 |
4.9 |
-300.5 |
-295.6 |
iShares MSCI Canada Index |
|
| 42 |
iShares MSCI Israel Cap Invest Mkt Index |
EIS |
0 |
42 |
-3.2 |
0.0 |
-12.7 |
-6.8 |
0.0 |
1.7 |
-8.2 |
-2.9 |
-5.9 |
-8.2 |
23.9 |
2.9 |
66.0 |
25.4 |
0.2 |
-12.7 |
-14.5 |
-6.5 |
-9.8 |
-34.4 |
-23.7 |
-16.4 |
23.9 |
-47.6 |
-7.3 |
-40.2 |
-18.2 |
-23.8 |
-12.7 |
-5.4 |
-5.4 |
-285.5 |
-290.9 |
iShares MSCI Israel Cap
Invest Mkt Index |
| 43 |
Idx: MSCI Thailand USD |
- |
0 |
6 |
-7.8 |
-11.3 |
-8.1 |
-11.8 |
0.0 |
8.0 |
0.3 |
-4.2 |
-3.1 |
0.3 |
38.8 |
12.7 |
0.0 |
34.0 |
0.5 |
-5.7 |
-15.6 |
-2.2 |
0.0 |
-49.9 |
-12.3 |
0.6 |
38.8 |
-51.2 |
-12.9 |
-38.3 |
-27.9 |
-25.6 |
-5.7 |
9.0 |
9.0 |
-307.0 |
-297.9 |
Idx: MSCI Thailand USD |
|
| 44 |
iShares MSCI Sweden Index |
EWD |
0 |
31 |
-10.5 |
-12.3 |
-17.6 |
-8.8 |
-3.3 |
11.0 |
5.3 |
-5.7 |
0.3 |
5.3 |
44.1 |
10.5 |
85.0 |
35.1 |
0.5 |
-3.0 |
-16.7 |
-1.1 |
-1.3 |
-67.9 |
1.2 |
10.6 |
44.1 |
-42.9 |
-9.4 |
-33.4 |
-34.5 |
-21.4 |
-3.0 |
18.6 |
18.6 |
-257.3 |
-238.7 |
iShares MSCI Sweden Index |
|
| 45 |
iShares MSCI Thailand Invest Mkt Index |
THD |
0 |
43 |
-9.6 |
0.0 |
-8.7 |
-13.1 |
0.0 |
8.3 |
0.0 |
-4.7 |
-3.3 |
0.0 |
41.4 |
16.8 |
62.0 |
36.3 |
0.6 |
-7.1 |
-17.4 |
-2.5 |
-4.1 |
-56.3 |
-13.3 |
0.0 |
41.4 |
-54.6 |
-13.2 |
-41.4 |
-30.6 |
-27.3 |
-7.1 |
9.3 |
9.3 |
-327.8 |
-318.4 |
iShares MSCI Thailand
Invest Mkt Index |
|
| 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
>> |
20.51 |
|
2.1 |
2.3 |
Average |
|
|
|
Average |
13.1 |
(179.8) |
(166.7) |
|
|
|
|
|
|
|
|
|
Commodity and Currency
Asset Class Performance and Momentum |
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
|
6 |
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 Sugar TR Sub-Idx ETN |
SGG |
0 |
23 |
12.63 |
12.45 |
0.75 |
23.43 |
13.88 |
29.13 |
(5.74) |
18.11 |
5.10 |
(5.75) |
99.05 |
19.67 |
45.96 |
0.61 |
81.3 |
59.4 |
23.0 |
217.3 |
20.4 |
(11.5) |
99.1 |
(78.7) |
31.9 |
(110.5) |
38.7 |
(39.3) |
81.3 |
36.0 |
36.0 |
(471.9) |
(435.9) |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
|
| 2 |
iPath DJ-UBS Lead TR Sub-Idx ETN |
LD |
0 |
31 |
2.80 |
14.47 |
(10.00) |
1.92 |
4.81 |
15.99 |
4.26 |
6.84 |
0.78 |
4.26 |
52.08 |
11.73 |
42.00 |
0.47 |
36.4 |
21.3 |
11.3 |
82.1 |
3.1 |
8.5 |
52.1 |
(49.0) |
(5.4) |
(43.6) |
8.5 |
(24.5) |
36.4 |
21.2 |
21.2 |
(293.8) |
(272.5) |
iPath DJ-UBS Lead TR Sub-Idx ETN |
|
| 3 |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
NIB |
0 |
37 |
11.03 |
5.56 |
(1.88) |
25.20 |
15.23 |
4.15 |
2.99 |
4.78 |
5.53 |
2.99 |
3.30 |
(4.13) |
33.40 |
0.03 |
22.2 |
19.9 |
8.6 |
57.4 |
22.1 |
6.0 |
3.3 |
18.8 |
16.1 |
2.7 |
17.8 |
9.4 |
22.2 |
10.5 |
10.5 |
112.9 |
123.4 |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
|
| 4 |
CurrencyShares Swiss Franc Trust |
FXF |
0 |
40 |
(3.48) |
(7.69) |
(6.61) |
0.31 |
0.07 |
12.25 |
10.80 |
1.41 |
9.13 |
10.80 |
27.68 |
6.48 |
14.98 |
0.47 |
25.7 |
13.4 |
22.3 |
16.9 |
36.5 |
21.6 |
27.7 |
8.8 |
14.9 |
(6.1) |
(1.7) |
4.4 |
25.7 |
28.6 |
28.6 |
53.0 |
81.6 |
CurrencyShares Swiss Franc Trust |
|
| 5 |
WisdomTree Dreyfus New Zealand
Dollar |
BNZ |
0 |
2 |
(1.84) |
(1.08) |
(4.20) |
(0.81) |
(1.26) |
10.38 |
7.78 |
0.95 |
9.30 |
7.77 |
23.49 |
6.09 |
20.28 |
0.38 |
21.9 |
12.2 |
14.0 |
11.4 |
37.2 |
15.5 |
23.5 |
13.7 |
21.7 |
(8.0) |
(1.5) |
6.9 |
21.9 |
25.4 |
25.4 |
82.3 |
107.7 |
WisdomTree Dreyfus New Zealand
Dollar |
|
| 6 |
WisdomTree Dreyfus Brazilian Real |
BZF |
0 |
5 |
(3.30) |
0.50 |
(14.89) |
(1.01) |
2.19 |
10.42 |
10.09 |
1.67 |
5.95 |
10.10 |
23.95 |
9.07 |
18.85 |
0.54 |
22.0 |
11.0 |
15.2 |
20.0 |
23.8 |
20.2 |
24.0 |
(0.1) |
3.6 |
(3.7) |
(0.8) |
(0.1) |
22.0 |
22.7 |
22.7 |
(0.9) |
21.8 |
WisdomTree Dreyfus Brazilian Real |
|
| 7 |
CurrencyShares Australian Dollar
Trust |
FXA |
0 |
47 |
(0.80) |
1.56 |
(6.66) |
(1.19) |
3.07 |
11.21 |
6.91 |
0.78 |
4.70 |
6.91 |
32.44 |
7.48 |
19.68 |
0.45 |
18.6 |
7.0 |
12.3 |
9.4 |
18.8 |
13.8 |
32.4 |
(13.6) |
5.0 |
(18.6) |
(6.4) |
(6.8) |
18.6 |
21.7 |
21.7 |
(81.8) |
(60.2) |
CurrencyShares Australian Dollar
Trust |
|
| 8 |
CurrencyShares Japanese Yen Trust |
FXY |
0 |
43 |
0.27 |
(1.77) |
(1.81) |
2.91 |
1.75 |
3.58 |
0.64 |
1.22 |
3.17 |
0.63 |
9.31 |
9.28 |
11.29 |
0.82 |
9.5 |
6.8 |
10.9 |
14.6 |
12.7 |
1.3 |
9.3 |
3.4 |
11.4 |
(8.0) |
2.7 |
1.7 |
9.5 |
7.8 |
7.8 |
20.2 |
28.0 |
CurrencyShares Japanese Yen Trust |
|
| 9 |
CurrencyShares Russian Ruble Trust |
XRU |
0 |
48 |
1.89 |
5.82 |
(1.03) |
(1.93) |
4.72 |
6.88 |
10.64 |
1.47 |
1.62 |
10.64 |
13.79 |
0.00 |
0.00 |
0.00 |
14.8 |
6.0 |
0.0 |
17.6 |
6.5 |
21.3 |
13.8 |
(7.3) |
(14.8) |
7.5 |
(0.3) |
(3.7) |
14.8 |
13.9 |
13.9 |
(43.9) |
(30.0) |
CurrencyShares Russian Ruble Trust |
|
| 10 |
WisdomTree Dreyfus Indian Rupee |
ICN |
0 |
3 |
0.12 |
2.01 |
(3.26) |
(0.57) |
2.32 |
4.13 |
3.21 |
1.19 |
1.43 |
3.21 |
10.70 |
4.82 |
10.89 |
0.46 |
9.3 |
5.0 |
11.1 |
14.3 |
5.7 |
6.4 |
10.7 |
(5.0) |
(0.7) |
(4.3) |
1.0 |
(2.5) |
9.3 |
7.6 |
7.6 |
(29.9) |
(22.3) |
WisdomTree Dreyfus Indian Rupee |
|
| 11 |
CurrencyShares Euro Trust |
FXE |
0 |
44 |
0.19 |
1.42 |
(2.31) |
(1.95) |
3.59 |
7.61 |
8.62 |
0.80 |
2.41 |
8.62 |
18.63 |
(2.21) |
15.40 |
(0.09) |
13.8 |
4.8 |
11.6 |
9.6 |
9.6 |
17.2 |
18.6 |
(9.0) |
(7.6) |
(1.4) |
(3.5) |
(4.5) |
13.8 |
15.2 |
15.2 |
(53.9) |
(38.8) |
CurrencyShares Euro Trust |
|
| 12 |
WisdomTree Dreyfus South African
Rand |
SZR |
0 |
1 |
(1.19) |
1.14 |
(7.69) |
(2.32) |
4.11 |
4.84 |
(0.78) |
0.83 |
1.11 |
(0.78) |
18.22 |
12.60 |
18.82 |
0.71 |
7.8 |
3.6 |
142.2 |
10.0 |
4.4 |
(1.6) |
18.2 |
(13.8) |
6.0 |
(19.8) |
(1.9) |
(6.9) |
7.8 |
7.0 |
7.0 |
(82.7) |
(75.6) |
WisdomTree Dreyfus South African
Rand |
|
| 13 |
WisdomTree Dreyfus Emerging Currency |
CEW |
2 |
49 |
(0.20) |
1.59 |
(3.09) |
(1.69) |
2.38 |
4.80 |
3.24 |
0.52 |
1.79 |
3.24 |
13.67 |
0.00 |
0.00 |
0.00 |
8.4 |
3.4 |
0.0 |
6.2 |
7.2 |
6.5 |
13.7 |
(6.5) |
0.7 |
(7.2) |
(2.2) |
(3.3) |
8.4 |
9.1 |
9.1 |
(39.1) |
(30.0) |
WisdomTree Dreyfus Emerging Currency |
|
| 14 |
PowerShares DB US Dollar Index
Bearish |
UDN |
0 |
10 |
(0.59) |
(0.53) |
(3.02) |
(0.97) |
2.16 |
6.10 |
6.13 |
0.31 |
2.20 |
6.12 |
15.78 |
(0.60) |
11.59 |
(0.02) |
10.1 |
3.1 |
11.4 |
3.7 |
8.8 |
12.2 |
15.8 |
(7.0) |
(3.4) |
(3.5) |
(4.0) |
(3.5) |
10.1 |
12.3 |
12.3 |
(41.9) |
(29.6) |
PowerShares DB US Dollar Index
Bearish |
|
| 15 |
iPath DJ-UBS Copper TR Sub-Idx ETN |
JJC |
0 |
35 |
1.24 |
11.77 |
(14.22) |
6.05 |
1.35 |
9.62 |
(5.11) |
1.50 |
(1.44) |
(5.11) |
43.54 |
0.74 |
36.48 |
0.21 |
11.4 |
3.1 |
4.1 |
18.0 |
(5.8) |
(10.2) |
43.5 |
(49.3) |
4.5 |
(53.8) |
(7.2) |
(24.7) |
11.4 |
9.2 |
9.2 |
(295.8) |
(286.6) |
iPath DJ-UBS Copper TR Sub-Idx ETN |
|
| 16 |
iPath DJ-UBS Livestock TR Sub-Idx
ETN |
COW |
0 |
30 |
4.41 |
5.15 |
1.00 |
(0.64) |
12.13 |
(2.56) |
(4.85) |
4.31 |
(10.82) |
(4.84) |
1.11 |
(12.27) |
13.70 |
(0.90) |
(0.0) |
2.1 |
(0.0) |
51.7 |
(43.3) |
(9.7) |
1.1 |
(44.4) |
(33.6) |
(10.8) |
11.8 |
(22.2) |
(0.0) |
(17.3) |
(17.3) |
(266.3) |
(283.6) |
iPath DJ-UBS Livestock TR Sub-Idx
ETN |
|
| 17 |
CurrencyShares Canadian Dollar
Trust |
FXC |
0 |
45 |
0.60 |
1.83 |
(2.40) |
0.23 |
2.75 |
3.77 |
3.65 |
0.44 |
0.54 |
3.65 |
10.44 |
2.05 |
13.10 |
0.20 |
6.3 |
1.9 |
6.2 |
5.3 |
2.2 |
7.3 |
10.4 |
(8.3) |
(5.1) |
(3.1) |
(2.1) |
(4.1) |
6.3 |
6.6 |
6.6 |
(49.7) |
(43.0) |
CurrencyShares Canadian Dollar Trust |
|
| 18 |
Merk Hard Currency Inv |
MERKX |
0 |
16 |
(1.36) |
(0.84) |
(4.83) |
(1.59) |
1.84 |
6.48 |
5.56 |
(0.21) |
2.33 |
5.56 |
18.23 |
3.61 |
12.94 |
0.31 |
9.0 |
1.7 |
9.1 |
(2.5) |
9.3 |
11.1 |
18.2 |
(8.9) |
(1.8) |
(7.1) |
(6.4) |
(4.5) |
9.0 |
12.9 |
12.9 |
(53.5) |
(40.6) |
Merk Hard Currency Inv |
|
| 19 |
Merk Asian Currency Inv |
MEAFX |
0 |
17 |
(0.45) |
(0.05) |
(1.95) |
(0.60) |
0.79 |
1.89 |
1.17 |
0.08 |
1.01 |
1.18 |
5.28 |
0.37 |
3.56 |
0.04 |
3.2 |
1.3 |
11.5 |
1.0 |
4.0 |
2.4 |
5.3 |
(1.2) |
1.7 |
(2.9) |
(1.1) |
(0.6) |
3.2 |
3.9 |
3.9 |
(7.4) |
(3.5) |
Merk Asian Currency Inv |
|
| 20 |
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 |
|
| 21 |
WisdomTree Dreyfus Chinese Yuan |
CYB |
0 |
4 |
(0.55) |
(0.78) |
(1.99) |
(0.19) |
0.77 |
0.69 |
0.20 |
(0.24) |
0.24 |
0.20 |
2.55 |
0.68 |
2.74 |
0.15 |
0.3 |
(0.5) |
1.2 |
(2.9) |
1.0 |
0.4 |
2.6 |
(1.6) |
0.6 |
(2.2) |
(1.6) |
(0.8) |
0.3 |
1.3 |
1.3 |
(9.5) |
(8.2) |
WisdomTree Dreyfus Chinese Yuan |
|
| 22 |
CurrencyShares Mexican Peso Trust |
FXM |
0 |
42 |
(1.89) |
(1.54) |
(1.51) |
(3.52) |
(0.98) |
5.30 |
7.38 |
(1.14) |
2.13 |
7.38 |
12.82 |
(0.20) |
13.45 |
0.03 |
5.6 |
(1.3) |
5.4 |
(13.7) |
8.5 |
14.8 |
12.8 |
(4.3) |
(6.2) |
1.9 |
(8.6) |
(2.2) |
5.6 |
12.0 |
12.0 |
(25.8) |
(13.8) |
CurrencyShares Mexican Peso Trust |
|
| 23 |
SPDR Gold Shares |
GLD |
0 |
8 |
(4.02) |
(5.88) |
(5.26) |
(4.31) |
(0.64) |
6.80 |
5.25 |
(2.43) |
4.39 |
5.25 |
19.99 |
16.90 |
21.03 |
0.84 |
4.7 |
(2.9) |
2.9 |
(29.2) |
17.6 |
10.5 |
20.0 |
(2.4) |
7.1 |
(9.5) |
(14.0) |
(1.2) |
4.7 |
16.0 |
16.0 |
(14.6) |
1.4 |
SPDR Gold Shares |
|
| 24 |
PowerShares DB Gold |
DGL |
0 |
13 |
(3.93) |
(5.65) |
(5.15) |
(4.29) |
(0.61) |
6.24 |
4.75 |
(2.45) |
4.10 |
4.75 |
18.57 |
15.49 |
21.04 |
0.78 |
3.8 |
(3.3) |
2.3 |
(29.4) |
16.4 |
9.5 |
18.6 |
(2.2) |
6.9 |
(9.1) |
(13.7) |
(1.1) |
3.8 |
14.8 |
14.8 |
(13.0) |
1.8 |
PowerShares DB Gold |
|
| 25 |
PowerShares DB Base Metals |
DBB |
0 |
14 |
(1.02) |
6.95 |
(14.03) |
3.12 |
(0.13) |
6.93 |
(2.25) |
(0.50) |
(2.21) |
(2.25) |
32.67 |
(0.73) |
30.01 |
0.12 |
3.3 |
(3.7) |
1.4 |
(6.0) |
(8.8) |
(4.5) |
32.7 |
(41.5) |
(4.3) |
(37.2) |
(12.0) |
(20.8) |
3.3 |
6.4 |
6.4 |
(249.1) |
(242.6) |
PowerShares DB Base Metals |
|
| 26 |
PowerShares DB US Dollar Index
Bullish |
UUP |
0 |
9 |
0.37 |
0.47 |
2.63 |
0.78 |
(2.42) |
(6.27) |
(6.56) |
(0.56) |
(2.62) |
(6.56) |
(15.32) |
(1.69) |
12.04 |
(0.11) |
(11.4) |
(4.3) |
(12.3) |
(6.7) |
(10.5) |
(13.1) |
(15.3) |
4.8 |
2.6 |
2.2 |
2.8 |
2.4 |
(11.4) |
(13.0) |
(13.0) |
29.0 |
16.1 |
PowerShares DB US Dollar Index
Bullish |
|
| 27 |
iPath DJ-UBS Ind Metals TR Sub-Idx
ETN |
JJM |
0 |
29 |
(0.28) |
6.88 |
(13.60) |
3.76 |
1.84 |
5.45 |
(4.67) |
(0.58) |
(3.98) |
(4.68) |
31.06 |
(3.83) |
31.43 |
0.03 |
(0.3) |
(5.7) |
(0.1) |
(7.0) |
(15.9) |
(9.4) |
31.1 |
(47.0) |
(6.6) |
(40.4) |
(12.1) |
(23.5) |
(0.3) |
1.9 |
1.9 |
(281.9) |
(280.0) |
iPath DJ-UBS Ind Metals TR Sub-Idx
ETN |
|
| 28 |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
JO |
0 |
36 |
(11.01) |
(34.94) |
(21.71) |
1.36 |
11.24 |
13.63 |
7.07 |
(1.00) |
(3.14) |
7.07 |
51.61 |
9.74 |
30.55 |
0.44 |
10.3 |
(6.1) |
4.4 |
(12.0) |
(12.6) |
14.1 |
51.6 |
(64.2) |
(26.7) |
(37.5) |
(21.8) |
(32.1) |
10.3 |
17.7 |
17.7 |
(385.0) |
(367.3) |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
|
| 29 |
CurrencyShares Swedish Krona Trust |
FXS |
0 |
41 |
(2.87) |
(2.94) |
(7.82) |
(2.75) |
2.02 |
7.01 |
6.25 |
(2.19) |
(0.06) |
6.25 |
24.05 |
(1.05) |
17.56 |
0.01 |
2.5 |
(6.6) |
1.9 |
(26.3) |
(0.2) |
12.5 |
24.1 |
(24.3) |
(12.7) |
(11.6) |
(16.4) |
(12.1) |
2.5 |
12.1 |
12.1 |
(145.7) |
(133.6) |
CurrencyShares Swedish Krona Trust |
|
| 30 |
iPath DJ-UBS Softs TR Sub-Idx ETN |
JJS |
0 |
24 |
(5.95) |
(12.97) |
(18.41) |
3.53 |
4.03 |
16.74 |
(0.24) |
0.68 |
(8.94) |
(0.24) |
75.46 |
16.62 |
0.00 |
0.00 |
11.8 |
(6.9) |
0.0 |
8.2 |
(35.8) |
(0.5) |
75.5 |
(111.2) |
(35.3) |
(75.9) |
(23.7) |
(55.6) |
11.8 |
13.1 |
13.1 |
(667.3) |
(654.2) |
iPath DJ-UBS Softs TR Sub-Idx ETN |
|
| 31 |
CurrencyShares British Pound Sterling
Tr |
FXB |
0 |
46 |
(2.94) |
(6.34) |
(3.30) |
(1.21) |
(0.92) |
1.72 |
2.32 |
(2.47) |
(0.09) |
2.32 |
7.13 |
(6.63) |
12.49 |
(0.51) |
(4.6) |
(7.5) |
(4.7) |
(29.6) |
(0.4) |
4.6 |
7.1 |
(7.5) |
(5.0) |
(2.5) |
(11.5) |
(3.7) |
(4.6) |
3.8 |
3.8 |
(44.9) |
(41.1) |
CurrencyShares British Pound
Sterling Tr |
|
| 32 |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
JJN |
0 |
27 |
4.33 |
9.67 |
(10.64) |
7.84 |
10.46 |
0.80 |
(6.07) |
(0.21) |
(10.58) |
(6.06) |
20.04 |
0.31 |
43.44 |
0.22 |
(9.2) |
(11.2) |
(2.8) |
(2.5) |
(42.3) |
(12.1) |
20.0 |
(62.4) |
(30.2) |
(32.2) |
(9.8) |
(31.2) |
(9.2) |
(11.5) |
(11.5) |
(374.2) |
(385.6) |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
|
| 33 |
iPath DJ-UBS Prec Metals TR Sub-Idx
ETN |
JJP |
0 |
25 |
(6.22) |
(8.54) |
(10.23) |
(9.36) |
3.25 |
9.39 |
6.33 |
(4.37) |
0.62 |
6.34 |
34.99 |
18.55 |
0.00 |
0.00 |
(0.6) |
(12.5) |
0.0 |
(52.4) |
2.5 |
12.7 |
35.0 |
(32.5) |
(10.2) |
(22.3) |
(27.2) |
(16.3) |
(0.6) |
16.7 |
16.7 |
(195.1) |
(178.3) |
iPath DJ-UBS Prec Metals TR Sub-Idx
ETN |
|
| 34 |
PowerShares DB Agriculture |
DBA |
0 |
15 |
(5.21) |
(6.49) |
(14.39) |
(0.86) |
0.88 |
5.03 |
(1.89) |
(3.03) |
(7.27) |
(1.88) |
32.31 |
(7.40) |
21.54 |
(0.26) |
(9.2) |
(16.4) |
(5.6) |
(36.4) |
(29.1) |
(3.8) |
32.3 |
(61.4) |
(25.3) |
(36.1) |
(23.1) |
(30.7) |
(9.2) |
(0.2) |
(0.2) |
(368.3) |
(368.5) |
PowerShares DB Agriculture |
|
| 35 |
iPath DJ-UBS Aluminum TR Sub-Idx
ETN |
JJU |
0 |
38 |
(5.78) |
(0.29) |
(14.45) |
(7.06) |
(1.31) |
2.94 |
(0.76) |
(5.11) |
(6.57) |
(0.76) |
24.20 |
(13.15) |
29.32 |
(0.34) |
(16.2) |
(21.9) |
(7.2) |
(61.3) |
(26.3) |
(1.5) |
24.2 |
(50.5) |
(24.8) |
(25.7) |
(28.1) |
(25.2) |
(16.2) |
(1.2) |
(1.2) |
(302.9) |
(304.1) |
iPath DJ-UBS Aluminum TR Sub-Idx ETN |
|
| 36 |
United States Natural Gas |
UNG |
0 |
7 |
(9.02) |
(8.24) |
(10.02) |
(13.54) |
(4.29) |
(11.91) |
(8.04) |
(6.53) |
(4.17) |
(8.03) |
(28.90) |
(55.60) |
35.52 |
(2.03) |
(35.0) |
(23.8) |
(12.8) |
(78.4) |
(16.7) |
(16.1) |
(28.9) |
12.2 |
(0.6) |
12.8 |
(14.9) |
6.1 |
(35.0) |
(20.5) |
(20.5) |
73.3 |
52.8 |
United States Natural Gas |
|
| 37 |
iPath DJ-UBS Platinum TR Sub-Idx
ETN |
PGM |
0 |
26 |
(7.03) |
(5.66) |
(13.45) |
(6.17) |
(2.85) |
(1.19) |
(3.99) |
(6.21) |
(5.21) |
(3.99) |
10.66 |
(7.59) |
33.97 |
(0.06) |
(23.2) |
(23.8) |
(8.9) |
(74.5) |
(20.8) |
(8.0) |
10.7 |
(31.5) |
(12.9) |
(18.6) |
(26.8) |
(15.8) |
(23.2) |
(6.1) |
(6.1) |
(189.0) |
(195.1) |
iPath DJ-UBS Platinum TR Sub-Idx ETN |
|
| 38 |
iPath DJ-UBS Commodity Index TR ETN |
DJP |
0 |
21 |
(8.58) |
(7.84) |
(17.53) |
(8.02) |
(0.93) |
1.86 |
(3.85) |
(6.16) |
(8.02) |
(3.84) |
25.48 |
(12.91) |
23.72 |
(0.47) |
(22.1) |
(26.5) |
(12.1) |
(73.9) |
(32.1) |
(7.7) |
25.5 |
(57.6) |
(24.4) |
(33.2) |
(32.3) |
(28.8) |
(22.1) |
(4.8) |
(4.8) |
(345.4) |
(350.1) |
iPath DJ-UBS Commodity Index TR ETN |
|
| 39 |
iShares S&P GSCI Commodity-Indexed
Trust |
GSG |
0 |
18 |
(8.04) |
(7.87) |
(16.00) |
(9.18) |
0.90 |
2.03 |
0.03 |
(5.96) |
(8.68) |
0.02 |
22.74 |
(23.07) |
30.80 |
(0.69) |
(20.9) |
(26.6) |
(8.8) |
(71.5) |
(34.7) |
0.0 |
22.7 |
(57.5) |
(34.8) |
(22.7) |
(31.8) |
(28.7) |
(20.9) |
(4.0) |
(4.0) |
(344.8) |
(348.7) |
iShares S&P GSCI
Commodity-Indexed Trust |
|
| 40 |
iPath S&P GSCI Total Return Index
ETN |
GSP |
0 |
19 |
(8.56) |
(8.35) |
(16.50) |
(10.45) |
1.08 |
2.75 |
1.29 |
(6.22) |
(9.50) |
1.29 |
25.43 |
(22.80) |
31.51 |
(0.66) |
(21.2) |
(28.2) |
(8.7) |
(74.6) |
(38.0) |
2.6 |
25.4 |
(63.4) |
(40.6) |
(22.9) |
(34.1) |
(31.7) |
(21.2) |
(3.3) |
(3.3) |
(380.6) |
(383.9) |
iPath S&P GSCI Total Return
Index ETN |
|
| 41 |
iPath DJ-UBS Energy TR Sub-Idx ETN |
JJE |
0 |
33 |
(8.96) |
(8.57) |
(15.34) |
(13.55) |
1.61 |
(4.44) |
(2.82) |
(6.66) |
(9.14) |
(2.82) |
0.85 |
(35.47) |
31.88 |
(1.19) |
(30.3) |
(29.1) |
(12.4) |
(79.9) |
(36.6) |
(5.6) |
0.9 |
(37.4) |
(30.9) |
(6.5) |
(27.3) |
(18.7) |
(30.3) |
(13.8) |
(13.8) |
(224.5) |
(238.2) |
iPath DJ-UBS Energy TR Sub-Idx ETN |
|
| 42 |
PowerShares DB Oil |
DBO |
0 |
12 |
(7.58) |
(3.43) |
(17.42) |
(13.25) |
3.80 |
1.33 |
1.88 |
(6.42) |
(10.88) |
1.88 |
20.75 |
(18.21) |
34.72 |
(0.41) |
(24.0) |
(30.1) |
(9.0) |
(77.0) |
(43.5) |
3.8 |
20.8 |
(64.3) |
(47.3) |
(17.0) |
(34.1) |
(32.1) |
(24.0) |
(6.3) |
(6.3) |
(385.6) |
(392.0) |
PowerShares DB Oil |
|
| 43 |
iPath DJ-UBS Tin TR Sub-Idx ETN |
JJT |
0 |
22 |
(3.67) |
(2.18) |
(17.41) |
(2.82) |
7.72 |
5.16 |
(4.04) |
(5.82) |
(18.39) |
(4.04) |
48.90 |
5.67 |
34.05 |
0.32 |
(25.6) |
(35.9) |
(9.8) |
(69.8) |
(73.6) |
(8.1) |
48.9 |
(122.5) |
(65.5) |
(57.0) |
(42.2) |
(61.2) |
(25.6) |
(10.9) |
(10.9) |
(734.8) |
(745.7) |
iPath DJ-UBS Tin TR Sub-Idx ETN |
|
| 44 |
United States Oil |
USO |
0 |
6 |
(9.97) |
(9.32) |
(16.88) |
(15.92) |
2.25 |
(3.87) |
(4.51) |
(8.05) |
(12.58) |
(4.51) |
9.66 |
(31.06) |
38.63 |
(0.75) |
(36.6) |
(36.7) |
(12.3) |
(96.6) |
(50.3) |
(9.0) |
9.7 |
(60.0) |
(41.3) |
(18.7) |
(36.0) |
(30.0) |
(36.6) |
(16.6) |
(16.6) |
(359.9) |
(376.4) |
United States Oil |
|
| 45 |
iPath DJ-UBS Natural Gas TR Sub-Idx
ETN |
GAZ |
0 |
28 |
(10.20) |
(9.00) |
(6.72) |
(25.35) |
0.26 |
(14.40) |
(7.21) |
(7.89) |
(13.64) |
(7.21) |
(28.86) |
(55.06) |
36.40 |
(1.94) |
(48.1) |
(37.3) |
(17.2) |
(94.7) |
(54.6) |
(14.4) |
(28.9) |
(25.7) |
(40.1) |
14.4 |
(23.8) |
(12.9) |
(48.1) |
(32.6) |
(32.6) |
(154.2) |
(186.8) |
iPath DJ-UBS Natural Gas TR Sub-Idx
ETN |
|
| 46 |
PowerShares DB Silver |
DBS |
0 |
11 |
(14.67) |
(22.17) |
(24.49) |
(21.93) |
9.90 |
19.40 |
11.52 |
(10.03) |
(8.10) |
11.52 |
84.21 |
24.14 |
42.19 |
0.72 |
(11.4) |
(38.2) |
(3.5) |
(120.4) |
(32.4) |
23.0 |
84.2 |
(116.6) |
(55.4) |
(61.2) |
(66.9) |
(58.3) |
(11.4) |
25.0 |
25.0 |
(699.7) |
(674.7) |
PowerShares DB Silver |
|
| 47 |
iPath S&P GSCI Crude Oil TR Index
ETN |
OIL |
0 |
20 |
(10.67) |
(10.30) |
(17.70) |
(16.79) |
2.12 |
(3.87) |
(4.45) |
(8.59) |
(13.23) |
(4.46) |
10.78 |
(33.75) |
41.14 |
(0.78) |
(38.5) |
(39.0) |
(12.2) |
(103.1) |
(52.9) |
(8.9) |
10.8 |
(63.7) |
(44.0) |
(19.7) |
(38.6) |
(31.9) |
(38.5) |
(17.0) |
(17.0) |
(382.2) |
(399.2) |
iPath S&P GSCI Crude Oil TR
Index ETN |
|
| 48 |
iPath DJ-UBS Agriculture TR Sub-Idx
ETN |
JJA |
0 |
39 |
(16.09) |
(20.18) |
(26.48) |
(8.94) |
(8.78) |
3.28 |
(9.53) |
(10.52) |
(13.05) |
(9.54) |
46.23 |
(5.18) |
27.59 |
(0.07) |
(37.8) |
(44.6) |
(17.8) |
(126.2) |
(52.2) |
(19.1) |
46.2 |
(98.4) |
(33.1) |
(65.3) |
(55.1) |
(49.2) |
(37.8) |
(8.3) |
(8.3) |
(590.6) |
(598.9) |
iPath DJ-UBS Agriculture TR Sub-Idx
ETN |
|
| 49 |
iPath DJ-UBS Grains TR Sub-Idx ETN |
JJG |
0 |
32 |
(20.00) |
(23.02) |
(29.73) |
(14.01) |
(13.26) |
(1.60) |
(12.96) |
(14.84) |
(15.39) |
(12.96) |
36.80 |
(13.79) |
32.25 |
(0.31) |
(57.2) |
(59.9) |
(23.1) |
(178.1) |
(61.6) |
(25.9) |
36.8 |
(98.4) |
(35.6) |
(62.7) |
(68.0) |
(49.2) |
(57.2) |
(16.9) |
(16.9) |
(590.2) |
(607.1) |
iPath DJ-UBS Grains TR Sub-Idx ETN |
|
| 50 |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
BAL |
0 |
34 |
(27.13) |
(34.32) |
(45.80) |
(13.76) |
(14.64) |
13.78 |
1.70 |
(15.15) |
(28.75) |
1.69 |
97.33 |
14.69 |
40.26 |
0.53 |
(49.0) |
(74.2) |
(15.8) |
(181.8) |
(115.0) |
3.4 |
97.3 |
(212.3) |
(118.4) |
(94.0) |
(95.6) |
(106.2) |
(49.0) |
(4.8) |
(4.8) |
(1274.0) |
(1278.7) |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
|
| 51 |
0.00 |
### |
2 |
51 |
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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