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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= |
5 |
|
2010 |
|
|
See "Help"
page on www.copstrat.com for
understanding and using this report. |
10.3 |
|
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
-6% |
106% |
|
<---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: Long Government |
23 |
0 |
4.80 |
8.87 |
3.21 |
5.41 |
1.70 |
5.60 |
9.62 |
5.03 |
6.50 |
2.00 |
8.86 |
8.86 |
64.00 |
17.08 |
3.22 |
0.56 |
24.8 |
21.6 |
18.9 |
29.5 |
60.4 |
26.0 |
4.0 |
8.9 |
17.1 |
22.0 |
(4.9) |
17.7 |
8.6 |
24.8 |
13.0 |
13.0 |
102.8 |
115.8 |
Cat: Long Government |
20 |
|
| 2 |
Cat: Bear-Market |
1 |
0 |
10.66 |
8.07 |
12.20 |
10.80 |
11.56 |
(8.35) |
(4.03) |
8.04 |
(4.00) |
(8.08) |
(29.37) |
(9.06) |
5.00 |
29.61 |
8.35 |
(0.20) |
8.7 |
20.1 |
3.8 |
76.7 |
96.5 |
(16.0) |
(16.2) |
(29.4) |
13.4 |
0.2 |
13.2 |
37.8 |
6.7 |
8.7 |
(20.5) |
(20.5) |
80.2 |
59.7 |
Cat: Bear-Market |
11 |
|
| 3 |
SPDR Gold Shares |
52 |
0 |
(5.35) |
(8.61) |
(9.71) |
(0.23) |
(2.83) |
9.52 |
10.78 |
3.05 |
8.64 |
2.81 |
23.58 |
21.96 |
26.00 |
21.92 |
0.44 |
0.96 |
25.1 |
17.8 |
14.9 |
57.2 |
36.6 |
34.6 |
5.6 |
23.6 |
11.0 |
28.9 |
(18.0) |
6.8 |
5.5 |
25.1 |
21.3 |
21.3 |
65.9 |
87.1 |
SPDR Gold Shares |
19 |
|
| 4 |
Cat: Intermediate Government |
16 |
0 |
0.65 |
1.21 |
(0.01) |
0.97 |
0.41 |
3.03 |
3.71 |
1.24 |
1.90 |
1.98 |
7.01 |
6.32 |
65.00 |
4.07 |
0.78 |
1.25 |
8.4 |
5.6 |
26.7 |
41.1 |
14.9 |
7.6 |
4.0 |
7.0 |
0.6 |
3.6 |
(3.0) |
2.7 |
0.3 |
8.4 |
6.2 |
6.2 |
3.5 |
9.7 |
Cat: Intermediate Government |
10 |
|
| 5 |
Cat: High Yield Muni |
14 |
0 |
(1.62) |
(5.87) |
0.96 |
(0.53) |
(1.04) |
6.82 |
4.98 |
0.56 |
2.66 |
6.48 |
17.59 |
(0.70) |
51.00 |
12.26 |
1.43 |
(0.07) |
12.0 |
4.3 |
12.7 |
24.9 |
6.7 |
10.6 |
13.0 |
17.6 |
(7.0) |
(2.3) |
(4.6) |
(3.5) |
(3.5) |
12.0 |
13.7 |
13.7 |
(41.7) |
(28.0) |
Cat: High Yield Muni |
5 |
|
| 6 |
Cat: Specialty-Precious Metals |
41 |
0 |
(23.06) |
(43.13) |
(22.55) |
(12.40) |
(14.18) |
7.22 |
6.56 |
(3.02) |
11.45 |
0.23 |
20.23 |
10.86 |
0.00 |
46.62 |
5.35 |
0.43 |
7.6 |
2.4 |
2.1 |
0.0 |
(36.2) |
45.8 |
0.5 |
20.2 |
25.6 |
45.3 |
(19.8) |
(12.4) |
12.8 |
7.6 |
22.2 |
22.2 |
153.4 |
175.6 |
Cat: Specialty-Precious Metals |
26 |
|
| 7 |
Cat: Short Government |
32 |
0 |
0.15 |
0.32 |
(0.16) |
0.33 |
0.13 |
1.51 |
1.86 |
0.50 |
0.79 |
0.99 |
3.75 |
4.74 |
47.00 |
2.34 |
0.36 |
1.55 |
3.7 |
2.3 |
20.7 |
44.0 |
6.0 |
3.2 |
2.0 |
3.8 |
(0.6) |
1.2 |
(1.8) |
0.8 |
(0.3) |
3.7 |
3.0 |
3.0 |
(3.5) |
(0.6) |
Cat: Short Government |
25 |
|
| 8 |
Cat: Intermediate-Term Bond |
17 |
0 |
(1.48) |
(2.93) |
(1.21) |
(0.42) |
(1.37) |
4.36 |
3.73 |
(0.06) |
1.62 |
2.89 |
12.98 |
5.37 |
58.00 |
5.94 |
1.00 |
0.80 |
6.1 |
1.4 |
13.4 |
23.1 |
(0.7) |
6.5 |
5.8 |
13.0 |
(6.5) |
0.7 |
(7.2) |
(4.0) |
(3.3) |
6.1 |
8.4 |
8.4 |
(39.0) |
(30.6) |
Cat: Intermediate-Term Bond |
14 |
|
| 9 |
Cat: Inflation-Protected Bound |
15 |
0 |
(1.94) |
(2.64) |
(2.91) |
0.53 |
(2.73) |
2.81 |
2.67 |
(0.41) |
2.09 |
0.62 |
8.94 |
5.75 |
52.00 |
9.11 |
1.57 |
0.52 |
3.4 |
0.9 |
4.9 |
9.3 |
(4.9) |
8.4 |
1.2 |
8.9 |
(0.6) |
7.1 |
(7.7) |
(3.4) |
(0.3) |
3.4 |
6.2 |
6.2 |
(3.5) |
2.7 |
Cat: Inflation-Protected Bound |
8 |
|
| 10 |
Cat: Short-Term Bond |
33 |
0 |
(0.91) |
(1.68) |
(0.78) |
(0.37) |
(0.81) |
2.42 |
1.98 |
(0.15) |
0.68 |
1.74 |
7.40 |
3.57 |
32.00 |
3.37 |
0.35 |
0.87 |
2.9 |
0.2 |
11.4 |
35.5 |
(1.8) |
2.7 |
3.5 |
7.4 |
(4.7) |
(0.8) |
(3.9) |
(2.8) |
(2.3) |
2.9 |
4.5 |
4.5 |
(28.1) |
(23.5) |
Cat: Short-Term Bond |
21 |
|
| 11 |
Cat: Long-Term Bond |
25 |
0 |
(3.13) |
(6.47) |
(1.92) |
(1.07) |
(3.07) |
6.38 |
4.85 |
(0.77) |
2.27 |
3.74 |
20.29 |
5.91 |
53.00 |
12.36 |
1.99 |
0.70 |
6.9 |
(0.0) |
7.3 |
13.7 |
(9.2) |
9.1 |
7.5 |
20.3 |
(11.2) |
1.6 |
(12.8) |
(8.7) |
(5.6) |
6.9 |
12.3 |
12.3 |
(67.3) |
(55.0) |
Cat: Long-Term Bond |
24 |
|
| 12 |
Cat: Specialty-Utilities |
44 |
0 |
(0.75) |
(1.48) |
(0.40) |
(0.35) |
(0.75) |
1.67 |
1.22 |
(0.20) |
0.53 |
1.43 |
4.90 |
1.39 |
7.00 |
2.91 |
0.07 |
0.56 |
1.9 |
(0.1) |
8.4 |
119.5 |
(2.4) |
2.1 |
2.9 |
4.9 |
(2.8) |
(0.7) |
(2.0) |
(2.3) |
(1.4) |
1.9 |
3.3 |
3.3 |
(16.7) |
(13.4) |
Cat: Specialty-Utilities |
34 |
|
| 13 |
Cat: Multisector Bond |
30 |
0 |
(4.40) |
(8.04) |
(3.34) |
(2.61) |
(3.62) |
5.77 |
3.26 |
(1.96) |
1.43 |
4.04 |
19.57 |
4.33 |
23.00 |
10.43 |
1.13 |
0.39 |
2.5 |
(4.5) |
3.1 |
13.3 |
(23.5) |
5.7 |
8.1 |
19.6 |
(13.9) |
(2.4) |
(11.5) |
(13.2) |
(6.9) |
2.5 |
11.1 |
11.1 |
(83.1) |
(72.0) |
Cat: Multisector Bond |
15 |
|
| 14 |
Cat: Specialty-Real Estate |
42 |
0 |
(13.15) |
(13.36) |
(14.88) |
(12.49) |
(11.89) |
19.58 |
10.60 |
(5.28) |
10.61 |
17.69 |
55.32 |
(11.22) |
71.00 |
39.17 |
1.60 |
(0.13) |
17.4 |
(5.2) |
5.8 |
8.2 |
(63.4) |
42.4 |
35.4 |
55.3 |
(12.9) |
7.1 |
(19.9) |
(34.9) |
(6.4) |
17.4 |
44.4 |
44.4 |
(77.3) |
(32.9) |
Cat: Specialty-Real Estate |
27 |
|
| 15 |
Cat: World Bond |
47 |
0 |
(4.23) |
(7.46) |
(4.19) |
(2.59) |
(2.69) |
0.55 |
(0.51) |
(2.08) |
(1.38) |
(2.85) |
8.50 |
6.02 |
49.00 |
8.96 |
1.48 |
0.61 |
(6.9) |
(7.6) |
(10.0) |
(20.5) |
(25.0) |
(5.5) |
(5.7) |
8.5 |
(14.0) |
0.2 |
(14.2) |
(10.0) |
(7.0) |
(6.9) |
(0.9) |
(0.9) |
(84.1) |
(85.0) |
Cat: World Bond |
28 |
|
| 16 |
Cat: High Yield Bond |
13 |
0 |
(6.50) |
(11.62) |
(4.98) |
(3.77) |
(5.61) |
7.57 |
2.83 |
(3.47) |
1.56 |
5.83 |
26.35 |
2.46 |
9.00 |
15.56 |
1.06 |
0.17 |
0.7 |
(8.9) |
0.5 |
6.0 |
(41.6) |
6.2 |
11.7 |
26.4 |
(20.1) |
(5.4) |
(14.7) |
(20.9) |
(10.1) |
0.7 |
14.7 |
14.7 |
(120.7) |
(105.9) |
Cat: High Yield Bond |
13 |
|
| 17 |
Cat: Conservative Allocation |
2 |
0 |
(6.02) |
(8.77) |
(6.06) |
(4.62) |
(4.64) |
3.44 |
0.89 |
(3.32) |
0.42 |
1.79 |
14.87 |
(0.44) |
88.00 |
10.96 |
0.75 |
(0.10) |
(4.9) |
(9.5) |
(5.8) |
(6.6) |
(39.8) |
1.7 |
3.6 |
14.9 |
(13.2) |
(1.9) |
(11.3) |
(16.6) |
(6.6) |
(4.9) |
6.7 |
6.7 |
(79.1) |
(72.4) |
Cat: Conservative Allocation |
23 |
|
| 18 |
Cat: Long-Short |
24 |
0 |
(4.37) |
(6.78) |
(4.20) |
(3.46) |
(3.05) |
(0.01) |
(1.84) |
(2.83) |
(1.12) |
(1.19) |
5.09 |
(3.07) |
5.00 |
10.49 |
(2.15) |
(0.36) |
(8.9) |
(9.6) |
(11.1) |
(221.4) |
(34.0) |
(4.5) |
(2.4) |
5.1 |
(9.6) |
(2.1) |
(7.5) |
(11.9) |
(4.8) |
(8.9) |
(0.6) |
(0.6) |
(57.4) |
(58.0) |
Cat: Long-Short |
36 |
|
| 19 |
Cat: Emerging Markets Bond |
6 |
0 |
(6.49) |
(11.37) |
(5.28) |
(4.77) |
(4.54) |
4.29 |
1.99 |
(3.51) |
0.67 |
2.18 |
17.82 |
4.66 |
33.00 |
15.37 |
2.12 |
0.30 |
(4.3) |
(9.9) |
(3.6) |
(11.1) |
(42.1) |
2.7 |
4.4 |
17.8 |
(15.1) |
(1.7) |
(13.5) |
(18.2) |
(7.6) |
(4.3) |
8.3 |
8.3 |
(90.8) |
(82.6) |
Cat: Emerging Markets Bond |
17 |
|
| 20 |
Cat: Specialty-Communications |
37 |
0 |
(11.17) |
(15.79) |
(12.51) |
(9.06) |
(7.31) |
3.97 |
(1.66) |
(5.51) |
3.15 |
2.54 |
15.69 |
(13.01) |
74.00 |
29.28 |
1.19 |
(0.37) |
(8.2) |
(13.4) |
(3.6) |
(4.9) |
(66.1) |
12.6 |
5.1 |
15.7 |
(3.1) |
7.5 |
(10.6) |
(23.8) |
(1.5) |
(8.2) |
11.1 |
11.1 |
(18.5) |
(7.4) |
Cat: Specialty-Communications |
22 |
|
| 21 |
Cat: Convertibles |
3 |
0 |
(9.30) |
(13.33) |
(8.89) |
(7.82) |
(7.16) |
6.16 |
1.20 |
(5.01) |
1.19 |
4.74 |
23.71 |
(1.79) |
81.00 |
18.66 |
1.22 |
(0.08) |
(5.5) |
(13.8) |
(3.9) |
(4.8) |
(60.1) |
4.8 |
9.5 |
23.7 |
(19.0) |
(4.7) |
(14.2) |
(25.6) |
(9.5) |
(5.5) |
12.7 |
12.7 |
(113.7) |
(101.0) |
Cat: Convertibles |
16 |
|
| 22 |
Cat: Small Growth |
35 |
0 |
(12.89) |
(15.22) |
(12.53) |
(12.62) |
(11.18) |
10.10 |
4.17 |
(6.92) |
4.49 |
12.27 |
30.57 |
(6.79) |
85.00 |
25.48 |
1.14 |
(0.20) |
(2.5) |
(16.3) |
(1.3) |
(1.5) |
(83.0) |
18.0 |
24.5 |
30.6 |
(12.6) |
(6.6) |
(6.0) |
(34.7) |
(6.3) |
(2.5) |
24.4 |
24.4 |
(75.7) |
(51.3) |
Cat: Small Growth |
41 |
|
| 23 |
Cat: Moderate Allocation |
29 |
0 |
(9.21) |
(13.09) |
(9.54) |
(7.59) |
(6.64) |
2.87 |
(0.56) |
(5.37) |
(0.41) |
0.96 |
16.30 |
(4.09) |
94.00 |
15.26 |
1.08 |
(0.28) |
(12.0) |
(16.5) |
(10.2) |
(10.8) |
(64.4) |
(1.6) |
1.9 |
16.3 |
(17.9) |
(3.6) |
(14.4) |
(24.6) |
(9.0) |
(12.0) |
5.5 |
5.5 |
(107.6) |
(102.1) |
Cat: Moderate Allocation |
31 |
|
| 24 |
zCat: Micro Cap Growth |
54 |
0 |
(16.16) |
(23.55) |
(13.29) |
(13.99) |
(13.80) |
11.44 |
5.43 |
(7.63) |
5.72 |
14.02 |
33.64 |
(9.67) |
82.00 |
27.94 |
1.23 |
(0.28) |
(1.8) |
(17.2) |
(0.8) |
(1.0) |
(91.6) |
22.9 |
28.0 |
33.6 |
(10.8) |
(5.2) |
(5.6) |
(38.1) |
(5.4) |
(1.8) |
28.2 |
28.2 |
(64.6) |
(36.4) |
zCat: Micro Cap Growth |
33 |
|
| 25 |
Cat: Small Value |
36 |
0 |
(14.01) |
(16.26) |
(12.76) |
(13.48) |
(13.52) |
12.43 |
7.44 |
(7.51) |
5.36 |
14.61 |
37.24 |
(6.69) |
85.00 |
26.77 |
1.20 |
(0.16) |
(0.6) |
(17.2) |
(0.3) |
(0.3) |
(90.1) |
21.4 |
29.2 |
37.2 |
(15.8) |
(7.8) |
(8.0) |
(39.0) |
(7.9) |
(0.6) |
29.3 |
29.3 |
(94.8) |
(65.5) |
Cat: Small Value |
32 |
|
| 26 |
Cat: Small Blend |
34 |
0 |
(13.91) |
(16.57) |
(12.90) |
(13.44) |
(12.74) |
10.74 |
5.39 |
(7.47) |
4.47 |
13.22 |
32.73 |
(7.18) |
86.00 |
26.06 |
1.18 |
(0.20) |
(3.1) |
(17.9) |
(1.6) |
(1.8) |
(89.6) |
17.9 |
26.4 |
32.7 |
(14.9) |
(8.6) |
(6.3) |
(37.6) |
(7.4) |
(3.1) |
25.7 |
25.7 |
(89.1) |
(63.4) |
Cat: Small Blend |
44 |
|
| 27 |
Cat: Mid-Cap Growth |
27 |
0 |
(13.12) |
(15.60) |
(13.49) |
(13.12) |
(10.28) |
7.86 |
2.52 |
(6.99) |
2.49 |
8.36 |
27.59 |
(6.30) |
85.00 |
24.46 |
1.10 |
(0.19) |
(7.4) |
(18.5) |
(3.9) |
(4.6) |
(83.9) |
10.0 |
16.7 |
27.6 |
(17.6) |
(6.8) |
(10.9) |
(34.1) |
(8.8) |
(7.4) |
18.1 |
18.1 |
(105.8) |
(87.7) |
Cat: Mid-Cap Growth |
12 |
|
| 28 |
Cat: World Allocation |
46 |
0 |
(9.77) |
(16.03) |
(9.32) |
(7.06) |
(6.66) |
0.80 |
(2.88) |
(5.76) |
(1.51) |
(2.00) |
12.46 |
(3.33) |
84.00 |
15.93 |
1.07 |
(0.22) |
(16.7) |
(18.8) |
(13.6) |
(16.2) |
(69.1) |
(6.0) |
(4.0) |
12.5 |
(18.5) |
(2.0) |
(16.5) |
(24.7) |
(9.3) |
(16.7) |
0.8 |
0.8 |
(111.0) |
(110.2) |
Cat: World Allocation |
43 |
|
| 29 |
zCat: Micro Cap Value |
55 |
0 |
(15.69) |
(21.36) |
(11.98) |
(14.59) |
(14.82) |
13.67 |
9.39 |
(8.10) |
5.46 |
16.85 |
40.49 |
(6.98) |
76.00 |
30.54 |
1.28 |
(0.14) |
(0.3) |
(18.8) |
(0.1) |
(0.2) |
(97.2) |
21.8 |
33.7 |
40.5 |
(18.7) |
(11.9) |
(6.8) |
(42.5) |
(9.3) |
(0.3) |
32.0 |
32.0 |
(111.9) |
(79.9) |
zCat: Micro Cap Value |
37 |
|
| 30 |
Cat: Specialty-Technology |
43 |
0 |
(12.83) |
(16.00) |
(13.64) |
(12.23) |
(9.43) |
7.14 |
(1.69) |
(7.01) |
2.06 |
4.96 |
28.54 |
(2.40) |
80.00 |
26.54 |
1.15 |
0.00 |
(9.4) |
(19.0) |
(4.6) |
(5.7) |
(84.1) |
8.2 |
9.9 |
28.5 |
(20.3) |
(1.7) |
(18.6) |
(34.0) |
(10.2) |
(9.4) |
15.6 |
15.6 |
(121.8) |
(106.2) |
Cat: Specialty-Technology |
30 |
|
| 31 |
Cat: Mid-Cap Blend |
26 |
0 |
(13.92) |
(17.39) |
(13.85) |
(13.26) |
(11.20) |
8.39 |
3.57 |
(7.45) |
2.39 |
8.82 |
29.80 |
(7.36) |
89.00 |
24.78 |
1.13 |
(0.24) |
(8.1) |
(20.0) |
(4.2) |
(4.8) |
(89.4) |
9.6 |
17.6 |
29.8 |
(20.2) |
(8.1) |
(12.2) |
(36.6) |
(10.1) |
(8.1) |
19.0 |
19.0 |
(121.4) |
(102.4) |
Cat: Mid-Cap Blend |
29 |
|
| 32 |
NASDAQ 100 Trust Shares |
50 |
0 |
(13.31) |
(14.82) |
(15.58) |
(13.21) |
(9.63) |
7.27 |
(0.22) |
(7.39) |
1.98 |
4.97 |
29.51 |
(0.88) |
85.00 |
24.87 |
1.11 |
0.03 |
(10.3) |
(20.2) |
(5.4) |
(6.4) |
(88.7) |
7.9 |
9.9 |
29.5 |
(21.6) |
(2.0) |
(19.6) |
(35.7) |
(10.8) |
(10.3) |
15.8 |
15.8 |
(129.5) |
(113.8) |
NASDAQ 100 Trust Shares |
39 |
|
| 33 |
Cat: Mid-Cap Value |
28 |
0 |
(14.07) |
(17.73) |
(14.23) |
(13.12) |
(11.19) |
8.78 |
3.82 |
(7.57) |
2.10 |
8.59 |
32.01 |
(7.96) |
91.00 |
24.75 |
1.15 |
(0.26) |
(8.3) |
(20.6) |
(4.4) |
(4.8) |
(90.8) |
8.4 |
17.2 |
32.0 |
(23.6) |
(8.8) |
(14.8) |
(37.7) |
(11.8) |
(8.3) |
19.2 |
19.2 |
(141.7) |
(122.5) |
Cat: Mid-Cap Value |
9 |
|
| 34 |
Cat: Ultrashort Bond |
45 |
0 |
(10.59) |
(15.19) |
(11.50) |
(6.99) |
(8.68) |
0.67 |
(6.32) |
(6.70) |
(1.74) |
(1.48) |
12.59 |
(9.02) |
66.00 |
18.67 |
0.74 |
(0.48) |
(19.4) |
(21.8) |
(13.5) |
(20.5) |
(80.4) |
(7.0) |
(3.0) |
12.6 |
(19.6) |
(4.0) |
(15.6) |
(28.3) |
(9.8) |
(19.4) |
0.9 |
0.9 |
(117.3) |
(116.4) |
Cat: Ultrashort Bond |
40 |
|
| 35 |
SPDRs |
51 |
0 |
(13.72) |
(18.06) |
(15.39) |
(11.92) |
(9.49) |
3.03 |
(1.46) |
(7.95) |
(0.84) |
0.41 |
20.52 |
(8.65) |
100.00 |
20.43 |
0.99 |
(0.41) |
(19.4) |
(24.7) |
(12.3) |
(12.3) |
(95.4) |
(3.4) |
0.8 |
20.5 |
(23.9) |
(4.2) |
(19.7) |
(35.2) |
(11.9) |
(19.4) |
6.0 |
6.0 |
(143.3) |
(137.3) |
SPDRs |
35 |
|
| 36 |
Cat: Large Growth |
20 |
0 |
(13.24) |
(16.94) |
(14.81) |
(12.21) |
(8.99) |
2.71 |
(2.77) |
(7.89) |
(1.23) |
0.41 |
19.54 |
(6.57) |
90.00 |
21.87 |
1.00 |
(0.27) |
(19.8) |
(24.9) |
(11.8) |
(13.1) |
(94.7) |
(4.9) |
0.8 |
19.5 |
(24.5) |
(5.7) |
(18.7) |
(34.8) |
(12.2) |
(19.8) |
5.1 |
5.1 |
(146.8) |
(141.6) |
Cat: Large Growth |
42 |
|
| 37 |
DIAMONDS Trust, Series 1 |
49 |
0 |
(13.36) |
(16.62) |
(16.13) |
(11.49) |
(9.21) |
2.71 |
(1.99) |
(7.84) |
(1.51) |
(1.40) |
21.61 |
(6.99) |
96.00 |
18.66 |
0.89 |
(0.37) |
(20.3) |
(25.0) |
(14.2) |
(14.8) |
(94.1) |
(6.0) |
(2.8) |
21.6 |
(27.7) |
(3.2) |
(24.4) |
(35.0) |
(13.8) |
(20.3) |
4.3 |
4.3 |
(165.9) |
(161.6) |
DIAMONDS Trust, Series 1 |
46 |
|
| 38 |
Cat: Pacific/Asia ex-Japan Stk |
31 |
0 |
(17.65) |
(37.75) |
(14.27) |
(10.36) |
(8.20) |
0.74 |
(6.51) |
(7.90) |
(1.45) |
(3.91) |
16.21 |
(1.43) |
75.00 |
34.88 |
1.20 |
0.10 |
(23.1) |
(25.2) |
(8.6) |
(11.5) |
(94.8) |
(5.8) |
(7.8) |
16.2 |
(22.0) |
2.0 |
(24.0) |
(33.1) |
(11.0) |
(23.1) |
0.9 |
0.9 |
(132.1) |
(131.2) |
Cat: Pacific/Asia ex-Japan Stk |
1 |
|
| 39 |
Cat: Large Blend |
19 |
0 |
(13.55) |
(18.46) |
(14.52) |
(11.83) |
(9.39) |
2.60 |
(2.04) |
(8.03) |
(1.38) |
0.34 |
19.48 |
(8.79) |
96.00 |
21.17 |
1.01 |
(0.39) |
(20.4) |
(25.5) |
(12.5) |
(13.1) |
(96.4) |
(5.5) |
0.7 |
19.5 |
(25.0) |
(6.2) |
(18.8) |
(35.4) |
(12.5) |
(20.4) |
4.9 |
4.9 |
(150.0) |
(145.1) |
Cat: Large Blend |
45 |
|
| 40 |
Cat: Large Value |
21 |
0 |
(13.68) |
(18.91) |
(14.50) |
(11.80) |
(9.50) |
2.63 |
(1.56) |
(8.07) |
(1.39) |
0.31 |
19.66 |
(10.45) |
95.00 |
21.31 |
1.01 |
(0.47) |
(20.5) |
(25.6) |
(12.5) |
(13.2) |
(96.8) |
(5.6) |
0.6 |
19.7 |
(25.2) |
(6.2) |
(19.0) |
(35.6) |
(12.6) |
(20.5) |
4.9 |
4.9 |
(151.3) |
(146.4) |
Cat: Large Value |
54 |
|
| 41 |
Cat: Specialty-Health |
39 |
0 |
(12.23) |
(17.26) |
(16.23) |
(9.30) |
(6.13) |
1.49 |
(3.42) |
(7.78) |
(4.93) |
0.18 |
18.47 |
(3.30) |
64.00 |
19.32 |
0.74 |
(0.15) |
(23.6) |
(28.3) |
(15.9) |
(24.8) |
(93.4) |
(19.7) |
0.4 |
18.5 |
(38.2) |
(20.1) |
(18.1) |
(35.6) |
(19.1) |
(23.6) |
(0.3) |
(0.3) |
(229.1) |
(229.4) |
Cat: Specialty-Health |
4 |
|
| 42 |
Cat: Diversified Emerging Mkts |
4 |
0 |
(18.29) |
(36.75) |
(15.61) |
(11.04) |
(9.75) |
1.93 |
(6.00) |
(9.10) |
(1.29) |
(2.81) |
20.93 |
(4.13) |
88.00 |
33.65 |
1.27 |
0.01 |
(24.8) |
(28.6) |
(9.6) |
(10.9) |
(109.2) |
(5.2) |
(5.6) |
20.9 |
(26.1) |
0.5 |
(26.6) |
(39.0) |
(13.0) |
(24.8) |
3.4 |
3.4 |
(156.5) |
(153.2) |
Cat: Diversified Emerging Mkts |
48 |
|
| 43 |
Cat: Specialty-Financial |
38 |
0 |
(16.60) |
(27.14) |
(14.36) |
(12.89) |
(12.01) |
2.62 |
0.25 |
(9.70) |
(0.70) |
1.19 |
19.68 |
(16.23) |
75.00 |
29.13 |
1.22 |
(0.48) |
(24.3) |
(29.8) |
(10.8) |
(14.5) |
(116.4) |
(2.8) |
2.4 |
19.7 |
(22.5) |
(5.2) |
(17.3) |
(41.3) |
(11.2) |
(24.3) |
6.4 |
6.4 |
(134.9) |
(128.5) |
Cat: Specialty-Financial |
47 |
|
| 44 |
Cat: World Stock |
48 |
0 |
(14.70) |
(24.13) |
(14.28) |
(11.16) |
(9.22) |
(0.36) |
(5.94) |
(9.01) |
(3.39) |
(3.71) |
14.65 |
(9.40) |
90.00 |
23.57 |
0.90 |
(0.36) |
(28.6) |
(30.4) |
(15.8) |
(17.5) |
(108.1) |
(13.6) |
(7.4) |
14.7 |
(28.2) |
(6.1) |
(22.1) |
(37.4) |
(14.1) |
(28.6) |
(2.1) |
(2.1) |
(169.3) |
(171.4) |
Cat: World Stock |
50 |
|
| 45 |
Cat: Diversified Pacific/Asia |
5 |
0 |
(15.70) |
(28.96) |
(13.48) |
(11.40) |
(8.95) |
(0.71) |
(5.68) |
(9.39) |
(3.72) |
(3.00) |
13.27 |
(7.36) |
91.00 |
26.19 |
1.00 |
(0.24) |
(30.1) |
(31.9) |
(14.9) |
(16.4) |
(112.7) |
(14.9) |
(6.0) |
13.3 |
(28.2) |
(8.9) |
(19.3) |
(38.7) |
(14.1) |
(30.1) |
(2.5) |
(2.5) |
(168.9) |
(171.4) |
Cat: Diversified Pacific/Asia |
49 |
|
| 46 |
Cat: Japan Stock |
18 |
0 |
(14.71) |
(27.13) |
(10.03) |
(11.41) |
(10.28) |
(2.48) |
(3.24) |
(10.00) |
(4.16) |
0.22 |
4.02 |
(15.90) |
79.00 |
23.73 |
0.85 |
(0.63) |
(33.0) |
(34.2) |
(18.1) |
(22.9) |
(120.0) |
(16.6) |
0.4 |
4.0 |
(20.7) |
(17.1) |
(3.6) |
(38.9) |
(10.3) |
(33.0) |
(4.1) |
(4.1) |
(124.0) |
(128.0) |
Cat: Japan Stock |
53 |
|
| 47 |
Cat: Foreign Small/Mid Value |
12 |
0 |
(17.43) |
(32.89) |
(13.76) |
(11.19) |
(11.87) |
(0.00) |
(5.19) |
(10.53) |
(3.04) |
(4.01) |
17.56 |
(11.48) |
92.00 |
27.43 |
1.06 |
(0.36) |
(32.2) |
(34.6) |
(15.3) |
(16.6) |
(126.4) |
(12.2) |
(8.0) |
17.6 |
(29.7) |
(4.1) |
(25.6) |
(43.6) |
(14.9) |
(32.2) |
(0.9) |
(0.9) |
(178.3) |
(179.2) |
Cat: Foreign Small/Mid Value |
18 |
|
| 48 |
Cat: Foreign Large Growth |
9 |
0 |
(15.77) |
(28.77) |
(14.66) |
(11.26) |
(8.39) |
(2.95) |
(9.00) |
(9.93) |
(5.26) |
(6.94) |
10.33 |
(10.65) |
94.00 |
26.35 |
1.03 |
(0.35) |
(35.9) |
(35.1) |
(17.7) |
(18.9) |
(119.2) |
(21.0) |
(13.9) |
10.3 |
(31.4) |
(7.2) |
(24.2) |
(39.6) |
(15.7) |
(35.9) |
(8.2) |
(8.2) |
(188.2) |
(196.4) |
Cat: Foreign Large Growth |
51 |
|
| 49 |
Cat: Foreign Small/Mid Growth |
11 |
0 |
(18.21) |
(34.14) |
(14.90) |
(11.88) |
(11.92) |
(0.39) |
(6.57) |
(10.71) |
(3.53) |
(4.59) |
17.26 |
(12.09) |
90.00 |
28.29 |
1.08 |
(0.36) |
(33.6) |
(35.7) |
(15.5) |
(17.2) |
(128.5) |
(14.1) |
(9.2) |
17.3 |
(31.4) |
(4.9) |
(26.4) |
(44.2) |
(15.7) |
(33.6) |
(2.0) |
(2.0) |
(188.3) |
(190.3) |
Cat: Foreign Small/Mid Growth |
7 |
|
| 50 |
Cat: Specialty-Natural Res |
40 |
0 |
(19.20) |
(32.25) |
(17.90) |
(14.53) |
(12.10) |
(2.91) |
(8.21) |
(10.68) |
(4.61) |
(5.28) |
8.91 |
(6.62) |
61.00 |
32.76 |
1.23 |
(0.09) |
(37.1) |
(36.7) |
(14.7) |
(24.1) |
(128.2) |
(18.4) |
(10.6) |
8.9 |
(27.4) |
(7.9) |
(19.5) |
(41.9) |
(13.7) |
(37.1) |
(6.7) |
(6.7) |
(164.1) |
(170.8) |
Cat: Specialty-Natural Res |
52 |
|
| 51 |
Cat: Foreign Large Blend |
8 |
0 |
(16.00) |
(28.84) |
(14.75) |
(11.34) |
(9.09) |
(5.06) |
(11.08) |
(10.75) |
(6.42) |
(9.84) |
6.75 |
(12.55) |
96.00 |
25.78 |
1.01 |
(0.44) |
(41.9) |
(38.7) |
(21.1) |
(22.0) |
(129.0) |
(25.7) |
(19.7) |
6.8 |
(32.4) |
(6.0) |
(26.4) |
(41.3) |
(16.2) |
(41.9) |
(12.9) |
(12.9) |
(194.6) |
(207.4) |
Cat: Foreign Large Blend |
38 |
|
| 52 |
Cat: Latin America Stock |
22 |
0 |
(25.38) |
(51.65) |
(22.24) |
(17.45) |
(10.17) |
(0.40) |
(12.28) |
(11.26) |
(5.98) |
(10.58) |
26.23 |
(2.81) |
82.00 |
39.28 |
1.43 |
0.11 |
(38.5) |
(39.8) |
(12.7) |
(15.5) |
(135.1) |
(23.9) |
(21.2) |
26.2 |
(50.2) |
(2.8) |
(47.4) |
(48.7) |
(25.1) |
(38.5) |
(6.3) |
(6.3) |
(300.9) |
(307.2) |
Cat: Latin America Stock |
3 |
|
| 53 |
Cat: Foreign Large Value |
10 |
0 |
(15.78) |
(28.28) |
(14.11) |
(11.11) |
(9.61) |
(5.57) |
(11.47) |
(11.08) |
(6.93) |
(10.16) |
5.89 |
(13.45) |
96.00 |
25.68 |
1.01 |
(0.48) |
(43.8) |
(40.2) |
(22.2) |
(23.1) |
(133.0) |
(27.7) |
(20.3) |
5.9 |
(33.6) |
(7.4) |
(26.2) |
(42.4) |
(16.8) |
(43.8) |
(14.0) |
(14.0) |
(201.7) |
(215.7) |
Cat: Foreign Large Value |
2 |
|
| 54 |
Cat: Europe Stock |
7 |
0 |
(17.43) |
(34.04) |
(15.32) |
(10.71) |
(9.66) |
(5.10) |
(12.04) |
(11.54) |
(6.93) |
(11.09) |
9.18 |
(13.90) |
91.00 |
29.18 |
1.10 |
(0.44) |
(44.8) |
(41.6) |
(20.0) |
(21.9) |
(138.5) |
(27.7) |
(22.2) |
9.2 |
(36.9) |
(5.5) |
(31.4) |
(44.9) |
(18.5) |
(44.8) |
(13.6) |
(13.6) |
(221.4) |
(235.0) |
Cat: Europe Stock |
6 |
|
| 55 |
iPath S&P GSCI Total Return Index
ETN |
53 |
0 |
(22.58) |
(37.45) |
(15.46) |
(20.68) |
(16.72) |
(10.25) |
(12.52) |
(13.56) |
(9.63) |
(11.48) |
(6.32) |
(12.72) |
87.00 |
33.34 |
1.22 |
(0.28) |
(57.6) |
(50.3) |
(22.5) |
(25.8) |
(162.7) |
(38.5) |
(23.0) |
(6.3) |
(32.2) |
(15.6) |
(16.6) |
(48.5) |
(16.1) |
(57.6) |
(22.6) |
(22.6) |
(193.2) |
(215.8) |
iPath S&P GSCI Total Return Index ETN |
55 |
|
| 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 |
|
|
-4.639 |
<<
dA/dt |
Average Top 10 |
|
1-Mo>> |
3.233 |
1.16474 |
<<3-Mo |
|
|
APA >> |
10.274 |
(13.8) |
|
(6.4) |
(8.2) |
Average |
|
Average |
5.9 |
(110.7) |
(104.8) |
|
|
-10.151 |
|
Average
Top 30 |
|
2.659667 |
4.49493 |
|
1.3205 |
|
|
(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 = |
|
5 |
2010 |
|
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 |
-3% |
103% |
|
<---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 |
|
| 40 |
Idx: MSCI Thailand USD |
- |
0 |
6 |
-9.7 |
-28.0 |
-4.0 |
-7.8 |
1.1 |
13.9 |
5.1 |
-2.9 |
6.5 |
12.8 |
39.2 |
3.2 |
0.0 |
35.6 |
0.2 |
14.1 |
-2.1 |
5.1 |
0.0 |
-34.3 |
25.8 |
25.6 |
39.2 |
-13.3 |
0.3 |
-13.6 |
-22.0 |
-6.7 |
14.1 |
30.2 |
30.2 |
-79.9 |
-49.7 |
Idx: MSCI Thailand USD |
|
| 41 |
iShares MSCI Thailand Invest Mkt Index |
THD |
0 |
43 |
-14.3 |
0.0 |
-11.1 |
-10.6 |
0.0 |
12.7 |
3.7 |
-4.0 |
4.9 |
9.2 |
40.6 |
0.0 |
0.0 |
0.0 |
0.0 |
7.8 |
-6.9 |
0.0 |
0.0 |
-47.4 |
19.6 |
18.3 |
40.6 |
-20.9 |
1.3 |
-22.2 |
-26.3 |
-10.5 |
7.8 |
26.2 |
26.2 |
-125.6 |
-99.5 |
iShares MSCI Thailand
Invest Mkt Index |
|
| 42 |
iShares MSCI Chile Investable Mkt Idx |
ECH |
0 |
22 |
-11.4 |
-27.8 |
-9.5 |
-3.6 |
-4.6 |
7.7 |
1.1 |
-1.8 |
-2.4 |
8.2 |
26.8 |
0.0 |
0.0 |
0.0 |
0.0 |
2.9 |
-7.9 |
0.0 |
0.0 |
-22.1 |
-9.4 |
16.3 |
26.8 |
-36.3 |
-25.8 |
-10.5 |
-17.2 |
-18.1 |
2.9 |
11.2 |
11.2 |
-217.6 |
-206.3 |
iShares MSCI Chile
Investable Mkt Idx |
|
| 43 |
Idx: MSCI Philippines USD |
- |
0 |
4 |
-15.0 |
-28.3 |
-10.7 |
-11.2 |
-9.6 |
8.3 |
3.2 |
-4.9 |
4.1 |
6.0 |
28.0 |
-5.1 |
0.0 |
27.8 |
-0.1 |
-0.6 |
-10.6 |
-0.3 |
0.0 |
-58.6 |
16.2 |
11.9 |
28.0 |
-11.8 |
4.3 |
-16.1 |
-25.5 |
-5.9 |
-0.6 |
18.7 |
18.7 |
-70.6 |
-51.8 |
Idx: MSCI Philippines USD |
|
| 39 |
iShares FTSE/Xinhua China 25 Index |
FXI |
0 |
16 |
-9.5 |
-22.6 |
-7.9 |
-7.0 |
-0.6 |
-1.7 |
-6.8 |
-3.6 |
-0.5 |
-9.4 |
6.8 |
3.3 |
60.0 |
40.2 |
0.2 |
-14.3 |
-11.3 |
-4.6 |
-7.7 |
-43.0 |
-2.1 |
-18.8 |
6.8 |
-9.0 |
16.7 |
-25.7 |
-13.3 |
-4.5 |
-14.3 |
-4.7 |
-4.7 |
-53.7 |
-58.4 |
iShares FTSE/Xinhua China
25 Index |
|
| 40 |
iShares MSCI South Africa Index |
EZA |
0 |
25 |
-14.8 |
-31.4 |
-15.1 |
-7.9 |
-4.7 |
6.1 |
0.6 |
-5.8 |
5.6 |
2.4 |
22.0 |
-0.8 |
83.0 |
34.4 |
0.1 |
-5.1 |
-11.8 |
-1.9 |
-2.3 |
-69.5 |
22.4 |
4.8 |
22.0 |
0.4 |
17.6 |
-17.2 |
-25.7 |
0.2 |
-5.1 |
16.4 |
16.4 |
2.5 |
18.9 |
iShares MSCI South Africa Index |
|
| 41 |
EGS DJ Emerging Mkts Titans Composite |
EEG |
0 |
45 |
-5.6 |
0.0 |
-11.3 |
-7.3 |
0.0 |
-2.4 |
-6.4 |
-5.7 |
0.7 |
-4.7 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
-18.7 |
-16.3 |
0.0 |
0.0 |
-67.9 |
2.6 |
-9.5 |
0.0 |
2.6 |
12.1 |
-9.5 |
-19.2 |
1.3 |
-18.7 |
-2.3 |
-2.3 |
15.6 |
13.3 |
EGS DJ Emerging Mkts
Titans Composite |
| 42 |
iShares MSCI Malaysia Index |
EWM |
0 |
20 |
-13.9 |
-22.5 |
-12.5 |
-10.1 |
-10.5 |
7.1 |
4.4 |
-7.7 |
3.7 |
3.5 |
28.9 |
0.9 |
64.0 |
22.7 |
0.1 |
-10.3 |
-19.2 |
-5.9 |
-9.2 |
-91.9 |
15.0 |
7.0 |
28.9 |
-13.9 |
8.0 |
-21.9 |
-35.4 |
-7.0 |
-10.3 |
16.9 |
16.9 |
-83.6 |
-66.6 |
iShares MSCI Malaysia Index |
|
| 43 |
SPDR S&P Emerging Middle East & Africa |
GAF |
0 |
39 |
-14.8 |
-29.1 |
-13.1 |
-10.2 |
-6.7 |
5.2 |
-0.9 |
-7.1 |
1.1 |
3.2 |
23.6 |
0.8 |
88.0 |
26.8 |
0.1 |
-12.8 |
-20.3 |
-6.2 |
-7.0 |
-85.3 |
4.2 |
6.3 |
23.6 |
-19.4 |
-2.1 |
-17.3 |
-32.9 |
-9.7 |
-12.8 |
11.4 |
11.4 |
-116.4 |
-105.0 |
SPDR S&P Emerging
Middle East & Africa |
| 44 |
iShares MSCI Canada Index |
EWC |
0 |
13 |
-19.6 |
-37.8 |
-17.5 |
-14.5 |
-8.5 |
2.6 |
-0.6 |
-7.3 |
1.0 |
1.9 |
14.8 |
-3.0 |
76.0 |
33.0 |
0.0 |
-16.2 |
-20.9 |
-6.4 |
-8.4 |
-87.6 |
4.0 |
3.8 |
14.8 |
-10.8 |
0.2 |
-11.0 |
-30.7 |
-5.4 |
-16.2 |
7.5 |
7.5 |
-64.8 |
-57.3 |
iShares MSCI Canada Index |
|
| 45 |
iShares MSCI Hong Kong Index |
EWH |
0 |
18 |
-12.3 |
-28.4 |
-7.8 |
-11.3 |
-1.8 |
-2.1 |
-5.6 |
-5.6 |
-4.2 |
-5.6 |
6.9 |
-1.2 |
72.0 |
30.3 |
0.1 |
-22.1 |
-21.1 |
-9.5 |
-13.2 |
-67.4 |
-16.8 |
-11.1 |
6.9 |
-23.8 |
-5.7 |
-18.1 |
-22.9 |
-11.9 |
-22.1 |
-7.0 |
-7.0 |
-142.7 |
-149.7 |
iShares MSCI Hong Kong Index |
|
| 46 |
SPDR S&P BRIC 40 |
BIK |
0 |
37 |
-16.2 |
-35.2 |
-13.5 |
-10.9 |
-5.3 |
-0.6 |
-7.3 |
-6.8 |
-1.5 |
-7.2 |
13.2 |
0.0 |
0.0 |
0.0 |
0.0 |
-22.1 |
-21.8 |
0.0 |
0.0 |
-81.4 |
-5.9 |
-14.5 |
13.2 |
-19.1 |
8.5 |
-27.6 |
-27.5 |
-9.5 |
-22.1 |
-2.4 |
-2.4 |
-114.4 |
-116.8 |
SPDR S&P BRIC 40 |
|
| 47 |
iShares MSCI Mexico Investable Mkt Idx |
EWW |
0 |
21 |
-19.6 |
-37.1 |
-19.7 |
-14.7 |
-7.0 |
7.8 |
0.0 |
-7.7 |
0.5 |
3.1 |
35.2 |
-6.3 |
81.0 |
33.6 |
-0.1 |
-12.4 |
-22.7 |
-4.8 |
-5.9 |
-92.9 |
2.0 |
6.2 |
35.2 |
-33.1 |
-4.2 |
-28.9 |
-38.8 |
-16.6 |
-12.4 |
14.5 |
14.5 |
-198.7 |
-184.2 |
iShares MSCI Mexico
Investable Mkt Idx |
|
| 48 |
Market Vectors Indonesia Index ETF |
IDX |
0 |
2 |
-24.9 |
-50.3 |
-23.0 |
-11.3 |
-15.2 |
16.8 |
7.4 |
-9.5 |
4.6 |
11.3 |
60.9 |
0.0 |
0.0 |
0.0 |
0.0 |
-3.0 |
-23.9 |
0.0 |
0.0 |
-114.2 |
18.6 |
22.6 |
60.9 |
-42.4 |
-4.0 |
-38.3 |
-53.0 |
-21.2 |
-3.0 |
34.0 |
34.0 |
-254.2 |
-220.1 |
Market Vectors Indonesia
Index ETF |
|
| 49 |
SPDR Russell/Nomura Small Cap Japan |
JSC |
0 |
36 |
-12.2 |
-22.9 |
-6.2 |
-10.2 |
-9.7 |
0.8 |
2.4 |
-7.6 |
-1.3 |
3.4 |
8.5 |
-7.7 |
63.0 |
20.8 |
-0.4 |
-20.3 |
-24.1 |
-12.7 |
-20.1 |
-91.3 |
-5.0 |
6.8 |
8.5 |
-13.6 |
-11.8 |
-1.8 |
-31.1 |
-6.8 |
-20.3 |
3.4 |
3.4 |
-81.5 |
-78.1 |
SPDR Russell/Nomura Small
Cap Japan |
|
| 50 |
SPDR S&P 500 |
SPY |
0 |
40 |
-13.7 |
-18.1 |
-15.4 |
-11.9 |
-9.5 |
3.0 |
-1.5 |
-8.0 |
-0.8 |
0.4 |
20.5 |
-8.7 |
100.0 |
20.4 |
-0.4 |
-19.4 |
-24.7 |
-12.3 |
-12.3 |
-95.4 |
-3.4 |
0.8 |
20.5 |
-23.9 |
-4.2 |
-19.7 |
-35.2 |
-11.9 |
-19.4 |
6.0 |
6.0 |
-143.3 |
-137.3 |
SPDR S&P 500 |
|
| 51 |
iShares MSCI Singapore Index |
EWS |
0 |
28 |
-22.4 |
-47.3 |
-18.1 |
-11.4 |
-12.8 |
3.1 |
-4.2 |
-8.3 |
0.0 |
-0.9 |
21.7 |
-3.3 |
87.0 |
34.6 |
0.0 |
-20.0 |
-25.0 |
-7.5 |
-8.7 |
-100.0 |
0.0 |
-1.8 |
21.7 |
-21.7 |
1.8 |
-23.5 |
-36.3 |
-10.8 |
-20.0 |
6.6 |
6.6 |
-129.9 |
-123.3 |
iShares MSCI Singapore Index |
|
| 52 |
iPath MSCI India Index ETN |
INP |
0 |
8 |
-25.3 |
-57.9 |
-22.7 |
-12.6 |
-8.0 |
2.6 |
-5.1 |
-8.5 |
0.5 |
-0.9 |
19.4 |
0.3 |
72.0 |
47.2 |
0.2 |
-20.7 |
-25.1 |
-5.7 |
-7.9 |
-102.5 |
2.0 |
-1.9 |
19.4 |
-17.4 |
3.9 |
-21.2 |
-36.2 |
-8.7 |
-20.7 |
6.5 |
6.5 |
-104.2 |
-97.7 |
iPath MSCI India Index ETN |
|
| 53 |
iShares MSCI Turkey Invest Mkt Index |
TUR |
0 |
44 |
-21.7 |
0.0 |
-10.7 |
-1.9 |
0.0 |
16.3 |
0.2 |
-12.0 |
8.4 |
18.0 |
50.8 |
0.0 |
0.0 |
0.0 |
0.0 |
-5.9 |
-27.7 |
0.0 |
0.0 |
-144.2 |
33.6 |
36.0 |
50.8 |
-17.2 |
-2.4 |
-14.8 |
-58.8 |
-8.6 |
-5.9 |
40.2 |
40.2 |
-103.1 |
-62.9 |
iShares MSCI Turkey
Invest Mkt Index |
|
| 54 |
Idx: MSCI Turkey USD |
- |
0 |
7 |
-17.5 |
-43.3 |
-7.7 |
-0.1 |
-18.9 |
14.5 |
-3.3 |
-12.5 |
8.0 |
15.8 |
46.8 |
-3.4 |
0.0 |
50.3 |
0.2 |
-9.8 |
-29.4 |
-2.5 |
0.0 |
-149.5 |
32.0 |
31.5 |
46.8 |
-14.8 |
0.5 |
-15.3 |
-58.8 |
-7.4 |
-9.8 |
36.7 |
36.7 |
-88.9 |
-52.1 |
Idx: MSCI Turkey USD |
|
| 55 |
iShares MSCI Emerging Markets Index |
EEM |
0 |
23 |
-18.0 |
-32.6 |
-18.0 |
-12.1 |
-9.2 |
-0.1 |
-8.2 |
-9.4 |
-2.2 |
-5.2 |
16.4 |
-1.6 |
89.0 |
33.2 |
0.1 |
-28.9 |
-30.4 |
-11.3 |
-12.7 |
-112.7 |
-8.8 |
-10.4 |
16.4 |
-25.3 |
1.6 |
-26.9 |
-38.6 |
-12.6 |
-28.9 |
-1.0 |
-1.0 |
-151.6 |
-152.6 |
iShares MSCI Emerging
Markets Index |
|
| 56 |
Idx: MSCI Argentina USD |
- |
0 |
1 |
-12.5 |
-23.0 |
-9.9 |
-7.0 |
-9.9 |
11.8 |
-7.2 |
-11.0 |
0.7 |
-3.4 |
60.8 |
-16.3 |
0.0 |
42.1 |
-0.2 |
-18.7 |
-32.2 |
-5.8 |
0.0 |
-131.4 |
2.6 |
-6.7 |
60.8 |
-58.1 |
9.4 |
-67.5 |
-56.7 |
-29.1 |
-18.7 |
18.9 |
18.9 |
-348.8 |
-329.9 |
Idx: MSCI Argentina USD |
|
| 57 |
iShares MSCI Israel Cap Invest Mkt Index |
EIS |
0 |
42 |
-14.6 |
0.0 |
-15.0 |
-11.6 |
0.0 |
1.2 |
-7.3 |
-8.3 |
-9.8 |
-2.4 |
25.1 |
0.0 |
0.0 |
0.0 |
0.0 |
-29.5 |
-34.6 |
0.0 |
0.0 |
-99.5 |
-39.1 |
-4.7 |
25.1 |
-64.2 |
-34.4 |
-29.8 |
-40.8 |
-32.1 |
-29.5 |
-6.2 |
-6.2 |
-385.0 |
-391.3 |
iShares MSCI Israel Cap
Invest Mkt Index |
| 58 |
iShares MSCI Taiwan Index |
EWT |
0 |
33 |
-15.4 |
-23.9 |
-16.9 |
-8.8 |
-11.9 |
-4.3 |
-12.4 |
-10.6 |
-3.5 |
-5.6 |
2.4 |
-4.3 |
67.0 |
35.6 |
0.0 |
-37.5 |
-35.3 |
-13.7 |
-20.5 |
-127.4 |
-13.9 |
-11.2 |
2.4 |
-16.3 |
-2.7 |
-13.7 |
-39.2 |
-8.2 |
-37.5 |
-7.6 |
-7.6 |
-98.0 |
-105.6 |
iShares MSCI Taiwan Index |
|
| 1 |
iShares MSCI Germany Index |
EWG |
0 |
17 |
-15.0 |
-25.4 |
-16.8 |
-9.7 |
-8.3 |
-6.9 |
-14.7 |
-10.5 |
-4.5 |
-14.8 |
2.0 |
-14.2 |
92.0 |
32.2 |
-0.4 |
-42.8 |
-35.9 |
-17.3 |
-18.8 |
-125.6 |
-18.0 |
-29.7 |
2.0 |
-20.0 |
11.7 |
-31.7 |
-37.1 |
-10.0 |
-42.8 |
-15.2 |
-15.2 |
-120.0 |
-135.2 |
iShares MSCI Germany Index |
|
| 2 |
iShares S&P Latin America 40 Index |
ILF |
0 |
29 |
-22.7 |
-42.2 |
-21.9 |
-17.1 |
-9.7 |
-1.0 |
-10.4 |
-10.6 |
-4.8 |
-9.7 |
21.3 |
2.7 |
82.0 |
35.1 |
0.2 |
-36.0 |
-36.5 |
-13.3 |
-16.3 |
-126.8 |
-19.0 |
-19.5 |
21.3 |
-40.3 |
0.4 |
-40.7 |
-44.4 |
-20.1 |
-36.0 |
-5.8 |
-5.8 |
-241.7 |
-247.5 |
iShares S&P Latin
America 40 Index |
|
| 37 |
U.S. Global Investors Eastern European |
EUROX |
0 |
41 |
-21.7 |
-49.6 |
-17.7 |
-6.8 |
-12.5 |
1.3 |
-6.4 |
-11.8 |
-1.4 |
-2.1 |
20.3 |
-13.2 |
81.0 |
41.0 |
-0.2 |
-32.7 |
-36.8 |
-10.4 |
-12.8 |
-141.5 |
-5.6 |
-4.1 |
20.3 |
-25.9 |
-1.4 |
-24.5 |
-48.7 |
-12.9 |
-32.7 |
3.5 |
3.5 |
-155.2 |
-151.7 |
U.S. Global Investors
Eastern European |
|
| 38 |
iShares MSCI Belgium Investable Mkt Idx |
EWK |
0 |
11 |
-14.0 |
-29.3 |
-13.3 |
-8.9 |
-4.3 |
-6.0 |
-11.8 |
-9.1 |
-10.2 |
-14.3 |
9.8 |
-23.2 |
85.0 |
33.6 |
-0.6 |
-42.3 |
-37.6 |
-16.4 |
-19.3 |
-109.4 |
-41.0 |
-28.7 |
9.8 |
-50.8 |
-12.3 |
-38.5 |
-37.0 |
-25.4 |
-42.3 |
-19.9 |
-19.9 |
-304.6 |
-324.6 |
iShares MSCI Belgium
Investable Mkt Idx |
| 39 |
iShares MSCI United Kingdom Index |
EWU |
0 |
34 |
-17.2 |
-33.5 |
-15.9 |
-10.6 |
-8.8 |
-6.0 |
-12.5 |
-11.0 |
-7.4 |
-11.9 |
6.2 |
-14.4 |
92.0 |
24.9 |
-0.6 |
-44.8 |
-40.4 |
-23.3 |
-25.4 |
-131.9 |
-29.6 |
-23.8 |
6.2 |
-35.8 |
-5.7 |
-30.1 |
-42.0 |
-17.9 |
-44.8 |
-15.7 |
-15.7 |
-214.7 |
-230.5 |
iShares MSCI United
Kingdom Index |
|
| 40 |
SPDR S&P Emerging Europe |
GUR |
0 |
38 |
-22.5 |
-51.3 |
-17.0 |
-9.6 |
-12.0 |
-0.9 |
-8.2 |
-12.4 |
-3.3 |
-3.6 |
15.4 |
-9.9 |
79.0 |
41.2 |
-0.1 |
-38.4 |
-40.4 |
-12.1 |
-15.3 |
-148.7 |
-13.0 |
-7.1 |
15.4 |
-28.5 |
-5.9 |
-22.6 |
-49.8 |
-14.2 |
-38.4 |
-1.6 |
-1.6 |
-170.9 |
-172.5 |
SPDR S&P Emerging Europe |
|
| 41 |
Market Vectors Russia ETF |
RSX |
0 |
35 |
-29.1 |
-69.4 |
-22.5 |
-13.0 |
-11.3 |
1.6 |
-5.0 |
-12.6 |
-3.9 |
-1.2 |
24.0 |
-6.6 |
65.0 |
50.5 |
0.1 |
-36.4 |
-41.8 |
-9.4 |
-14.4 |
-151.4 |
-15.6 |
-2.4 |
24.0 |
-39.5 |
-13.1 |
-26.4 |
-53.9 |
-19.8 |
-36.4 |
2.0 |
2.0 |
-237.2 |
-235.2 |
Market Vectors Russia ETF |
|
| 38 |
iShares MSCI Switzerland Index |
EWL |
0 |
32 |
-15.1 |
-27.6 |
-13.9 |
-13.5 |
-5.6 |
-5.7 |
-12.0 |
-10.7 |
-10.6 |
-11.2 |
9.8 |
-8.9 |
88.0 |
23.0 |
-0.4 |
-45.7 |
-42.6 |
-25.8 |
-29.3 |
-128.2 |
-42.2 |
-22.4 |
9.8 |
-52.0 |
-19.8 |
-32.2 |
-43.4 |
-26.0 |
-45.7 |
-18.3 |
-18.3 |
-311.9 |
-330.2 |
iShares MSCI Switzerland Index |
|
| 39 |
iShares MSCI Brazil Index |
EWZ |
0 |
12 |
-24.6 |
-46.9 |
-22.6 |
-18.8 |
-10.2 |
-3.5 |
-14.9 |
-12.1 |
-7.1 |
-14.3 |
19.6 |
5.9 |
74.0 |
41.8 |
0.3 |
-45.6 |
-43.4 |
-14.2 |
-19.2 |
-145.1 |
-28.4 |
-28.7 |
19.6 |
-47.9 |
0.3 |
-48.3 |
-49.4 |
-24.0 |
-45.6 |
-12.5 |
-12.5 |
-287.6 |
-300.1 |
iShares MSCI Brazil Index |
|
| 40 |
iShares MSCI Netherlands Invstbl Mkt Idx |
EWN |
0 |
26 |
-18.1 |
-35.2 |
-16.4 |
-9.8 |
-11.0 |
-4.5 |
-13.7 |
-12.3 |
-7.5 |
-12.1 |
13.9 |
-13.6 |
94.0 |
30.6 |
-0.4 |
-47.0 |
-44.4 |
-20.0 |
-21.3 |
-147.8 |
-29.8 |
-24.2 |
13.9 |
-43.7 |
-5.6 |
-38.1 |
-49.1 |
-21.8 |
-47.0 |
-13.4 |
-13.4 |
-262.0 |
-275.4 |
iShares MSCI Netherlands
Invstbl Mkt Idx |
| 41 |
iShares MSCI Pacific ex-Japan |
EPP |
0 |
24 |
-21.5 |
-38.2 |
-18.6 |
-18.3 |
-10.8 |
-2.5 |
-10.5 |
-12.4 |
-7.7 |
-9.8 |
20.0 |
-4.9 |
91.0 |
32.7 |
0.0 |
-44.8 |
-44.9 |
-17.8 |
-19.6 |
-148.8 |
-30.7 |
-19.7 |
20.0 |
-50.7 |
-11.0 |
-39.7 |
-51.7 |
-25.4 |
-44.8 |
-10.1 |
-10.1 |
-304.2 |
-314.3 |
iShares MSCI Pacific ex-Japan |
|
| 42 |
iShares MSCI Sweden Index |
EWD |
0 |
31 |
-23.3 |
-35.1 |
-18.8 |
-20.9 |
-18.4 |
-0.2 |
-2.9 |
-14.0 |
-4.2 |
-5.5 |
22.9 |
-11.4 |
83.0 |
33.7 |
-0.2 |
-43.1 |
-46.0 |
-16.6 |
-20.0 |
-167.4 |
-16.6 |
-11.1 |
22.9 |
-39.5 |
-5.5 |
-34.0 |
-57.6 |
-19.8 |
-43.1 |
-1.6 |
-1.6 |
-237.0 |
-238.6 |
iShares MSCI Sweden Index |
|
| 43 |
iShares MSCI EMU Index |
EZU |
0 |
14 |
-15.5 |
-28.6 |
-15.8 |
-9.8 |
-7.7 |
-11.9 |
-20.4 |
-12.6 |
-10.8 |
-20.9 |
-3.1 |
-17.6 |
97.0 |
30.9 |
-0.5 |
-59.9 |
-48.7 |
-25.2 |
-26.0 |
-151.4 |
-43.3 |
-41.9 |
-3.1 |
-40.2 |
-1.4 |
-38.8 |
-44.6 |
-20.1 |
-59.9 |
-29.4 |
-29.4 |
-241.1 |
-270.5 |
iShares MSCI EMU Index |
|
| 44 |
iShares MSCI South Korea Index |
EWY |
0 |
27 |
-22.0 |
-29.9 |
-21.8 |
-17.5 |
-18.8 |
0.9 |
-7.6 |
-15.1 |
-3.4 |
-0.6 |
22.9 |
-7.9 |
71.0 |
42.3 |
0.0 |
-43.4 |
-48.8 |
-13.3 |
-18.8 |
-181.7 |
-13.7 |
-1.2 |
22.9 |
-36.5 |
-12.5 |
-24.1 |
-62.6 |
-18.3 |
-43.4 |
2.7 |
2.7 |
-219.2 |
-216.5 |
iShares MSCI South Korea Index |
|
| 45 |
Idx: MSCI Portugal ID |
- |
0 |
5 |
-10.7 |
-24.9 |
-10.5 |
-5.4 |
-2.2 |
-17.3 |
-28.1 |
-11.6 |
-14.8 |
-28.9 |
-14.0 |
-22.9 |
0.0 |
28.1 |
-0.8 |
-67.5 |
-49.5 |
-31.3 |
0.0 |
-138.8 |
-59.3 |
-57.7 |
-14.0 |
-45.3 |
-1.6 |
-43.7 |
-37.6 |
-22.7 |
-67.5 |
-43.7 |
-43.7 |
-271.8 |
-315.5 |
Idx: MSCI Portugal ID |
|
| 43 |
iShares MSCI France Index |
EWQ |
0 |
15 |
-16.4 |
-30.2 |
-16.7 |
-11.8 |
-6.7 |
-12.3 |
-20.5 |
-12.7 |
-12.9 |
-20.1 |
-3.6 |
-16.5 |
95.0 |
29.5 |
-0.5 |
-62.1 |
-51.1 |
-27.4 |
-28.8 |
-152.8 |
-51.7 |
-40.2 |
-3.6 |
-48.1 |
-11.4 |
-36.7 |
-45.9 |
-24.1 |
-62.1 |
-31.8 |
-31.8 |
-288.8 |
-320.6 |
iShares MSCI France Index |
|
| 44 |
iShares MSCI Australia Index |
EWA |
0 |
9 |
-23.0 |
-38.6 |
-21.2 |
-20.3 |
-11.8 |
-2.3 |
-12.0 |
-14.2 |
-9.2 |
-11.5 |
25.8 |
-6.2 |
86.0 |
34.3 |
-0.1 |
-51.1 |
-51.8 |
-19.4 |
-22.5 |
-170.5 |
-36.7 |
-23.0 |
25.8 |
-62.4 |
-13.7 |
-48.7 |
-60.3 |
-31.2 |
-51.1 |
-11.3 |
-11.3 |
-374.6 |
-385.9 |
iShares MSCI Australia Index |
|
| 41 |
iShares MSCI Austria Investable Mkt Idx |
EWO |
0 |
10 |
-23.9 |
-46.6 |
-18.5 |
-14.6 |
-15.9 |
-10.2 |
-15.0 |
-15.9 |
-9.5 |
-19.4 |
4.0 |
-23.3 |
87.0 |
41.1 |
-0.5 |
-65.9 |
-57.2 |
-20.8 |
-23.9 |
-190.7 |
-38.1 |
-38.8 |
4.0 |
-42.1 |
0.7 |
-42.8 |
-58.3 |
-21.1 |
-65.9 |
-24.3 |
-24.3 |
-252.8 |
-277.1 |
iShares MSCI Austria
Investable Mkt Idx |
|
| 42 |
iShares MSCI Italy Index |
EWI |
0 |
19 |
-15.3 |
-28.9 |
-15.2 |
-10.6 |
-6.7 |
-18.0 |
-26.8 |
-14.8 |
-15.9 |
-26.8 |
-14.5 |
-23.0 |
94.0 |
31.0 |
-0.7 |
-77.4 |
-60.3 |
-32.4 |
-34.5 |
-177.6 |
-63.6 |
-53.7 |
-14.5 |
-49.1 |
-9.9 |
-39.2 |
-49.9 |
-24.5 |
-77.4 |
-43.9 |
-43.9 |
-294.4 |
-338.4 |
iShares MSCI Italy Index |
|
| 44 |
iShares MSCI Spain Index |
EWP |
0 |
30 |
-16.5 |
-31.3 |
-16.5 |
-9.0 |
-9.1 |
-19.2 |
-30.1 |
-15.3 |
-17.1 |
-32.7 |
-11.8 |
-14.0 |
86.0 |
32.1 |
-0.4 |
-82.1 |
-62.8 |
-33.3 |
-38.7 |
-183.0 |
-68.4 |
-65.4 |
-11.8 |
-56.5 |
-3.0 |
-53.5 |
-51.6 |
-28.3 |
-82.1 |
-48.5 |
-48.5 |
-339.1 |
-387.6 |
iShares MSCI Spain Index |
|
| 45 |
Idx: MSCI Ireland ID |
- |
0 |
3 |
-23.4 |
-20.8 |
-26.4 |
-18.4 |
-27.9 |
-11.0 |
-14.9 |
-19.8 |
-7.4 |
-10.6 |
-6.3 |
-42.7 |
0.0 |
33.1 |
-1.5 |
-73.7 |
-66.9 |
-29.0 |
0.0 |
-238.1 |
-29.5 |
-21.1 |
-6.3 |
-23.2 |
-8.3 |
-14.9 |
-70.4 |
-11.6 |
-73.7 |
-19.0 |
-19.0 |
-139.1 |
-158.1 |
Idx: MSCI Ireland ID |
|
|
|
|
|
|
|
|
|
|
|
|
Commodity and Currency
Asset Class Performance and Momentum |
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
|
5 |
2010 |
|
|
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 |
PowerShares DB US Dollar Index
Bullish |
UUP |
0 |
9 |
7.77 |
12.24 |
8.74 |
5.01 |
5.09 |
8.51 |
9.79 |
5.76 |
7.19 |
14.30 |
6.79 |
1.07 |
10.52 |
0.02 |
33.3 |
24.5 |
41.2 |
69.1 |
28.8 |
28.6 |
6.8 |
22.0 |
0.2 |
21.8 |
18.7 |
11.0 |
33.3 |
21.4 |
21.4 |
131.8 |
153.2 |
PowerShares DB US Dollar Index Bullish |
1 |
|
| 2 |
PowerShares DB Gold |
DGL |
0 |
13 |
(5.14) |
(7.98) |
(9.72) |
(0.03) |
(2.83) |
9.15 |
10.56 |
3.09 |
8.54 |
2.41 |
22.56 |
19.65 |
21.57 |
0.88 |
24.7 |
17.8 |
14.9 |
37.1 |
34.2 |
4.8 |
22.6 |
11.6 |
29.3 |
(17.7) |
7.3 |
5.8 |
24.7 |
20.5 |
20.5 |
69.6 |
90.1 |
PowerShares DB Gold |
2 |
|
| 3 |
SPDR Gold Shares |
GLD |
0 |
8 |
(5.35) |
(8.61) |
(9.71) |
(0.23) |
(2.83) |
9.52 |
10.78 |
3.05 |
8.64 |
2.81 |
23.58 |
21.96 |
21.92 |
0.96 |
25.1 |
17.8 |
14.9 |
36.6 |
34.6 |
5.6 |
23.6 |
11.0 |
28.9 |
(18.0) |
6.8 |
5.5 |
25.1 |
21.3 |
21.3 |
65.9 |
87.1 |
SPDR Gold Shares |
3 |
|
| 4 |
iPath DJ AIG Prec Metals TR Sub-Idx
ETN |
JJP |
0 |
25 |
(7.57) |
(14.63) |
(10.62) |
(0.67) |
(4.36) |
8.45 |
9.94 |
1.78 |
9.18 |
1.92 |
20.94 |
0.00 |
0.00 |
0.00 |
20.7 |
14.5 |
0.0 |
21.4 |
36.7 |
3.8 |
20.9 |
15.8 |
32.9 |
(17.1) |
3.4 |
7.9 |
20.7 |
20.5 |
20.5 |
94.7 |
115.2 |
iPath DJ AIG Prec Metals TR Sub-Idx ETN |
4 |
|
| 5 |
United States Natural Gas |
UNG |
0 |
7 |
8.45 |
(1.36) |
14.41 |
11.72 |
9.03 |
(18.55) |
(26.29) |
8.31 |
(14.60) |
(18.80) |
(49.11) |
(47.63) |
41.90 |
(1.32) |
(11.3) |
10.3 |
(3.5) |
99.7 |
(58.4) |
(37.6) |
(49.1) |
(9.3) |
(20.8) |
11.5 |
42.6 |
(4.6) |
(11.3) |
(48.4) |
(48.4) |
(55.7) |
(104.1) |
United States Natural Gas |
5 |
|
| 6 |
PowerShares DB Silver |
DBS |
0 |
11 |
(14.54) |
(33.31) |
(14.00) |
(3.04) |
(7.79) |
6.64 |
8.81 |
(1.12) |
11.97 |
(0.60) |
16.31 |
8.86 |
35.91 |
0.37 |
12.4 |
8.6 |
4.5 |
(13.4) |
47.9 |
(1.2) |
16.3 |
31.6 |
49.1 |
(17.5) |
(4.0) |
15.8 |
12.4 |
21.0 |
21.0 |
189.4 |
210.4 |
PowerShares DB Silver |
6 |
|
| 7 |
CurrencyShares Japanese Yen Trust |
FXY |
0 |
43 |
1.08 |
(0.22) |
(0.79) |
1.62 |
3.72 |
0.04 |
2.22 |
3.25 |
(2.39) |
(5.11) |
4.40 |
9.87 |
11.74 |
0.74 |
5.9 |
7.4 |
6.5 |
39.0 |
(9.6) |
(10.2) |
4.4 |
(14.0) |
0.7 |
(14.6) |
10.4 |
(7.0) |
5.9 |
(5.1) |
(5.1) |
(83.8) |
(88.9) |
CurrencyShares Japanese Yen Trust |
7 |
|
| 8 |
iPath DJ AIG Tin TR Sub-Idx ETN |
JJT |
0 |
22 |
(10.36) |
(36.84) |
(2.38) |
0.19 |
(2.40) |
14.94 |
7.06 |
(0.67) |
7.77 |
20.43 |
32.24 |
0.00 |
0.00 |
0.00 |
24.0 |
5.8 |
0.0 |
(8.0) |
31.1 |
40.9 |
32.2 |
(1.2) |
(9.8) |
8.6 |
(13.1) |
(0.6) |
24.0 |
34.7 |
34.7 |
(7.0) |
27.8 |
iPath DJ AIG Tin TR Sub-Idx ETN |
8 |
|
| 9 |
iPath DJ AIG Natural Gas TR Sub-Idx
ETN |
GAZ |
0 |
28 |
3.93 |
(2.78) |
5.77 |
9.11 |
3.61 |
(19.86) |
(29.13) |
5.09 |
(15.95) |
(25.20) |
(43.37) |
0.00 |
0.00 |
0.00 |
(24.1) |
(0.7) |
0.0 |
61.1 |
(63.8) |
(50.4) |
(43.4) |
(20.4) |
(13.4) |
(7.0) |
30.0 |
(10.2) |
(24.1) |
(52.5) |
(52.5) |
(122.6) |
(175.1) |
iPath DJ AIG Natural Gas TR Sub-Idx ETN |
9 |
|
| 10 |
iPath DJ AIG Coffee TR Sub-Idx ETN |
JO |
0 |
36 |
(4.51) |
(16.63) |
(3.74) |
1.13 |
1.20 |
(4.66) |
(4.13) |
(0.77) |
0.85 |
(8.43) |
(10.29) |
0.00 |
0.00 |
0.00 |
(8.2) |
(1.5) |
0.0 |
(9.2) |
3.4 |
(16.9) |
(10.3) |
13.7 |
20.3 |
(6.6) |
2.3 |
6.8 |
(8.2) |
(7.9) |
(7.9) |
82.1 |
74.2 |
iPath DJ AIG Coffee TR Sub-Idx ETN |
10 |
|
| 11 |
WisdomTree Dreyfus South African
Rand |
SZR |
0 |
1 |
(5.50) |
(11.16) |
(8.26) |
(1.29) |
(1.27) |
3.60 |
0.39 |
(2.10) |
3.89 |
1.11 |
11.50 |
0.00 |
0.00 |
0.00 |
1.0 |
(2.4) |
0.0 |
(25.2) |
15.6 |
2.2 |
11.5 |
4.1 |
13.3 |
(9.3) |
(9.7) |
2.0 |
1.0 |
9.8 |
9.8 |
24.4 |
34.1 |
WisdomTree Dreyfus South African Rand |
11 |
|
| 12 |
WisdomTree Dreyfus Chinese Yuan |
CYB |
0 |
4 |
(1.60) |
(1.76) |
(1.59) |
(1.27) |
(1.79) |
(2.09) |
(1.62) |
(1.59) |
(1.78) |
(1.94) |
(3.05) |
0.00 |
0.00 |
0.00 |
(8.3) |
(6.6) |
0.0 |
(19.1) |
(7.1) |
(3.9) |
(3.1) |
(4.1) |
(3.2) |
(0.8) |
(5.1) |
(2.0) |
(8.3) |
(4.7) |
(4.7) |
(24.4) |
(29.1) |
WisdomTree Dreyfus Chinese Yuan |
12 |
|
| 13 |
Merk Asian Currency Inv |
MEAFX |
0 |
17 |
(2.52) |
(2.61) |
(2.69) |
(1.98) |
(2.79) |
(1.56) |
(1.26) |
(2.17) |
(0.84) |
(1.92) |
(1.31) |
0.00 |
0.00 |
0.00 |
(8.6) |
(7.4) |
0.0 |
(26.0) |
(3.4) |
(3.8) |
(1.3) |
(2.1) |
0.5 |
(2.5) |
(7.4) |
(1.0) |
(8.6) |
(2.8) |
(2.8) |
(12.3) |
(15.1) |
Merk Asian Currency Inv |
13 |
|
| 14 |
WisdomTree Dreyfus Brazilian Real |
BZF |
0 |
5 |
(10.21) |
(19.75) |
(4.82) |
(9.55) |
(6.71) |
3.34 |
(1.36) |
(3.68) |
1.08 |
0.08 |
15.87 |
0.00 |
0.00 |
0.00 |
(6.0) |
(10.0) |
0.0 |
(44.2) |
4.3 |
0.2 |
15.9 |
(11.6) |
4.2 |
(15.7) |
(17.6) |
(5.8) |
(6.0) |
6.8 |
6.8 |
(69.3) |
(62.5) |
WisdomTree Dreyfus Brazilian Real |
14 |
|
| 15 |
CurrencyShares Canadian Dollar
Trust |
FXC |
0 |
45 |
(7.11) |
(13.65) |
(6.12) |
(5.28) |
(3.41) |
(0.03) |
(0.27) |
(3.48) |
(0.12) |
0.16 |
3.31 |
1.87 |
13.97 |
0.10 |
(9.7) |
(10.6) |
(9.0) |
(41.8) |
(0.5) |
0.3 |
3.3 |
(3.8) |
(0.8) |
(3.0) |
(13.6) |
(1.9) |
(9.7) |
1.0 |
1.0 |
(22.7) |
(21.7) |
CurrencyShares Canadian Dollar Trust |
15 |
|
| 16 |
CurrencyShares Russian Ruble Trust |
XRU |
0 |
48 |
(5.78) |
(11.28) |
(2.92) |
(4.32) |
(4.60) |
(0.92) |
0.74 |
(3.51) |
(0.27) |
(3.41) |
3.52 |
0.00 |
0.00 |
0.00 |
(11.6) |
(10.8) |
0.0 |
(42.1) |
(1.1) |
(6.8) |
3.5 |
(4.6) |
5.7 |
(10.3) |
(13.1) |
(2.3) |
(11.6) |
(1.5) |
(1.5) |
(27.6) |
(29.1) |
CurrencyShares Russian Ruble Trust |
16 |
|
| 17 |
WisdomTree Dreyfus Emerging Currency |
CEW |
2 |
49 |
(2.76) |
3.97 |
(6.25) |
(4.27) |
(4.48) |
(0.98) |
(2.50) |
(3.98) |
(1.56) |
(2.37) |
3.97 |
0.00 |
0.00 |
0.00 |
(13.7) |
(13.5) |
0.0 |
(47.8) |
(6.2) |
(4.7) |
4.0 |
(10.2) |
(1.5) |
(8.7) |
(15.7) |
(5.1) |
(13.7) |
(2.3) |
(2.3) |
(61.3) |
(63.6) |
WisdomTree Dreyfus Emerging Currency |
17 |
|
| 18 |
iPath DJ AIG Livestock TR Sub-Idx
ETN |
COW |
0 |
30 |
(6.47) |
(3.75) |
(5.84) |
(9.26) |
(7.04) |
(0.36) |
3.80 |
(4.70) |
0.59 |
2.92 |
(0.27) |
0.00 |
0.00 |
0.00 |
(12.1) |
(13.5) |
0.0 |
(56.4) |
2.4 |
5.8 |
(0.3) |
2.6 |
(3.5) |
6.1 |
(17.2) |
1.3 |
(12.1) |
2.6 |
2.6 |
15.8 |
18.4 |
iPath DJ AIG Livestock TR Sub-Idx ETN |
18 |
|
| 19 |
CurrencyShares Mexican Peso Trust |
FXM |
0 |
42 |
(7.52) |
(10.46) |
(7.19) |
(7.38) |
(5.03) |
0.44 |
2.30 |
(4.48) |
(0.43) |
1.49 |
5.19 |
(0.69) |
12.90 |
(0.10) |
(11.8) |
(13.9) |
(11.9) |
(53.8) |
(1.7) |
3.0 |
5.2 |
(6.9) |
(4.7) |
(2.2) |
(18.2) |
(3.5) |
(11.8) |
2.2 |
2.2 |
(41.5) |
(39.3) |
CurrencyShares Mexican Peso Trust |
19 |
|
| 20 |
WisdomTree Dreyfus Indian Rupee |
ICN |
0 |
3 |
(7.22) |
(10.96) |
(7.03) |
(4.97) |
(5.90) |
(0.67) |
0.18 |
(4.71) |
(0.96) |
0.18 |
2.83 |
0.00 |
0.00 |
0.00 |
(14.3) |
(15.1) |
0.0 |
(56.5) |
(3.8) |
0.4 |
2.8 |
(6.7) |
(4.2) |
(2.5) |
(18.2) |
(3.3) |
(14.3) |
(0.2) |
(0.2) |
(40.0) |
(40.2) |
WisdomTree Dreyfus Indian Rupee |
20 |
|
| 21 |
iPath DJ AIG Softs TR Sub-Idx ETN |
JJS |
0 |
24 |
(2.37) |
(11.86) |
(2.11) |
2.03 |
2.45 |
(5.40) |
(16.46) |
(1.09) |
(13.41) |
(9.36) |
2.24 |
0.00 |
0.00 |
0.00 |
(20.8) |
(16.7) |
0.0 |
(13.1) |
(53.6) |
(18.7) |
2.2 |
(55.9) |
(34.9) |
(21.0) |
(8.1) |
(27.9) |
(20.8) |
(23.4) |
(23.4) |
(335.3) |
(358.7) |
iPath DJ AIG Softs TR Sub-Idx ETN |
21 |
|
| 22 |
iPath DJ AIG Cotton TR Sub-Idx ETN |
BAL |
0 |
34 |
(13.41) |
(12.70) |
(10.95) |
(22.70) |
(7.27) |
2.86 |
1.52 |
(4.90) |
(4.99) |
3.44 |
17.89 |
0.00 |
0.00 |
0.00 |
(13.5) |
(19.7) |
0.0 |
(58.8) |
(20.0) |
6.9 |
17.9 |
(37.9) |
(26.8) |
(11.0) |
(25.7) |
(18.9) |
(13.5) |
1.6 |
1.6 |
(227.1) |
(225.5) |
iPath DJ AIG Cotton TR Sub-Idx ETN |
22 |
|
| 23 |
CurrencyShares British Pound Sterling
Tr |
FXB |
0 |
46 |
(6.56) |
(13.93) |
(5.24) |
(0.87) |
(6.20) |
(8.45) |
(10.62) |
(5.49) |
(5.23) |
(12.22) |
(10.85) |
(7.98) |
11.42 |
(0.80) |
(30.5) |
(21.7) |
(34.7) |
(65.9) |
(20.9) |
(24.4) |
(10.9) |
(10.1) |
3.5 |
(13.6) |
(16.2) |
(5.0) |
(30.5) |
(18.7) |
(18.7) |
(60.4) |
(79.2) |
CurrencyShares British Pound Sterling Tr |
23 |
|
| 24 |
PowerShares DB Agriculture |
DBA |
0 |
15 |
(9.00) |
(13.91) |
(8.37) |
(5.59) |
(8.11) |
(9.73) |
(10.82) |
(5.30) |
(7.17) |
(10.99) |
(15.45) |
(2.63) |
25.56 |
(0.03) |
(32.4) |
(23.1) |
(16.5) |
(63.6) |
(28.7) |
(22.0) |
(15.5) |
(13.2) |
(6.7) |
(6.5) |
(15.1) |
(6.6) |
(32.4) |
(22.0) |
(22.0) |
(79.4) |
(101.4) |
PowerShares DB Agriculture |
24 |
|
| 25 |
Merk Hard Currency Inv |
MERKX |
0 |
16 |
(9.08) |
(14.62) |
(8.82) |
(6.43) |
(6.45) |
(5.46) |
(7.04) |
(6.11) |
(5.05) |
(9.63) |
(1.05) |
3.62 |
12.18 |
0.24 |
(28.5) |
(23.4) |
(30.4) |
(73.3) |
(20.2) |
(19.3) |
(1.1) |
(19.2) |
(0.9) |
(18.2) |
(21.8) |
(9.6) |
(28.5) |
(13.5) |
(13.5) |
(114.9) |
(128.4) |
Merk Hard Currency Inv |
25 |
|
| 26 |
WisdomTree Dreyfus New Zealand
Dollar |
BNZ |
0 |
2 |
(12.07) |
(25.11) |
(6.57) |
(6.86) |
(9.74) |
(1.55) |
(5.65) |
(7.01) |
(2.55) |
(4.03) |
7.39 |
0.00 |
0.00 |
0.00 |
(23.7) |
(23.6) |
0.0 |
(84.1) |
(10.2) |
(8.1) |
7.4 |
(17.6) |
(2.1) |
(15.5) |
(27.7) |
(8.8) |
(23.7) |
(3.6) |
(3.6) |
(105.5) |
(109.2) |
WisdomTree Dreyfus New Zealand Dollar |
26 |
|
| 27 |
iPath DJ AIG Cocoa TR Sub-Idx ETN |
NIB |
0 |
37 |
(10.01) |
(19.59) |
(4.72) |
1.65 |
(17.38) |
(2.62) |
(11.17) |
(8.47) |
0.54 |
(10.55) |
8.01 |
0.00 |
0.00 |
0.00 |
(28.1) |
(24.9) |
0.0 |
(101.6) |
2.2 |
(21.1) |
8.0 |
(5.9) |
23.3 |
(29.1) |
(30.6) |
(2.9) |
(28.1) |
(3.6) |
(3.6) |
(35.1) |
(38.7) |
iPath DJ AIG Cocoa TR Sub-Idx ETN |
27 |
|
| 28 |
PowerShares DB US Dollar Index
Bearish |
UDN |
0 |
10 |
(7.52) |
(11.76) |
(7.75) |
(5.15) |
(5.40) |
(9.15) |
(10.49) |
(6.27) |
(7.82) |
(14.00) |
(8.50) |
(0.78) |
10.42 |
(0.16) |
(35.8) |
(26.6) |
(44.6) |
(75.2) |
(31.3) |
(28.0) |
(8.5) |
(22.8) |
(3.3) |
(19.5) |
(20.4) |
(11.4) |
(35.8) |
(22.6) |
(22.6) |
(136.7) |
(159.3) |
PowerShares DB US Dollar Index Bearish |
28 |
|
| 29 |
iPath DJ AIG Grains TR Sub-Idx ETN |
JJG |
0 |
32 |
(13.33) |
(14.67) |
(14.58) |
(11.45) |
(12.63) |
(14.88) |
(16.96) |
(6.22) |
(8.34) |
(19.31) |
(25.66) |
0.00 |
0.00 |
0.00 |
(43.1) |
(27.0) |
0.0 |
(74.6) |
(33.4) |
(38.6) |
(25.7) |
(7.7) |
5.3 |
(13.0) |
(14.2) |
(3.9) |
(43.1) |
(32.5) |
(32.5) |
(46.2) |
(78.7) |
iPath DJ AIG Grains TR Sub-Idx ETN |
29 |
|
| 30 |
iPath DJ AIG Agriculture TR Sub-Idx
ETN |
JJA |
0 |
39 |
(10.85) |
(14.85) |
(10.95) |
(8.57) |
(9.02) |
(11.59) |
(15.91) |
(5.50) |
(10.51) |
(14.95) |
(15.41) |
0.00 |
0.00 |
0.00 |
(38.3) |
(27.0) |
0.0 |
(66.0) |
(42.0) |
(29.9) |
(15.4) |
(26.6) |
(12.1) |
(14.5) |
(16.4) |
(13.3) |
(38.3) |
(29.1) |
(29.1) |
(159.8) |
(188.9) |
iPath DJ AIG Agriculture TR Sub-Idx ETN |
30 |
|
| 31 |
iPath Dow Jones-AIG Commodity Idx
TR ETN |
DJP |
0 |
21 |
(13.23) |
(22.40) |
(10.45) |
(11.07) |
(8.98) |
(5.72) |
(10.67) |
(7.07) |
(6.70) |
(8.67) |
(0.45) |
(9.86) |
24.52 |
(0.36) |
(32.4) |
(27.9) |
(17.2) |
(84.8) |
(26.8) |
(17.3) |
(0.5) |
(26.4) |
(9.5) |
(16.9) |
(26.3) |
(13.2) |
(32.4) |
(14.9) |
(14.9) |
(158.1) |
(173.0) |
iPath Dow Jones-AIG Commodity Idx TR ETN |
31 |
|
| 32 |
iPath DJ AIG Copper TR Sub-Idx ETN |
JJC |
0 |
35 |
(13.64) |
(23.13) |
(14.65) |
(15.41) |
(1.35) |
4.97 |
(8.45) |
(7.50) |
(6.20) |
(3.57) |
37.16 |
0.00 |
0.00 |
0.00 |
(21.2) |
(28.7) |
0.0 |
(90.0) |
(24.8) |
(7.1) |
37.2 |
(62.0) |
(17.7) |
(44.3) |
(39.9) |
(31.0) |
(21.2) |
1.7 |
1.7 |
(371.8) |
(370.0) |
iPath DJ AIG Copper TR Sub-Idx ETN |
32 |
|
| 33 |
CurrencyShares Swiss Franc Trust |
FXF |
0 |
40 |
(8.40) |
(13.87) |
(8.69) |
(5.91) |
(5.11) |
(9.10) |
(10.79) |
(7.20) |
(7.41) |
(13.54) |
(8.25) |
2.30 |
14.19 |
0.13 |
(37.8) |
(29.0) |
(34.7) |
(86.4) |
(29.6) |
(27.1) |
(8.3) |
(21.4) |
(2.6) |
(18.8) |
(23.7) |
(10.7) |
(37.8) |
(21.7) |
(21.7) |
(128.3) |
(150.0) |
CurrencyShares Swiss Franc Trust |
33 |
|
| 34 |
CurrencyShares Australian Dollar
Trust |
FXA |
0 |
47 |
(12.91) |
(21.90) |
(10.36) |
(10.08) |
(9.30) |
(2.57) |
(4.47) |
(8.19) |
(4.68) |
(6.03) |
8.62 |
5.08 |
19.19 |
0.28 |
(30.1) |
(29.3) |
(20.4) |
(98.3) |
(18.7) |
(12.1) |
8.6 |
(27.3) |
(6.7) |
(20.7) |
(32.7) |
(13.7) |
(30.1) |
(7.4) |
(7.4) |
(164.0) |
(171.4) |
CurrencyShares Australian Dollar Trust |
34 |
|
| 35 |
CurrencyShares Swedish Krona Trust |
FXS |
0 |
41 |
(9.93) |
(14.21) |
(8.35) |
(10.49) |
(6.67) |
(7.63) |
(8.51) |
(7.16) |
(8.76) |
(10.92) |
(3.69) |
(2.45) |
15.42 |
(0.18) |
(36.6) |
(30.2) |
(30.9) |
(85.9) |
(35.0) |
(21.8) |
(3.7) |
(31.4) |
(13.2) |
(18.2) |
(26.0) |
(15.7) |
(36.6) |
(20.2) |
(20.2) |
(188.1) |
(208.3) |
CurrencyShares Swedish Krona Trust |
35 |
|
| 36 |
CurrencyShares Euro Trust |
FXE |
0 |
44 |
(8.68) |
(13.80) |
(8.69) |
(5.86) |
(6.37) |
(12.39) |
(14.37) |
(7.83) |
(9.92) |
(18.38) |
(13.44) |
(1.33) |
13.68 |
(0.13) |
(46.0) |
(33.4) |
(43.7) |
(94.0) |
(39.7) |
(36.8) |
(13.4) |
(26.2) |
(2.9) |
(23.3) |
(24.4) |
(13.1) |
(46.0) |
(30.0) |
(30.0) |
(157.4) |
(187.4) |
CurrencyShares Euro Trust |
36 |
|
| 37 |
iPath DJ AIG Platinum TR Sub-Idx
ETN |
PGM |
0 |
26 |
(23.82) |
(27.57) |
(36.03) |
(15.43) |
(16.27) |
0.30 |
(4.44) |
(11.17) |
(0.24) |
(13.95) |
26.56 |
0.00 |
0.00 |
0.00 |
(34.1) |
(33.8) |
0.0 |
(134.0) |
(1.0) |
(27.9) |
26.6 |
(27.5) |
26.9 |
(54.5) |
(45.5) |
(13.8) |
(34.1) |
(0.8) |
(0.8) |
(165.1) |
(165.9) |
iPath DJ AIG Platinum TR Sub-Idx ETN |
37 |
|
| 38 |
iPath DJ AIG Aluminum TR Sub-Idx
ETN |
JJU |
0 |
38 |
(11.07) |
(8.45) |
(17.60) |
(13.37) |
(4.86) |
2.56 |
(12.22) |
(9.68) |
(6.65) |
(4.60) |
31.18 |
0.00 |
0.00 |
0.00 |
(30.2) |
(35.7) |
0.0 |
(116.2) |
(26.6) |
(9.2) |
31.2 |
(57.8) |
(17.4) |
(40.4) |
(45.9) |
(28.9) |
(30.2) |
(1.5) |
(1.5) |
(346.7) |
(348.2) |
iPath DJ AIG Aluminum TR Sub-Idx ETN |
38 |
|
| 39 |
iPath DJ AIG Energy TR Sub-Idx ETN |
JJE |
0 |
33 |
(15.36) |
(31.22) |
(7.47) |
(10.54) |
(12.20) |
(12.75) |
(16.18) |
(9.73) |
(10.83) |
(14.58) |
(15.85) |
0.00 |
0.00 |
0.00 |
(51.3) |
(40.0) |
0.0 |
(116.8) |
(43.3) |
(29.2) |
(15.9) |
(27.5) |
(14.2) |
(13.3) |
(31.7) |
(13.7) |
(51.3) |
(29.4) |
(29.4) |
(164.8) |
(194.3) |
iPath DJ AIG Energy TR Sub-Idx ETN |
39 |
|
| 40 |
PowerShares DB Base Metals |
DBB |
0 |
14 |
(15.91) |
(22.32) |
(18.62) |
(16.50) |
(6.21) |
0.99 |
(15.16) |
(10.96) |
(8.22) |
(8.79) |
31.93 |
(9.11) |
29.76 |
(0.22) |
(37.5) |
(41.1) |
(16.4) |
(131.5) |
(32.9) |
(17.6) |
31.9 |
(64.8) |
(15.3) |
(49.5) |
(50.6) |
(32.4) |
(37.5) |
(6.2) |
(6.2) |
(388.9) |
(395.0) |
PowerShares DB Base Metals |
40 |
|
| 41 |
iPath DJ AIG Ind Metals TR Sub-Idx
ETN |
JJM |
0 |
29 |
(18.33) |
(25.93) |
(18.44) |
(20.76) |
(8.20) |
2.66 |
(10.75) |
(12.25) |
(7.51) |
(3.69) |
34.11 |
0.00 |
0.00 |
0.00 |
(37.6) |
(44.3) |
0.0 |
(147.0) |
(30.0) |
(7.4) |
34.1 |
(64.2) |
(22.7) |
(41.5) |
(56.6) |
(32.1) |
(37.6) |
(1.1) |
(1.1) |
(384.9) |
(386.0) |
iPath DJ AIG Ind Metals TR Sub-Idx ETN |
41 |
|
| 42 |
iPath S&P GSCI Total Return Index
ETN |
GSP |
0 |
19 |
(22.58) |
(37.45) |
(15.46) |
(20.68) |
(16.72) |
(10.25) |
(12.52) |
(13.56) |
(9.63) |
(11.48) |
(6.32) |
(12.72) |
33.34 |
(0.28) |
(57.6) |
(50.3) |
(22.5) |
(162.7) |
(38.5) |
(23.0) |
(6.3) |
(32.2) |
(15.6) |
(16.6) |
(48.5) |
(16.1) |
(57.6) |
(22.6) |
(22.6) |
(193.2) |
(215.8) |
iPath S&P GSCI Total Return Index ETN |
42 |
|
| 43 |
iShares S&P GSCI Commodity-Indexed
Trust |
GSG |
0 |
18 |
(22.41) |
(37.45) |
(15.18) |
(20.25) |
(16.75) |
(10.90) |
(12.73) |
(13.60) |
(10.33) |
(11.86) |
(7.80) |
(12.32) |
32.55 |
(0.28) |
(59.0) |
(51.1) |
(23.6) |
(163.2) |
(41.3) |
(23.7) |
(7.8) |
(33.5) |
(17.6) |
(15.9) |
(48.4) |
(16.8) |
(59.0) |
(24.3) |
(24.3) |
(201.1) |
(225.4) |
iShares S&P GSCI Commodity-Indexed Trust |
43 |
|
| 44 |
PowerShares DB Oil |
DBO |
0 |
12 |
(30.01) |
(52.78) |
(20.22) |
(25.83) |
(21.23) |
(9.00) |
(10.27) |
(16.22) |
(8.37) |
(10.69) |
(0.72) |
(0.24) |
37.70 |
0.15 |
(62.6) |
(57.0) |
(21.6) |
(194.6) |
(33.5) |
(21.4) |
(0.7) |
(32.8) |
(12.1) |
(20.7) |
(59.4) |
(16.4) |
(62.6) |
(18.5) |
(18.5) |
(196.6) |
(215.1) |
PowerShares DB Oil |
44 |
|
| 45 |
iPath DJ AIG Nickel TR Sub-Idx ETN |
JJN |
0 |
27 |
(40.04) |
(75.21) |
(15.81) |
(44.33) |
(24.80) |
14.54 |
12.69 |
(20.28) |
(0.24) |
28.02 |
50.65 |
0.00 |
0.00 |
0.00 |
(34.4) |
(61.1) |
0.0 |
(243.4) |
(1.0) |
56.0 |
50.7 |
(51.6) |
(57.0) |
5.4 |
(93.9) |
(25.8) |
(34.4) |
35.2 |
35.2 |
(309.7) |
(274.4) |
iPath DJ AIG Nickel TR Sub-Idx ETN |
45 |
|
| 46 |
iPath DJ AIG Sugar TR Sub-Idx ETN |
SGG |
0 |
23 |
(1.93) |
(13.21) |
(4.48) |
6.96 |
3.03 |
(26.43) |
(46.51) |
(6.80) |
(41.39) |
(37.20) |
(20.33) |
0.00 |
0.00 |
0.00 |
(85.5) |
(61.8) |
0.0 |
(81.6) |
(165.6) |
(74.4) |
(20.3) |
(145.2) |
(91.2) |
(54.1) |
(27.5) |
(72.6) |
(85.5) |
(86.8) |
(86.8) |
(871.4) |
(958.1) |
iPath DJ AIG Sugar TR Sub-Idx ETN |
46 |
|
| 47 |
United States Oil |
USO |
0 |
6 |
(29.38) |
(50.85) |
(18.17) |
(28.29) |
(20.22) |
(12.38) |
(13.34) |
(17.64) |
(12.32) |
(13.06) |
(6.49) |
(11.41) |
42.64 |
(0.10) |
(73.4) |
(65.2) |
(22.4) |
(211.7) |
(49.3) |
(26.1) |
(6.5) |
(42.8) |
(23.2) |
(19.6) |
(63.9) |
(21.4) |
(73.4) |
(27.3) |
(27.3) |
(256.7) |
(284.0) |
United States Oil |
47 |
|
| 48 |
iPath S&P GSCI Crude Oil Ttl Ret
Idx ETN |
OIL |
0 |
20 |
(31.44) |
(54.92) |
(19.50) |
(29.98) |
(21.34) |
(13.80) |
(14.57) |
(18.98) |
(13.80) |
(14.53) |
(7.88) |
(14.83) |
44.96 |
(0.15) |
(80.0) |
(70.7) |
(23.1) |
(227.8) |
(55.2) |
(29.1) |
(7.9) |
(47.3) |
(26.1) |
(21.2) |
(68.6) |
(23.7) |
(80.0) |
(30.7) |
(30.7) |
(283.9) |
(314.6) |
iPath S&P GSCI Crude Oil Ttl Ret Idx ETN |
48 |
|
| 49 |
iPath DJ AIG Lead TR Sub-Idx ETN |
LD |
0 |
31 |
(29.53) |
(47.72) |
(19.33) |
(28.35) |
(22.73) |
(13.06) |
(26.80) |
(19.06) |
(18.15) |
(25.15) |
10.11 |
0.00 |
0.00 |
0.00 |
(85.4) |
(75.3) |
0.0 |
(228.7) |
(72.6) |
(50.3) |
10.1 |
(82.7) |
(22.3) |
(60.4) |
(73.9) |
(41.4) |
(85.4) |
(37.6) |
(37.6) |
(496.3) |
(533.9) |
iPath DJ AIG Lead TR Sub-Idx ETN |
49 |
|
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