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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= |
11 |
|
2011 |
|
|
See "Help"
page on www.copstrat.com for
understanding and using this report. |
6.1 |
|
Annualized |
|
Category Scores |
Annualized Period Return |
|
Period Differentials |
|
Period Slopes |
|
N/Period Averages |
|
14% |
86% |
|
<---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 |
(0.03) |
4.63 |
(2.11) |
(8.29) |
5.66 |
14.06 |
27.97 |
1.91 |
9.16 |
22.40 |
22.77 |
9.53 |
59.35 |
17.80 |
4.01 |
0.68 |
31.8 |
14.9 |
23.2 |
39.1 |
22.9 |
36.6 |
44.8 |
22.8 |
13.9 |
(8.2) |
22.0 |
(0.8) |
6.9 |
31.8 |
34.7 |
34.7 |
83.2 |
118.0 |
Cat: Long Government |
23 |
|
| 2 |
DIAMONDS Trust, Series 1 |
49 |
0 |
(0.01) |
1.73 |
2.16 |
4.94 |
(8.85) |
3.22 |
6.01 |
0.71 |
4.03 |
(3.62) |
11.74 |
13.80 |
96.87 |
17.65 |
0.91 |
0.82 |
7.3 |
6.2 |
5.4 |
5.5 |
8.5 |
16.1 |
(7.2) |
11.7 |
4.4 |
23.4 |
(19.0) |
1.4 |
2.2 |
7.3 |
6.9 |
6.9 |
26.3 |
33.2 |
DIAMONDS Trust, Series 1 |
49 |
|
| 3 |
Cat: Ultrashort Bond |
45 |
0 |
(0.41) |
2.69 |
(0.11) |
1.71 |
(5.94) |
3.65 |
8.50 |
0.21 |
2.51 |
(1.11) |
13.00 |
12.01 |
68.11 |
14.20 |
0.62 |
0.86 |
5.8 |
3.1 |
5.3 |
7.8 |
2.5 |
10.0 |
(2.2) |
13.0 |
(3.0) |
12.3 |
(15.2) |
(1.9) |
(1.5) |
5.8 |
6.9 |
6.9 |
(17.8) |
(10.8) |
Cat: Ultrashort Bond |
45 |
|
| 4 |
Cat: Inflation-Protected Bound |
15 |
0 |
0.21 |
2.14 |
0.13 |
0.10 |
(1.55) |
4.27 |
10.84 |
0.31 |
1.69 |
5.78 |
9.32 |
11.43 |
46.77 |
6.43 |
1.30 |
1.70 |
7.8 |
2.6 |
15.8 |
33.9 |
3.7 |
6.8 |
11.6 |
9.3 |
(2.6) |
(4.8) |
2.2 |
(2.2) |
(1.3) |
7.8 |
9.2 |
9.2 |
(15.4) |
(6.1) |
Cat: Inflation-Protected Bound |
15 |
|
| 5 |
iPath S&P GSCI Total Return Index
ETN |
53 |
0 |
0.46 |
(0.74) |
8.10 |
3.64 |
(9.16) |
0.28 |
0.06 |
1.58 |
(2.22) |
(7.35) |
9.13 |
3.05 |
83.21 |
24.68 |
1.19 |
0.24 |
1.1 |
2.5 |
0.6 |
0.7 |
19.0 |
(8.9) |
(14.7) |
9.1 |
(18.0) |
5.8 |
(23.8) |
3.5 |
(9.0) |
1.1 |
(4.8) |
(4.8) |
(108.1) |
(112.9) |
iPath S&P GSCI Total Return Index ETN |
53 |
|
| 6 |
Cat: Small Value |
36 |
0 |
(1.82) |
(2.97) |
1.68 |
8.76 |
(14.74) |
(1.72) |
(5.40) |
0.02 |
2.23 |
(11.25) |
2.12 |
18.63 |
86.72 |
25.94 |
1.27 |
0.79 |
(2.8) |
2.3 |
(1.4) |
(1.6) |
0.2 |
8.9 |
(22.5) |
2.1 |
6.8 |
31.4 |
(24.6) |
2.6 |
3.4 |
(2.8) |
(3.8) |
(3.8) |
40.8 |
37.0 |
Cat: Small Value |
36 |
|
| 7 |
Cat: Specialty-Health |
39 |
0 |
0.38 |
2.54 |
(1.50) |
6.51 |
(6.05) |
0.76 |
5.60 |
0.32 |
1.00 |
(9.90) |
11.63 |
15.41 |
62.26 |
17.39 |
0.72 |
0.91 |
(0.1) |
2.0 |
(0.1) |
(0.1) |
3.8 |
4.0 |
(19.8) |
11.6 |
(7.6) |
23.8 |
(31.4) |
0.0 |
(3.8) |
(0.1) |
(1.4) |
(1.4) |
(45.8) |
(47.2) |
Cat: Specialty-Health |
39 |
|
| 8 |
SPDRs |
51 |
0 |
(1.44) |
(0.44) |
0.67 |
5.26 |
(11.27) |
0.86 |
0.77 |
(0.41) |
2.78 |
(6.43) |
7.50 |
13.91 |
100.00 |
18.90 |
0.99 |
0.78 |
0.2 |
1.6 |
0.1 |
0.1 |
(4.9) |
11.1 |
(12.9) |
7.5 |
3.6 |
24.0 |
(20.4) |
(1.3) |
1.8 |
0.2 |
1.9 |
1.9 |
21.7 |
23.6 |
SPDRs |
51 |
|
| 9 |
Cat: Intermediate Government |
16 |
0 |
(0.24) |
0.66 |
(0.92) |
(1.26) |
0.56 |
2.23 |
5.97 |
0.30 |
0.62 |
3.25 |
4.76 |
6.34 |
67.82 |
3.16 |
0.78 |
2.06 |
4.3 |
1.5 |
17.8 |
26.3 |
3.6 |
2.5 |
6.5 |
4.8 |
(2.3) |
(4.0) |
1.7 |
(0.7) |
(1.1) |
4.3 |
4.6 |
4.6 |
(13.7) |
(9.1) |
Cat: Intermediate Government |
16 |
|
| 10 |
Cat: High Yield Muni |
14 |
0 |
0.23 |
3.68 |
(2.42) |
(0.56) |
0.20 |
2.99 |
8.02 |
(0.05) |
1.57 |
4.93 |
5.49 |
10.73 |
45.71 |
9.63 |
1.38 |
1.17 |
5.3 |
1.4 |
7.1 |
15.5 |
(0.6) |
6.3 |
9.9 |
5.5 |
0.8 |
(3.6) |
4.4 |
(2.2) |
0.4 |
5.3 |
7.2 |
7.2 |
4.7 |
12.0 |
Cat: High Yield Muni |
14 |
|
| 11 |
Cat: Small Blend |
34 |
0 |
(2.21) |
(3.57) |
1.54 |
8.72 |
(15.52) |
(1.80) |
(4.38) |
(0.24) |
1.87 |
(11.87) |
3.03 |
18.72 |
86.70 |
25.20 |
1.24 |
0.81 |
(4.0) |
1.2 |
(2.1) |
(2.4) |
(2.9) |
7.5 |
(23.7) |
3.0 |
4.5 |
31.2 |
(26.8) |
1.3 |
2.2 |
(4.0) |
(4.4) |
(4.4) |
26.7 |
22.3 |
Cat: Small Blend |
34 |
|
| 12 |
SPDR Gold Shares |
52 |
0 |
(2.72) |
(0.55) |
3.87 |
(9.99) |
(4.20) |
9.18 |
22.64 |
1.67 |
(4.27) |
13.70 |
25.63 |
28.50 |
18.56 |
18.95 |
0.42 |
1.42 |
14.0 |
0.7 |
9.6 |
51.7 |
20.0 |
(17.1) |
27.4 |
25.6 |
(42.7) |
(44.5) |
1.8 |
(6.1) |
(21.4) |
14.0 |
12.0 |
12.0 |
(256.3) |
(244.3) |
SPDR Gold Shares |
52 |
|
| 13 |
Cat: Small Growth |
35 |
0 |
(2.40) |
(4.72) |
1.25 |
8.98 |
(15.10) |
(1.83) |
(2.93) |
(0.39) |
1.77 |
(12.81) |
4.12 |
20.61 |
82.91 |
23.56 |
1.13 |
0.91 |
(4.8) |
0.6 |
(2.6) |
(3.2) |
(4.7) |
7.1 |
(25.6) |
4.1 |
3.0 |
32.7 |
(29.7) |
0.6 |
1.5 |
(4.8) |
(4.8) |
(4.8) |
17.8 |
13.0 |
Cat: Small Growth |
35 |
|
| 14 |
Cat: Large Value |
21 |
0 |
(1.32) |
0.00 |
0.68 |
5.68 |
(11.64) |
(0.63) |
(2.03) |
(0.49) |
1.93 |
(9.04) |
5.07 |
12.19 |
95.38 |
19.93 |
1.03 |
0.68 |
(2.8) |
0.5 |
(1.8) |
(1.9) |
(5.9) |
7.7 |
(18.1) |
5.1 |
2.7 |
25.8 |
(23.1) |
(0.7) |
1.3 |
(2.8) |
(1.8) |
(1.8) |
15.9 |
14.1 |
Cat: Large Value |
21 |
|
| 15 |
Cat: Mid-Cap Value |
28 |
0 |
(1.71) |
(1.73) |
0.58 |
7.47 |
(13.17) |
(2.01) |
(4.29) |
(0.41) |
1.43 |
(11.68) |
2.61 |
18.22 |
91.40 |
22.41 |
1.13 |
0.87 |
(5.0) |
0.2 |
(2.9) |
(3.2) |
(4.9) |
5.7 |
(23.4) |
2.6 |
3.1 |
29.1 |
(26.0) |
0.6 |
1.6 |
(5.0) |
(5.0) |
(5.0) |
18.7 |
13.6 |
Cat: Mid-Cap Value |
28 |
|
| 16 |
Cat: Large Blend |
19 |
0 |
(1.48) |
(0.59) |
0.69 |
5.84 |
(11.85) |
(0.63) |
(1.69) |
(0.54) |
1.79 |
(8.52) |
4.74 |
13.88 |
95.84 |
19.65 |
1.01 |
0.75 |
(2.9) |
0.2 |
(1.9) |
(2.0) |
(6.5) |
7.2 |
(17.0) |
4.7 |
2.4 |
24.2 |
(21.8) |
(0.9) |
1.2 |
(2.9) |
(1.7) |
(1.7) |
14.5 |
12.8 |
Cat: Large Blend |
19 |
|
| 17 |
Cat: Short Government |
32 |
0 |
(0.14) |
0.26 |
(0.40) |
(0.41) |
(0.01) |
0.59 |
1.91 |
0.03 |
0.03 |
0.80 |
1.48 |
3.03 |
59.58 |
1.69 |
0.38 |
1.80 |
0.9 |
0.1 |
6.8 |
11.5 |
0.4 |
0.1 |
1.6 |
1.5 |
(1.4) |
(1.5) |
0.1 |
(0.5) |
(0.7) |
0.9 |
1.1 |
1.1 |
(8.2) |
(7.1) |
Cat: Short Government |
32 |
|
| 18 |
Cat: Mid-Cap Blend |
26 |
0 |
(1.99) |
(2.52) |
0.71 |
7.74 |
(13.88) |
(2.07) |
(3.61) |
(0.42) |
1.18 |
(12.12) |
3.09 |
19.09 |
88.70 |
22.21 |
1.10 |
0.90 |
(5.4) |
(0.1) |
(3.1) |
(3.5) |
(5.0) |
4.7 |
(24.2) |
3.1 |
1.6 |
29.0 |
(27.3) |
0.5 |
0.8 |
(5.4) |
(5.5) |
(5.5) |
9.8 |
4.3 |
Cat: Mid-Cap Blend |
26 |
|
| 19 |
Cat: Specialty-Utilities |
44 |
0 |
(0.11) |
(0.10) |
(0.16) |
0.20 |
(0.38) |
(0.14) |
0.14 |
(0.13) |
(0.10) |
(0.47) |
0.12 |
2.87 |
8.04 |
1.63 |
0.01 |
1.73 |
(0.7) |
(0.5) |
(5.5) |
(68.9) |
(1.6) |
(0.4) |
(0.9) |
0.1 |
(0.5) |
0.5 |
(1.1) |
(0.5) |
(0.3) |
(0.7) |
(0.4) |
(0.4) |
(3.1) |
(3.5) |
Cat: Specialty-Utilities |
44 |
|
| 20 |
Cat: Mid-Cap Growth |
27 |
0 |
(2.47) |
(3.93) |
0.72 |
7.12 |
(13.78) |
(1.65) |
(2.18) |
(0.62) |
1.27 |
(10.96) |
3.72 |
20.48 |
85.87 |
21.03 |
1.03 |
0.99 |
(5.1) |
(0.6) |
(3.2) |
(3.7) |
(7.4) |
5.1 |
(21.9) |
3.7 |
1.4 |
27.0 |
(25.6) |
(0.6) |
0.7 |
(5.1) |
(4.4) |
(4.4) |
8.2 |
3.8 |
Cat: Mid-Cap Growth |
27 |
|
| 21 |
zCat: Micro Cap Growth |
54 |
0 |
(2.28) |
(4.54) |
1.26 |
10.89 |
(16.73) |
(3.44) |
(7.45) |
(0.69) |
1.34 |
(14.42) |
0.00 |
20.70 |
80.00 |
26.04 |
1.24 |
0.85 |
(7.9) |
(0.7) |
(4.0) |
(5.0) |
(8.3) |
5.4 |
(28.8) |
0.0 |
5.4 |
34.2 |
(28.8) |
0.9 |
2.7 |
(7.9) |
(7.8) |
(7.8) |
32.2 |
24.3 |
zCat: Micro Cap Growth |
54 |
|
| 22 |
zCat: Micro Cap Value |
55 |
0 |
(2.01) |
(3.87) |
1.25 |
8.72 |
(14.14) |
(3.10) |
(8.34) |
(0.56) |
0.44 |
(11.74) |
(0.52) |
19.97 |
80.00 |
29.19 |
1.37 |
0.79 |
(7.2) |
(1.2) |
(3.2) |
(4.0) |
(6.7) |
1.8 |
(23.5) |
(0.5) |
2.3 |
25.2 |
(23.0) |
0.7 |
1.1 |
(7.2) |
(7.4) |
(7.4) |
13.7 |
6.3 |
zCat: Micro Cap Value |
55 |
|
| 23 |
Cat: Short-Term Bond |
33 |
0 |
(0.41) |
(0.02) |
(0.75) |
(0.02) |
(0.85) |
(0.02) |
1.30 |
(0.34) |
(0.29) |
(0.45) |
0.98 |
5.47 |
30.45 |
2.30 |
0.31 |
2.31 |
(1.3) |
(1.3) |
(7.3) |
(23.9) |
(4.1) |
(1.2) |
(0.9) |
1.0 |
(2.1) |
(0.3) |
(1.9) |
(1.5) |
(1.1) |
(1.3) |
(0.4) |
(0.4) |
(12.8) |
(13.2) |
Cat: Short-Term Bond |
33 |
|
| 24 |
Cat: Specialty-Communications |
37 |
0 |
0.21 |
2.72 |
0.14 |
4.47 |
(6.49) |
(3.61) |
(5.41) |
0.03 |
(1.72) |
(13.25) |
0.49 |
17.75 |
68.34 |
21.61 |
0.91 |
0.86 |
(8.1) |
(1.6) |
(4.9) |
(7.2) |
0.4 |
(6.9) |
(26.5) |
0.5 |
(7.4) |
19.6 |
(27.0) |
1.9 |
(3.7) |
(8.1) |
(11.0) |
(11.0) |
(44.2) |
(55.2) |
Cat: Specialty-Communications |
37 |
|
| 25 |
Cat: Large Growth |
20 |
0 |
(2.29) |
(2.26) |
0.21 |
5.74 |
(12.84) |
(0.97) |
(1.36) |
(1.06) |
1.23 |
(8.10) |
4.07 |
16.60 |
91.05 |
19.24 |
0.97 |
0.89 |
(5.0) |
(2.0) |
(3.4) |
(3.7) |
(12.7) |
4.9 |
(16.2) |
4.1 |
0.9 |
21.1 |
(20.3) |
(2.9) |
0.4 |
(5.0) |
(2.4) |
(2.4) |
5.1 |
2.7 |
Cat: Large Growth |
20 |
|
| 26 |
Cat: Intermediate-Term Bond |
17 |
0 |
(0.99) |
0.08 |
(1.66) |
(0.96) |
(1.41) |
1.06 |
4.60 |
(0.64) |
(0.05) |
1.12 |
3.83 |
10.04 |
57.98 |
4.28 |
0.88 |
2.34 |
(0.5) |
(2.0) |
(1.4) |
(2.4) |
(7.7) |
(0.2) |
2.2 |
3.8 |
(4.0) |
(2.4) |
(1.6) |
(3.7) |
(2.0) |
(0.5) |
2.0 |
2.0 |
(24.2) |
(22.2) |
Cat: Intermediate-Term Bond |
17 |
|
| 27 |
Cat: Moderate Allocation |
29 |
0 |
(1.25) |
(0.35) |
(0.09) |
3.39 |
(7.96) |
(0.74) |
(0.52) |
(0.83) |
0.34 |
(6.09) |
3.62 |
12.53 |
94.83 |
12.97 |
1.03 |
0.97 |
(4.3) |
(2.2) |
(4.3) |
(4.5) |
(10.0) |
1.4 |
(12.2) |
3.6 |
(2.3) |
13.5 |
(15.8) |
(2.7) |
(1.1) |
(4.3) |
(2.4) |
(2.4) |
(13.6) |
(16.0) |
Cat: Moderate Allocation |
29 |
|
| 28 |
Cat: Long-Term Bond |
25 |
0 |
(0.34) |
0.68 |
1.04 |
2.82 |
(5.89) |
(1.36) |
(3.21) |
(0.80) |
0.02 |
(4.84) |
0.18 |
7.20 |
58.39 |
12.03 |
0.47 |
0.54 |
(4.8) |
(2.4) |
(5.1) |
(8.8) |
(9.6) |
0.1 |
(9.7) |
0.2 |
(0.1) |
9.8 |
(9.9) |
(2.0) |
(0.1) |
(4.8) |
(3.1) |
(3.1) |
(0.6) |
(3.7) |
Cat: Long-Term Bond |
25 |
|
| 29 |
Cat: Conservative Allocation |
2 |
0 |
(1.17) |
(0.15) |
(0.70) |
1.58 |
(5.40) |
(0.33) |
0.99 |
(0.86) |
(0.14) |
(3.58) |
3.27 |
11.69 |
89.09 |
8.81 |
0.68 |
1.30 |
(3.7) |
(2.7) |
(5.4) |
(6.1) |
(10.3) |
(0.6) |
(7.2) |
3.3 |
(3.8) |
6.6 |
(10.4) |
(3.4) |
(1.9) |
(3.7) |
(1.5) |
(1.5) |
(23.0) |
(24.5) |
Cat: Conservative Allocation |
2 |
|
| 30 |
Cat: Long-Short |
24 |
0 |
(2.29) |
(0.62) |
(3.28) |
(2.30) |
(2.96) |
2.52 |
8.71 |
(1.48) |
0.97 |
2.90 |
7.70 |
14.73 |
48.82 |
9.96 |
1.87 |
1.58 |
(0.1) |
(3.5) |
(0.1) |
(0.3) |
(17.8) |
3.9 |
5.8 |
7.7 |
(3.8) |
(1.9) |
(1.9) |
(7.8) |
(1.9) |
(0.1) |
5.8 |
5.8 |
(22.9) |
(17.1) |
Cat: Long-Short |
24 |
|
| 31 |
Cat: Specialty-Natural Res |
40 |
0 |
(2.11) |
(3.24) |
3.45 |
8.36 |
(17.01) |
(4.68) |
(9.62) |
(0.12) |
(3.40) |
(13.94) |
(1.25) |
17.58 |
73.20 |
26.64 |
1.19 |
0.72 |
(11.0) |
(3.8) |
(5.4) |
(7.4) |
(1.4) |
(13.6) |
(27.9) |
(1.3) |
(12.4) |
14.3 |
(26.6) |
1.4 |
(6.2) |
(11.0) |
(14.2) |
(14.2) |
(74.1) |
(88.3) |
Cat: Specialty-Natural Res |
40 |
|
| 32 |
Cat: Multisector Bond |
30 |
0 |
(1.45) |
(0.20) |
(1.72) |
0.58 |
(4.46) |
(0.48) |
1.95 |
(1.45) |
(0.73) |
(2.55) |
2.82 |
15.55 |
11.89 |
7.14 |
0.55 |
2.07 |
(5.6) |
(5.1) |
(10.3) |
(86.5) |
(17.4) |
(2.9) |
(5.1) |
2.8 |
(5.7) |
2.2 |
(7.9) |
(5.8) |
(2.9) |
(5.6) |
(1.7) |
(1.7) |
(34.4) |
(36.2) |
Cat: Multisector Bond |
30 |
|
| 33 |
NASDAQ 100 Trust Shares |
50 |
0 |
(3.71) |
(2.81) |
(1.47) |
2.51 |
(13.07) |
1.49 |
4.10 |
(2.69) |
2.60 |
(3.00) |
9.06 |
25.45 |
85.50 |
19.37 |
0.94 |
1.27 |
(4.7) |
(5.5) |
(3.2) |
(3.7) |
(32.3) |
10.4 |
(6.0) |
9.1 |
1.3 |
16.4 |
(15.1) |
(10.8) |
0.7 |
(4.7) |
4.5 |
4.5 |
8.0 |
12.5 |
NASDAQ 100 Trust Shares |
50 |
|
| 34 |
Cat: Specialty-Precious Metals |
41 |
0 |
(2.09) |
(2.95) |
7.14 |
(5.34) |
(7.23) |
(3.63) |
(8.28) |
0.79 |
(8.40) |
(3.17) |
(3.74) |
35.34 |
17.98 |
35.31 |
64.60 |
1.04 |
(8.5) |
(6.0) |
(3.1) |
(17.5) |
9.5 |
(33.6) |
(6.3) |
(3.7) |
(29.9) |
(27.3) |
(2.6) |
1.2 |
(14.9) |
(8.5) |
(14.6) |
(14.6) |
(179.2) |
(193.7) |
Cat: Specialty-Precious Metals |
41 |
|
| 35 |
Cat: Convertibles |
3 |
0 |
(1.88) |
(2.43) |
(0.65) |
4.16 |
(8.59) |
(3.79) |
(5.60) |
(1.79) |
(1.11) |
(10.91) |
(1.34) |
17.49 |
78.70 |
13.37 |
0.97 |
1.32 |
(12.3) |
(6.5) |
(11.9) |
(15.2) |
(21.5) |
(4.4) |
(21.8) |
(1.3) |
(3.1) |
17.4 |
(20.5) |
(4.3) |
(1.6) |
(12.3) |
(9.2) |
(9.2) |
(18.6) |
(27.8) |
Cat: Convertibles |
3 |
|
| 36 |
Cat: High Yield Bond |
13 |
0 |
(2.21) |
(1.13) |
(2.33) |
2.28 |
(7.67) |
(1.11) |
0.54 |
(2.14) |
(0.12) |
(4.69) |
2.52 |
20.60 |
1.00 |
10.41 |
0.16 |
1.88 |
(8.3) |
(6.5) |
(10.3) |
(1031.2) |
(25.7) |
(0.5) |
(9.4) |
2.5 |
(3.0) |
8.9 |
(11.9) |
(7.6) |
(1.5) |
(8.3) |
(2.4) |
(2.4) |
(18.0) |
(20.4) |
Cat: High Yield Bond |
13 |
|
| 37 |
Cat: World Allocation |
46 |
0 |
(1.33) |
0.12 |
(0.06) |
2.36 |
(7.73) |
(2.86) |
(3.47) |
(1.33) |
(2.74) |
(7.90) |
0.53 |
12.35 |
84.96 |
14.39 |
1.08 |
0.88 |
(10.5) |
(6.7) |
(9.5) |
(11.2) |
(16.0) |
(11.0) |
(15.8) |
0.5 |
(11.5) |
4.8 |
(16.3) |
(4.5) |
(5.7) |
(10.5) |
(8.7) |
(8.7) |
(68.9) |
(77.7) |
Cat: World Allocation |
46 |
|
| 38 |
Cat: Specialty-Technology |
43 |
0 |
(3.94) |
(3.84) |
(1.32) |
4.85 |
(15.44) |
(3.35) |
(5.24) |
(3.08) |
1.53 |
(11.77) |
(0.08) |
24.40 |
79.21 |
21.69 |
1.01 |
1.11 |
(13.6) |
(7.7) |
(8.2) |
(10.3) |
(37.0) |
6.1 |
(23.5) |
(0.1) |
6.2 |
29.7 |
(23.5) |
(8.1) |
3.1 |
(13.6) |
(5.8) |
(5.8) |
37.2 |
31.4 |
Cat: Specialty-Technology |
43 |
|
| 39 |
Cat: Bear-Market |
1 |
0 |
1.99 |
0.50 |
(2.00) |
(3.51) |
12.98 |
(6.16) |
(10.56) |
(0.53) |
(6.20) |
(0.75) |
(17.14) |
(28.95) |
73.83 |
28.09 |
(1.19) |
(1.07) |
(12.5) |
(7.8) |
(5.8) |
(7.8) |
(6.4) |
(24.8) |
(1.5) |
(17.1) |
(7.7) |
(23.3) |
15.6 |
0.9 |
(3.8) |
(12.5) |
(14.5) |
(14.5) |
(46.0) |
(60.4) |
Cat: Bear-Market |
1 |
|
| 40 |
Cat: World Stock |
48 |
0 |
(1.60) |
0.32 |
0.02 |
5.17 |
(11.91) |
(4.44) |
(6.76) |
(1.75) |
(2.63) |
(12.77) |
(0.60) |
14.71 |
88.52 |
21.14 |
0.87 |
0.76 |
(14.4) |
(7.9) |
(8.9) |
(10.0) |
(21.0) |
(10.5) |
(25.5) |
(0.6) |
(9.9) |
15.0 |
(24.9) |
(4.6) |
(5.0) |
(14.4) |
(12.2) |
(12.2) |
(59.5) |
(71.7) |
Cat: World Stock |
48 |
|
| 41 |
Cat: Japan Stock |
18 |
0 |
0.81 |
(4.01) |
1.07 |
6.50 |
(0.31) |
(4.55) |
(12.00) |
(0.94) |
(5.26) |
(7.71) |
(4.29) |
5.87 |
60.01 |
24.26 |
0.82 |
0.44 |
(13.0) |
(8.1) |
(7.0) |
(11.6) |
(11.3) |
(21.0) |
(15.4) |
(4.3) |
(16.8) |
(5.6) |
(11.1) |
(2.7) |
(8.4) |
(13.0) |
(13.6) |
(13.6) |
(100.5) |
(114.1) |
Cat: Japan Stock |
18 |
|
| 42 |
Cat: World Bond |
47 |
0 |
(1.34) |
1.85 |
(1.54) |
(2.01) |
(3.64) |
(0.64) |
2.56 |
(1.85) |
(3.24) |
(1.47) |
4.01 |
9.77 |
37.05 |
8.43 |
1.46 |
1.28 |
(8.5) |
(8.8) |
(13.1) |
(35.5) |
(22.2) |
(13.0) |
(2.9) |
4.0 |
(17.0) |
(10.0) |
(6.9) |
(8.9) |
(8.5) |
(8.5) |
(4.0) |
(4.0) |
(101.8) |
(105.8) |
Cat: World Bond |
47 |
|
| 43 |
Cat: Emerging Markets Bond |
6 |
0 |
(2.46) |
1.50 |
(2.26) |
(1.47) |
(7.61) |
(2.01) |
1.57 |
(2.25) |
(4.91) |
(3.61) |
2.74 |
18.68 |
16.15 |
10.85 |
1.24 |
1.70 |
(12.8) |
(11.7) |
(15.3) |
(94.8) |
(27.0) |
(19.6) |
(7.2) |
2.7 |
(22.4) |
(12.4) |
(10.0) |
(10.2) |
(11.2) |
(12.8) |
(8.0) |
(8.0) |
(134.3) |
(142.3) |
Cat: Emerging Markets Bond |
6 |
|
| 44 |
Cat: Specialty-Real Estate |
42 |
0 |
(5.15) |
(1.57) |
(4.35) |
2.76 |
(17.44) |
(1.70) |
2.97 |
(3.44) |
(1.67) |
(9.28) |
7.58 |
25.90 |
66.60 |
31.32 |
1.35 |
0.91 |
(14.7) |
(12.0) |
(6.1) |
(9.2) |
(41.3) |
(6.7) |
(18.6) |
7.6 |
(14.3) |
11.9 |
(26.1) |
(13.5) |
(7.1) |
(14.7) |
(5.9) |
(5.9) |
(85.6) |
(91.4) |
Cat: Specialty-Real Estate |
42 |
|
| 45 |
Cat: Foreign Large Growth |
9 |
0 |
(2.15) |
0.33 |
(0.35) |
5.03 |
(13.62) |
(6.70) |
(10.06) |
(2.52) |
(5.22) |
(15.44) |
(3.62) |
15.27 |
90.76 |
22.71 |
0.94 |
0.73 |
(21.4) |
(12.8) |
(12.3) |
(13.5) |
(30.2) |
(20.9) |
(30.9) |
(3.6) |
(17.3) |
10.0 |
(27.3) |
(7.0) |
(8.6) |
(21.4) |
(18.5) |
(18.5) |
(103.6) |
(122.0) |
Cat: Foreign Large Growth |
9 |
|
| 46 |
Cat: Foreign Large Value |
10 |
0 |
(1.10) |
2.27 |
(0.31) |
6.00 |
(12.35) |
(7.01) |
(10.82) |
(2.90) |
(4.77) |
(16.64) |
(3.73) |
10.12 |
96.43 |
24.05 |
1.03 |
0.52 |
(22.7) |
(13.5) |
(12.3) |
(12.7) |
(34.8) |
(19.1) |
(33.3) |
(3.7) |
(15.4) |
14.2 |
(29.5) |
(7.9) |
(7.7) |
(22.7) |
(18.7) |
(18.7) |
(92.1) |
(110.8) |
Cat: Foreign Large Value |
10 |
|
| 47 |
Cat: Foreign Large Blend |
8 |
0 |
(1.41) |
1.18 |
(0.04) |
5.98 |
(12.77) |
(7.57) |
(11.88) |
(2.75) |
(5.55) |
(16.71) |
(5.25) |
11.12 |
95.33 |
23.46 |
1.00 |
0.56 |
(23.5) |
(13.8) |
(13.0) |
(13.6) |
(33.0) |
(22.2) |
(33.4) |
(5.3) |
(17.0) |
11.2 |
(28.2) |
(7.2) |
(8.5) |
(23.5) |
(20.3) |
(20.3) |
(101.7) |
(122.0) |
Cat: Foreign Large Blend |
8 |
|
| 48 |
Cat: Specialty-Financial |
38 |
0 |
(3.06) |
(1.54) |
(0.51) |
5.79 |
(15.99) |
(8.28) |
(16.31) |
(3.52) |
(3.73) |
(17.53) |
(8.34) |
5.27 |
83.17 |
26.84 |
1.29 |
0.33 |
(25.1) |
(14.3) |
(12.2) |
(14.6) |
(42.2) |
(14.9) |
(35.1) |
(8.3) |
(6.6) |
20.1 |
(26.7) |
(8.2) |
(3.3) |
(25.1) |
(19.4) |
(19.4) |
(39.5) |
(58.9) |
Cat: Specialty-Financial |
38 |
|
| 49 |
Cat: Europe Stock |
7 |
0 |
(1.18) |
2.56 |
(0.05) |
7.26 |
(14.47) |
(8.27) |
(12.43) |
(3.05) |
(5.62) |
(19.36) |
(5.05) |
13.24 |
89.15 |
27.09 |
1.10 |
0.60 |
(25.7) |
(14.8) |
(12.3) |
(13.8) |
(36.6) |
(22.5) |
(38.7) |
(5.1) |
(17.4) |
16.2 |
(33.7) |
(7.8) |
(8.7) |
(25.7) |
(22.1) |
(22.1) |
(104.6) |
(126.7) |
Cat: Europe Stock |
7 |
|
| 50 |
Cat: Diversified Pacific/Asia |
5 |
0 |
(1.55) |
(1.22) |
0.15 |
6.02 |
(11.15) |
(8.75) |
(15.10) |
(2.25) |
(8.09) |
(15.31) |
(9.33) |
13.65 |
87.10 |
22.21 |
0.90 |
0.70 |
(24.8) |
(14.8) |
(14.5) |
(16.7) |
(27.0) |
(32.4) |
(30.6) |
(9.3) |
(23.0) |
(1.7) |
(21.3) |
(5.5) |
(11.5) |
(24.8) |
(24.1) |
(24.1) |
(138.2) |
(162.3) |
Cat: Diversified Pacific/Asia |
5 |
|
| 51 |
Cat: Foreign Small/Mid Growth |
11 |
0 |
(2.10) |
(0.68) |
(0.67) |
4.51 |
(11.55) |
(8.12) |
(12.35) |
(2.90) |
(7.71) |
(17.14) |
(4.73) |
19.78 |
89.58 |
22.90 |
0.94 |
0.89 |
(26.2) |
(16.4) |
(14.9) |
(16.6) |
(34.8) |
(30.8) |
(34.3) |
(4.7) |
(26.1) |
3.4 |
(29.6) |
(8.7) |
(13.1) |
(26.2) |
(23.3) |
(23.3) |
(156.7) |
(179.9) |
Cat: Foreign Small/Mid Growth |
11 |
|
| 52 |
Cat: Diversified Emerging Mkts |
4 |
0 |
(2.89) |
(0.90) |
(0.38) |
4.82 |
(15.09) |
(10.28) |
(16.82) |
(3.16) |
(8.51) |
(17.79) |
(11.68) |
22.76 |
80.12 |
26.56 |
1.04 |
0.91 |
(29.8) |
(18.0) |
(14.6) |
(18.2) |
(37.9) |
(34.0) |
(35.6) |
(11.7) |
(22.4) |
1.5 |
(23.9) |
(7.7) |
(11.2) |
(29.8) |
(27.1) |
(27.1) |
(134.2) |
(161.3) |
Cat: Diversified Emerging Mkts |
4 |
|
| 53 |
Cat: Foreign Small/Mid Value |
12 |
0 |
(1.86) |
(0.44) |
(0.90) |
4.75 |
(10.86) |
(8.68) |
(13.35) |
(3.41) |
(8.30) |
(18.36) |
(4.64) |
18.08 |
91.57 |
23.70 |
0.99 |
0.83 |
(28.9) |
(18.5) |
(15.8) |
(17.3) |
(40.9) |
(33.2) |
(36.7) |
(4.6) |
(28.6) |
3.5 |
(32.1) |
(10.5) |
(14.3) |
(28.9) |
(24.9) |
(24.9) |
(171.4) |
(196.2) |
Cat: Foreign Small/Mid Value |
12 |
|
| 54 |
Cat: Pacific/Asia ex-Japan Stk |
31 |
0 |
(4.64) |
(2.63) |
(2.84) |
3.05 |
(16.13) |
(12.32) |
(17.64) |
(5.81) |
(10.79) |
(18.44) |
(14.23) |
24.30 |
68.00 |
29.16 |
1.04 |
0.91 |
(41.0) |
(28.2) |
(18.3) |
(26.9) |
(69.7) |
(43.2) |
(36.9) |
(14.2) |
(28.9) |
(6.3) |
(22.6) |
(17.3) |
(14.5) |
(41.0) |
(31.4) |
(31.4) |
(173.6) |
(205.0) |
Cat: Pacific/Asia ex-Japan Stk |
31 |
|
| 55 |
Cat: Latin America Stock |
22 |
0 |
(7.88) |
(3.29) |
(3.43) |
(0.62) |
(24.20) |
(13.89) |
(21.29) |
(6.50) |
(11.67) |
(21.17) |
(16.23) |
26.90 |
71.60 |
32.32 |
1.19 |
0.91 |
(45.8) |
(31.2) |
(18.4) |
(25.7) |
(78.0) |
(46.7) |
(42.3) |
(16.2) |
(30.5) |
(4.3) |
(26.1) |
(19.0) |
(15.2) |
(45.8) |
(35.1) |
(35.1) |
(182.7) |
(217.8) |
Cat: Latin America Stock |
22 |
|
| 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 |
|
|
1.392 |
<<
dA/dt |
Average Top 10 |
|
1-Mo>> |
2.337 |
-0.3302 |
<<3-Mo |
|
|
APA >> |
6.0784 |
(9.5) |
|
(5.5) |
(29.5) |
Average |
|
Average |
(7.5) |
(47.3) |
(54.8) |
|
|
-0.3953 |
|
Average
Top 30 |
|
1.080333 |
-4.1578 |
|
0.0702 |
|
|
(1) "Not Valid Flag"
means that there is insufficient data to generate the 6-Mo Return, which in
turn means that all subsequent |
|
|
data that uses the 6-Mo return is not
calculated the same was as for other classes.
In this case, the 3 month return is |
|
|
substituted for the 6-month return
(note: they are both the same for these cases). It takes four months of accumulated data |
|
|
to calculate valid 6-month returns. Those, flagged, are comparable to each
other. |
|
|
It may also be the case that the
fund has not been in existence long enough to produce a 3, 6, 12 month
return. |
|
|
|
|
|
|
|
Sub Asset Class
Performance and Momentum |
|
|
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH = |
|
11 |
2011 |
|
See "Help"
page on www.copstrat.com for understanding and using this report. |
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
16% |
84% |
|
<---Implied Relative Weighting |
|
|
Asset Category |
Ticker |
Not Valid(1) Flg |
Cat # |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1 Mo |
Tot Ret 3 Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Annlzd 3 Yr |
R2 3 Yr |
Std Dev 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
*1/R2 Lo-Corr |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6, & 12 Months |
Wtd Slpe 3, 6, & 12 Months |
3-->12 Return Avg + Slope |
Asset Category |
|
| 1 |
Idx: MSCI Ireland ID |
- |
0 |
3 |
4.0 |
11.2 |
7.1 |
8.9 |
-11.3 |
4.4 |
4.1 |
1.4 |
4.6 |
-6.8 |
18.3 |
-4.0 |
0.0 |
29.3 |
0.0 |
10.1 |
8.9 |
4.5 |
0.0 |
17.2 |
18.5 |
-13.5 |
18.3 |
0.3 |
32.0 |
-31.8 |
2.9 |
0.1 |
10.1 |
7.8 |
7.8 |
1.5 |
9.3 |
Idx: MSCI Ireland ID |
|
| 2 |
iShares MSCI Thailand Invest Mkt Index |
THD |
0 |
43 |
4.7 |
0.0 |
8.7 |
10.9 |
0.0 |
-2.4 |
-3.1 |
4.6 |
-7.1 |
-7.6 |
0.5 |
47.2 |
49.5 |
30.4 |
1.4 |
3.0 |
6.7 |
1.3 |
2.6 |
55.2 |
-28.4 |
-15.1 |
0.5 |
-28.9 |
-13.3 |
-15.6 |
15.1 |
-14.4 |
3.0 |
-14.4 |
-14.4 |
-173.1 |
-187.5 |
iShares MSCI Thailand
Invest Mkt Index |
|
| 3 |
SPDR Russell/Nomura Small Cap Japan |
JSC |
0 |
36 |
4.0 |
-1.0 |
4.9 |
6.1 |
5.8 |
2.3 |
-0.9 |
2.2 |
-2.3 |
1.5 |
7.6 |
10.4 |
39.8 |
19.6 |
0.6 |
7.1 |
4.4 |
4.7 |
11.8 |
26.9 |
-9.3 |
3.1 |
7.6 |
-17.0 |
-12.4 |
-4.6 |
4.5 |
-8.5 |
7.1 |
0.5 |
0.5 |
-101.7 |
-101.2 |
SPDR Russell/Nomura Small
Cap Japan |
|
| 4 |
iShares MSCI South Korea Index |
EWY |
0 |
27 |
0.9 |
2.0 |
4.6 |
14.5 |
-17.8 |
-2.5 |
-7.9 |
1.2 |
-1.1 |
-14.6 |
4.7 |
34.1 |
64.3 |
38.5 |
1.0 |
-3.7 |
2.4 |
-1.2 |
-1.9 |
14.3 |
-4.5 |
-29.3 |
4.7 |
-9.2 |
24.7 |
-34.0 |
5.3 |
-4.6 |
-3.7 |
-9.7 |
-9.7 |
-55.4 |
-65.1 |
iShares MSCI South Korea Index |
|
| 5 |
iShares MSCI Malaysia Index |
EWM |
0 |
20 |
-0.2 |
4.6 |
0.6 |
6.8 |
-12.8 |
0.0 |
-1.4 |
1.2 |
-1.1 |
-5.9 |
5.9 |
29.4 |
60.5 |
20.0 |
1.4 |
0.8 |
2.3 |
0.5 |
0.9 |
13.8 |
-4.5 |
-11.9 |
5.9 |
-10.4 |
7.4 |
-17.8 |
3.1 |
-5.2 |
0.8 |
-3.5 |
-3.5 |
-62.4 |
-65.9 |
iShares MSCI Malaysia Index |
|
|
| 6 |
SPDR S&P 500 |
SPY |
0 |
40 |
-1.4 |
-0.4 |
0.7 |
5.3 |
-11.3 |
0.9 |
0.8 |
-0.4 |
2.8 |
-6.4 |
7.5 |
13.9 |
100.0 |
18.9 |
0.8 |
0.2 |
1.6 |
0.1 |
0.1 |
-4.9 |
11.1 |
-12.9 |
7.5 |
3.6 |
24.0 |
-20.4 |
-1.3 |
1.8 |
0.2 |
1.9 |
1.9 |
21.7 |
23.6 |
SPDR S&P 500 |
|
| 7 |
Market Vectors Russia ETF |
RSX |
0 |
35 |
1.8 |
2.1 |
6.7 |
16.4 |
-17.9 |
-8.0 |
-17.7 |
2.5 |
-6.6 |
-19.4 |
-8.7 |
30.5 |
55.3 |
42.3 |
0.8 |
-10.9 |
0.9 |
-3.4 |
-6.1 |
30.0 |
-26.2 |
-38.7 |
-8.7 |
-17.6 |
12.5 |
-30.1 |
12.8 |
-8.8 |
-10.9 |
-24.5 |
-24.5 |
-105.4 |
-130.0 |
Market Vectors Russia ETF |
|
| 8 |
iShares MSCI South Africa Index |
EZA |
0 |
25 |
0.8 |
3.6 |
6.5 |
3.3 |
-10.0 |
-3.3 |
-12.2 |
2.2 |
-5.9 |
-10.0 |
0.4 |
26.7 |
69.1 |
31.9 |
0.9 |
-4.3 |
0.6 |
-1.8 |
-2.5 |
26.2 |
-23.7 |
-20.0 |
0.4 |
-24.1 |
-3.7 |
-20.4 |
7.4 |
-12.0 |
-4.3 |
-14.5 |
-14.5 |
-144.5 |
-159.0 |
iShares MSCI South Africa Index |
|
| 9 |
iShares MSCI United Kingdom Index |
EWU |
0 |
34 |
-1.0 |
3.8 |
0.7 |
6.2 |
-14.6 |
-1.9 |
-3.9 |
-1.6 |
0.2 |
-10.5 |
4.4 |
13.3 |
90.1 |
24.5 |
0.6 |
-8.8 |
-4.7 |
-4.7 |
-5.2 |
-19.4 |
0.7 |
-21.0 |
4.4 |
-3.7 |
21.7 |
-25.4 |
-5.0 |
-1.8 |
-8.8 |
-5.3 |
-5.3 |
-22.0 |
-27.3 |
iShares MSCI United
Kingdom Index |
|
| 10 |
iShares FTSE China 25 Index Fund |
FXI |
0 |
16 |
-1.1 |
3.5 |
0.1 |
8.6 |
-16.5 |
-9.8 |
-14.6 |
0.4 |
-6.2 |
-18.9 |
-14.7 |
12.8 |
59.2 |
28.2 |
0.6 |
-18.0 |
-4.9 |
-8.3 |
-14.1 |
5.3 |
-25.0 |
-37.7 |
-14.7 |
-10.2 |
12.8 |
-23.0 |
7.3 |
-5.1 |
-18.0 |
-25.8 |
-25.8 |
-61.4 |
-87.2 |
iShares FTSE China 25
Index Fund |
|
| 11 |
SPDR S&P Emerging Middle East & Africa |
GAF |
0 |
39 |
-0.1 |
1.1 |
4.2 |
2.9 |
-8.6 |
-6.2 |
-16.1 |
0.5 |
-7.6 |
-11.9 |
-5.7 |
21.9 |
68.9 |
25.8 |
0.9 |
-13.5 |
-6.1 |
-6.8 |
-9.9 |
6.0 |
-30.6 |
-23.9 |
-5.7 |
-24.9 |
-6.7 |
-18.2 |
2.8 |
-12.5 |
-13.5 |
-20.0 |
-20.0 |
-149.4 |
-169.4 |
SPDR S&P Emerging
Middle East & Africa |
| 12 |
iShares MSCI Mexico Investable Mkt Idx |
EWW |
0 |
21 |
-2.5 |
-3.0 |
2.3 |
4.2 |
-13.3 |
-5.9 |
-10.5 |
-0.5 |
-6.4 |
-11.1 |
-5.8 |
25.3 |
79.3 |
28.2 |
0.9 |
-14.7 |
-7.7 |
-6.8 |
-8.6 |
-5.4 |
-25.5 |
-22.3 |
-5.8 |
-19.8 |
-3.2 |
-16.5 |
-0.2 |
-9.9 |
-14.7 |
-17.9 |
-17.9 |
-118.5 |
-136.4 |
iShares MSCI Mexico
Investable Mkt Idx |
|
| 13 |
iShares MSCI Germany Index |
EWG |
0 |
17 |
0.6 |
2.7 |
2.4 |
16.2 |
-18.7 |
-8.0 |
-11.6 |
-2.7 |
-1.4 |
-22.0 |
-6.0 |
10.3 |
90.6 |
33.7 |
0.5 |
-22.0 |
-9.5 |
-8.5 |
-9.4 |
-32.3 |
-5.6 |
-44.1 |
-6.0 |
0.5 |
38.5 |
-38.0 |
-4.0 |
0.2 |
-22.0 |
-18.6 |
-18.6 |
2.9 |
-15.7 |
iShares MSCI Germany Index |
|
| 14 |
Market Vectors Indonesia Index ETF |
IDX |
0 |
2 |
-1.8 |
5.1 |
0.2 |
4.9 |
-17.4 |
-2.4 |
1.0 |
-0.5 |
-8.3 |
-6.8 |
5.8 |
0.0 |
0.0 |
0.0 |
0.0 |
-11.8 |
-9.9 |
0.0 |
0.0 |
-6.5 |
-33.1 |
-13.5 |
5.8 |
-38.9 |
-19.6 |
-19.3 |
-5.6 |
-19.4 |
-11.8 |
-13.6 |
-13.6 |
-233.1 |
-246.7 |
Market Vectors Indonesia
Index ETF |
|
| 15 |
iShares MSCI Australia Index |
EWA |
0 |
9 |
-3.5 |
2.0 |
3.1 |
1.4 |
-20.4 |
-3.7 |
-7.0 |
-2.0 |
-4.4 |
-11.4 |
3.1 |
25.1 |
81.8 |
31.3 |
0.9 |
-15.4 |
-10.5 |
-6.4 |
-7.8 |
-24.2 |
-17.8 |
-22.8 |
3.1 |
-20.9 |
5.1 |
-26.0 |
-7.7 |
-10.4 |
-15.4 |
-12.5 |
-12.5 |
-125.3 |
-137.8 |
iShares MSCI Australia Index |
|
| 16 |
SPDR S&P BRIC 40 |
BIK |
0 |
37 |
-1.9 |
1.3 |
1.7 |
7.3 |
-17.9 |
-8.3 |
-13.7 |
-1.6 |
-5.7 |
-16.8 |
-9.2 |
21.5 |
71.7 |
28.4 |
0.8 |
-21.3 |
-10.6 |
-9.8 |
-13.6 |
-19.7 |
-22.8 |
-33.6 |
-9.2 |
-13.6 |
10.8 |
-24.5 |
-2.1 |
-6.8 |
-21.3 |
-21.9 |
-21.9 |
-81.8 |
-103.6 |
SPDR S&P BRIC 40 |
|
| 17 |
iShares MSCI Pacific ex-Japan |
EPP |
0 |
24 |
-3.3 |
0.7 |
1.1 |
2.8 |
-17.8 |
-5.8 |
-9.2 |
-1.7 |
-6.1 |
-13.1 |
-2.1 |
24.0 |
86.8 |
28.9 |
0.9 |
-18.2 |
-11.2 |
-8.2 |
-9.4 |
-20.3 |
-24.4 |
-26.2 |
-2.1 |
-22.2 |
1.8 |
-24.1 |
-5.3 |
-11.1 |
-18.2 |
-17.6 |
-17.6 |
-133.4 |
-150.9 |
iShares MSCI Pacific ex-Japan |
|
| 18 |
SPDR S&P Emerging Europe |
GUR |
0 |
38 |
1.1 |
3.1 |
6.1 |
11.6 |
-16.5 |
-9.9 |
-16.5 |
-1.1 |
-7.9 |
-21.5 |
-9.1 |
19.7 |
76.6 |
35.5 |
0.7 |
-24.4 |
-11.4 |
-8.9 |
-11.6 |
-13.7 |
-31.8 |
-42.9 |
-9.1 |
-22.7 |
11.2 |
-33.8 |
-0.3 |
-11.3 |
-24.4 |
-27.9 |
-27.9 |
-136.0 |
-163.9 |
SPDR S&P Emerging Europe |
|
| 19 |
iShares MSCI Emerging Markets Index |
EEM |
0 |
23 |
-2.4 |
0.8 |
0.8 |
7.0 |
-18.3 |
-8.5 |
-15.2 |
-2.0 |
-6.4 |
-16.7 |
-9.0 |
22.5 |
81.4 |
29.2 |
0.8 |
-22.9 |
-12.3 |
-10.2 |
-12.6 |
-23.6 |
-25.6 |
-33.5 |
-9.0 |
-16.6 |
7.8 |
-24.4 |
-3.6 |
-8.3 |
-22.9 |
-22.7 |
-22.7 |
-99.7 |
-122.4 |
iShares MSCI Emerging
Markets Index |
|
| 20 |
iShares MSCI Hong Kong Index |
EWH |
0 |
18 |
-3.3 |
-1.8 |
-1.4 |
4.4 |
-14.2 |
-10.2 |
-14.4 |
-1.2 |
-9.4 |
-16.7 |
-13.5 |
19.9 |
58.5 |
25.3 |
0.8 |
-24.9 |
-13.1 |
-12.8 |
-21.8 |
-14.9 |
-37.6 |
-33.4 |
-13.5 |
-24.2 |
-4.2 |
-20.0 |
-0.8 |
-12.1 |
-24.9 |
-28.2 |
-28.2 |
-145.1 |
-173.3 |
iShares MSCI Hong Kong Index |
|
| 21 |
U.S. Global Investors Eastern European |
EUROX |
0 |
41 |
0.3 |
1.1 |
2.0 |
11.0 |
-13.1 |
-12.2 |
-21.1 |
-2.0 |
-8.7 |
-23.2 |
-15.1 |
17.4 |
78.0 |
31.9 |
0.7 |
-29.9 |
-14.5 |
-12.2 |
-15.6 |
-23.4 |
-34.7 |
-46.3 |
-15.1 |
-19.6 |
11.6 |
-31.2 |
-1.3 |
-9.8 |
-29.9 |
-32.0 |
-32.0 |
-117.4 |
-149.4 |
U.S. Global Investors
Eastern European |
|
| 22 |
iShares MSCI Canada Index |
EWC |
0 |
13 |
-4.3 |
-4.1 |
-0.3 |
0.6 |
-13.6 |
-7.9 |
-10.8 |
-2.8 |
-8.1 |
-16.0 |
-4.8 |
19.3 |
69.4 |
26.5 |
0.8 |
-25.6 |
-16.4 |
-12.6 |
-18.1 |
-33.1 |
-32.5 |
-32.0 |
-4.8 |
-27.7 |
-0.6 |
-27.2 |
-8.6 |
-13.9 |
-25.6 |
-23.1 |
-23.1 |
-166.4 |
-189.5 |
iShares MSCI Canada Index |
|
| 23 |
iShares MSCI Sweden Index |
EWD |
0 |
31 |
-3.8 |
-1.1 |
-1.2 |
6.8 |
-19.5 |
-10.0 |
-15.5 |
-4.0 |
-4.6 |
-24.3 |
-7.0 |
25.0 |
80.8 |
32.5 |
0.8 |
-30.4 |
-16.5 |
-12.1 |
-15.0 |
-47.4 |
-18.6 |
-48.6 |
-7.0 |
-11.6 |
30.0 |
-41.6 |
-9.1 |
-5.8 |
-30.4 |
-24.7 |
-24.7 |
-69.7 |
-94.4 |
iShares MSCI Sweden Index |
|
| 24 |
iShares MSCI EMU Index |
EZU |
0 |
14 |
-0.5 |
6.7 |
0.4 |
7.8 |
-16.9 |
-10.5 |
-14.5 |
-4.2 |
-6.5 |
-24.3 |
-6.9 |
5.6 |
95.2 |
32.1 |
0.3 |
-33.1 |
-19.2 |
-13.4 |
-14.1 |
-50.8 |
-26.0 |
-48.6 |
-6.9 |
-19.1 |
22.6 |
-41.7 |
-10.9 |
-9.5 |
-33.1 |
-27.2 |
-27.2 |
-114.4 |
-141.6 |
iShares MSCI EMU Index |
|
| 25 |
iShares S&P Latin America 40 Index |
ILF |
0 |
29 |
-5.7 |
-2.0 |
-0.7 |
0.8 |
-21.1 |
-9.9 |
-17.8 |
-4.1 |
-7.4 |
-15.5 |
-12.7 |
24.6 |
73.3 |
28.8 |
0.9 |
-30.6 |
-19.7 |
-13.8 |
-18.9 |
-49.3 |
-29.4 |
-31.0 |
-12.7 |
-16.7 |
1.6 |
-18.2 |
-10.8 |
-8.3 |
-30.6 |
-24.4 |
-24.4 |
-100.0 |
-124.4 |
iShares S&P Latin
America 40 Index |
|
| 26 |
Idx: MSCI Turkey USD |
- |
0 |
7 |
4.3 |
3.4 |
6.7 |
9.7 |
-2.8 |
-16.1 |
-30.6 |
-5.2 |
-4.2 |
-22.4 |
-32.7 |
18.8 |
0.0 |
37.2 |
0.6 |
-39.2 |
-19.8 |
-13.7 |
0.0 |
-62.2 |
-16.9 |
-44.9 |
-32.7 |
15.8 |
28.0 |
-12.2 |
-6.0 |
7.9 |
-39.2 |
-31.5 |
-31.5 |
94.9 |
63.4 |
Idx: MSCI Turkey USD |
|
| 27 |
Idx: MSCI Thailand USD |
- |
0 |
6 |
-3.4 |
-3.5 |
0.9 |
4.5 |
-15.6 |
-7.5 |
-7.8 |
-3.2 |
-10.4 |
-11.9 |
-4.5 |
39.1 |
0.0 |
28.2 |
1.3 |
-26.9 |
-19.9 |
-12.4 |
0.0 |
-38.0 |
-41.6 |
-23.7 |
-4.5 |
-37.1 |
-17.9 |
-19.2 |
-11.9 |
-18.5 |
-26.9 |
-23.3 |
-23.3 |
-222.4 |
-245.7 |
Idx: MSCI Thailand USD |
|
| 28 |
iShares MSCI Netherlands Invstbl Mkt Idx |
EWN |
0 |
26 |
-2.2 |
4.5 |
0.3 |
3.9 |
-17.6 |
-9.1 |
-15.2 |
-5.0 |
-5.0 |
-21.3 |
-5.0 |
11.5 |
92.4 |
29.1 |
0.5 |
-31.9 |
-20.0 |
-14.3 |
-15.4 |
-59.9 |
-20.2 |
-42.6 |
-5.0 |
-15.1 |
22.4 |
-37.6 |
-14.2 |
-7.6 |
-31.9 |
-22.6 |
-22.6 |
-90.8 |
-113.4 |
iShares MSCI Netherlands
Invstbl Mkt Idx |
| 29 |
iShares MSCI Singapore Index |
EWS |
0 |
28 |
-3.4 |
-1.8 |
-1.9 |
5.2 |
-15.3 |
-9.5 |
-13.8 |
-3.9 |
-9.6 |
-15.9 |
-8.7 |
24.9 |
72.9 |
29.9 |
0.9 |
-31.5 |
-21.4 |
-13.7 |
-18.8 |
-47.0 |
-38.4 |
-31.9 |
-8.7 |
-29.7 |
-6.5 |
-23.2 |
-12.2 |
-14.9 |
-31.5 |
-26.3 |
-26.3 |
-178.4 |
-204.8 |
iShares MSCI Singapore Index |
|
| 30 |
iShares MSCI Belgium Investable Mkt Idx |
EWK |
0 |
11 |
0.1 |
7.6 |
0.3 |
1.8 |
-9.3 |
-11.6 |
-13.4 |
-3.8 |
-11.1 |
-24.0 |
-7.5 |
15.0 |
84.6 |
26.4 |
0.7 |
-36.3 |
-22.4 |
-17.9 |
-21.1 |
-45.5 |
-44.3 |
-47.9 |
-7.5 |
-36.8 |
3.6 |
-40.4 |
-11.0 |
-18.4 |
-36.3 |
-33.2 |
-33.2 |
-220.9 |
-254.1 |
iShares MSCI Belgium
Investable Mkt Idx |
| 31 |
iShares MSCI France Index |
EWQ |
0 |
15 |
-1.6 |
6.6 |
-1.2 |
5.5 |
-17.3 |
-11.3 |
-14.4 |
-4.5 |
-9.0 |
-25.5 |
-6.3 |
5.5 |
93.3 |
31.8 |
0.3 |
-36.8 |
-22.5 |
-15.0 |
-16.1 |
-53.6 |
-36.2 |
-51.0 |
-6.3 |
-29.9 |
14.8 |
-44.7 |
-12.7 |
-14.9 |
-36.8 |
-31.2 |
-31.2 |
-179.2 |
-210.4 |
iShares MSCI France Index |
|
| 32 |
iShares MSCI Turkey Invest Mkt Index |
TUR |
0 |
44 |
2.7 |
0.0 |
6.4 |
6.4 |
0.0 |
-17.0 |
-30.1 |
-4.9 |
-8.0 |
-24.7 |
-30.5 |
24.4 |
50.3 |
36.4 |
0.8 |
-42.6 |
-22.6 |
-15.2 |
-30.2 |
-58.4 |
-31.8 |
-49.4 |
-30.5 |
-1.3 |
17.6 |
-18.9 |
-6.6 |
-0.6 |
-42.6 |
-37.3 |
-37.3 |
-7.7 |
-44.9 |
iShares MSCI Turkey
Invest Mkt Index |
|
| 33 |
iShares MSCI Italy Index |
EWI |
0 |
19 |
-0.1 |
9.3 |
1.4 |
8.2 |
-19.2 |
-13.7 |
-20.3 |
-5.6 |
-6.3 |
-30.0 |
-13.1 |
-3.3 |
90.7 |
35.8 |
0.1 |
-41.3 |
-23.0 |
-15.0 |
-16.5 |
-66.7 |
-25.3 |
-60.0 |
-13.1 |
-12.2 |
34.7 |
-46.9 |
-12.6 |
-6.1 |
-41.3 |
-32.8 |
-32.8 |
-73.0 |
-105.8 |
iShares MSCI Italy Index |
|
| 34 |
iShares MSCI Switzerland Index |
EWL |
0 |
32 |
-4.8 |
-1.5 |
-5.7 |
1.4 |
-13.4 |
-8.3 |
-9.0 |
-4.9 |
-9.4 |
-19.5 |
0.5 |
12.4 |
84.7 |
24.2 |
0.6 |
-33.6 |
-23.9 |
-18.0 |
-21.3 |
-58.2 |
-37.4 |
-39.1 |
0.5 |
-37.9 |
1.6 |
-39.5 |
-17.4 |
-19.0 |
-33.6 |
-25.3 |
-25.3 |
-227.5 |
-252.8 |
iShares MSCI Switzerland Index |
|
| 35 |
iShares MSCI Taiwan Index |
EWT |
0 |
33 |
-4.5 |
-5.6 |
-2.5 |
4.5 |
-14.2 |
-11.8 |
-20.9 |
-4.6 |
-10.1 |
-21.6 |
-10.7 |
21.1 |
61.2 |
31.4 |
0.8 |
-37.4 |
-23.9 |
-15.5 |
-25.3 |
-55.2 |
-40.5 |
-43.3 |
-10.7 |
-29.8 |
2.8 |
-32.6 |
-13.1 |
-14.9 |
-37.4 |
-31.5 |
-31.5 |
-178.7 |
-210.2 |
iShares MSCI Taiwan Index |
|
| 36 |
Idx: MSCI Philippines USD |
- |
0 |
4 |
-3.0 |
7.6 |
-1.9 |
-1.6 |
-16.2 |
-3.5 |
-6.5 |
-6.2 |
-6.4 |
-3.3 |
1.9 |
24.5 |
0.0 |
25.0 |
1.0 |
-26.1 |
-25.0 |
-13.6 |
0.0 |
-74.4 |
-25.4 |
-6.7 |
1.9 |
-27.4 |
-18.8 |
-8.6 |
-24.8 |
-13.7 |
-26.1 |
-10.1 |
-10.1 |
-164.2 |
-174.3 |
Idx: MSCI Philippines USD |
|
| 37 |
iShares MSCI Brazil Index |
EWZ |
0 |
12 |
-6.9 |
-2.2 |
-1.8 |
1.7 |
-25.3 |
-13.2 |
-22.6 |
-5.4 |
-9.9 |
-20.4 |
-17.3 |
24.3 |
65.3 |
32.9 |
0.8 |
-40.5 |
-26.0 |
-16.0 |
-24.5 |
-64.4 |
-39.6 |
-40.7 |
-17.3 |
-22.3 |
1.1 |
-23.4 |
-14.0 |
-11.1 |
-40.5 |
-32.5 |
-32.5 |
-133.7 |
-166.3 |
iShares MSCI Brazil Index |
|
|
| 38 |
Idx: MSCI Argentina USD |
- |
0 |
1 |
-0.3 |
-3.7 |
-0.9 |
7.7 |
-4.3 |
-22.3 |
-40.3 |
-2.5 |
-20.3 |
-29.0 |
-37.4 |
17.0 |
0.0 |
31.8 |
0.7 |
-51.5 |
-27.7 |
-21.0 |
0.0 |
-29.6 |
-81.0 |
-57.9 |
-37.4 |
-43.6 |
-23.1 |
-20.5 |
0.0 |
-21.8 |
-51.5 |
-58.8 |
-58.8 |
-261.8 |
-320.6 |
Idx: MSCI Argentina USD |
|
| 39 |
iShares MSCI Spain Index |
EWP |
0 |
30 |
-0.6 |
13.7 |
-0.9 |
0.5 |
-15.7 |
-9.4 |
-8.7 |
-6.7 |
-8.5 |
-22.4 |
0.0 |
4.3 |
81.6 |
35.8 |
0.3 |
-39.7 |
-28.5 |
-14.4 |
-17.6 |
-80.0 |
-33.8 |
-44.8 |
0.0 |
-33.9 |
10.9 |
-44.8 |
-22.9 |
-16.9 |
-39.7 |
-26.2 |
-26.2 |
-203.2 |
-229.4 |
iShares MSCI Spain Index |
|
| 40 |
iShares MSCI Chile Investable Mkt Idx |
ECH |
0 |
22 |
-9.5 |
-6.2 |
-4.0 |
-3.3 |
-24.6 |
-16.1 |
-25.1 |
-6.4 |
-13.0 |
-22.6 |
-22.2 |
27.7 |
27.5 |
26.3 |
1.1 |
-49.1 |
-32.3 |
-24.2 |
-88.0 |
-77.2 |
-51.9 |
-45.2 |
-22.2 |
-29.7 |
-6.7 |
-23.0 |
-17.2 |
-14.8 |
-49.1 |
-39.8 |
-39.8 |
-178.0 |
-217.8 |
iShares MSCI Chile
Investable Mkt Idx |
|
| 41 |
iShares MSCI Israel Cap Invest Mkt Index |
EIS |
0 |
42 |
-5.3 |
0.0 |
-3.5 |
6.3 |
0.0 |
-17.0 |
-30.8 |
-7.9 |
-9.9 |
-26.7 |
-23.4 |
12.9 |
61.1 |
24.5 |
0.6 |
-52.7 |
-33.5 |
-28.0 |
-45.8 |
-94.2 |
-39.6 |
-53.5 |
-23.4 |
-16.2 |
13.9 |
-30.1 |
-19.8 |
-8.1 |
-52.7 |
-38.8 |
-38.8 |
-97.0 |
-135.8 |
iShares MSCI Israel Cap
Invest Mkt Index |
| 42 |
Idx: MSCI Portugal ID |
- |
0 |
5 |
-3.4 |
5.1 |
-3.8 |
-2.2 |
-12.5 |
-17.6 |
-21.7 |
-8.7 |
-16.8 |
-27.8 |
-17.1 |
-0.4 |
0.0 |
25.9 |
0.1 |
-61.2 |
-43.0 |
-30.7 |
0.0 |
-104.8 |
-67.4 |
-55.7 |
-17.1 |
-50.3 |
-11.7 |
-38.6 |
-27.5 |
-25.2 |
-61.2 |
-46.7 |
-46.7 |
-301.8 |
-348.5 |
Idx: MSCI Portugal ID |
|
| 43 |
iShares MSCI Austria Investable Mkt Idx |
EWO |
0 |
10 |
-3.4 |
1.1 |
-3.5 |
3.3 |
-14.2 |
-21.5 |
-32.8 |
-7.8 |
-21.1 |
-35.6 |
-21.5 |
10.5 |
82.8 |
36.9 |
0.5 |
-67.5 |
-44.3 |
-23.8 |
-28.8 |
-93.1 |
-84.2 |
-71.1 |
-21.5 |
-62.7 |
-13.1 |
-49.7 |
-22.8 |
-31.4 |
-67.5 |
-58.9 |
-58.9 |
-376.4 |
-435.4 |
iShares MSCI Austria
Investable Mkt Idx |
|
| 44 |
iPath MSCI India Index ETN |
INP |
0 |
8 |
-9.4 |
-5.6 |
-6.5 |
-1.8 |
-23.5 |
-19.5 |
-32.9 |
-12.7 |
-13.9 |
-23.5 |
-28.1 |
22.4 |
53.6 |
38.1 |
0.7 |
-70.7 |
-52.0 |
-24.2 |
-45.1 |
-152.3 |
-55.7 |
-47.0 |
-28.1 |
-27.6 |
-8.7 |
-18.9 |
-38.1 |
-13.8 |
-70.7 |
-43.6 |
-43.6 |
-165.7 |
-209.3 |
iPath MSCI India Index ETN |
|
| 45 |
0 |
0.0 |
0 |
45 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
| 46 |
0 |
0.0 |
2 |
46 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
| 47 |
0 |
0.0 |
2 |
47 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
|
Average Top 10 APA
>> |
-2.45 |
|
(10.6) |
(13.1) |
Average |
|
|
|
Average |
(20.4) |
(107.8) |
(128.2) |
|
|
(1) "Not Valid Flag"
means that there is insufficient data to generate the 6-Mo Return, which in
turn means that all subsequent |
|
Average Top 30 APA
>> |
(17.6) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Commodity and Currency
Asset Class Performance and Momentum |
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
|
11 |
2011 |
|
|
See "Help"
page on www.copstrat.com for understanding and using this report. |
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period
Averages |
#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 S&P GSCI Crude Oil TR Index
ETN |
OIL |
0 |
20 |
7.90 |
6.16 |
17.20 |
17.69 |
(9.45) |
6.43 |
(0.16) |
8.90 |
13.14 |
(4.49) |
8.16 |
(5.37) |
35.78 |
0.02 |
39.6 |
39.8 |
14.4 |
106.8 |
52.6 |
(9.0) |
8.2 |
44.4 |
61.5 |
(17.1) |
35.7 |
22.2 |
39.6 |
17.2 |
17.2 |
266.4 |
283.6 |
iPath S&P GSCI Crude Oil TR Index ETN |
1 |
|
| 2 |
United States Oil |
USO |
0 |
6 |
7.68 |
5.98 |
16.59 |
16.86 |
(8.71) |
6.06 |
(0.56) |
8.51 |
12.37 |
(4.25) |
7.60 |
(2.69) |
32.93 |
0.07 |
37.7 |
37.9 |
14.9 |
102.1 |
49.5 |
(8.5) |
7.6 |
41.9 |
58.0 |
(16.1) |
34.2 |
20.9 |
37.7 |
16.2 |
16.2 |
251.3 |
267.5 |
United States Oil |
2 |
|
| 3 |
PowerShares DB Oil |
DBO |
0 |
12 |
9.07 |
7.41 |
16.41 |
17.90 |
(5.45) |
5.78 |
1.70 |
8.92 |
9.33 |
(6.59) |
11.46 |
8.85 |
29.55 |
0.42 |
35.7 |
36.1 |
15.7 |
107.0 |
37.3 |
(13.2) |
11.5 |
25.9 |
50.5 |
(24.6) |
33.7 |
12.9 |
35.7 |
11.9 |
11.9 |
155.2 |
167.0 |
PowerShares DB Oil |
3 |
|
| 4 |
iPath DJ-UBS Livestock TR Sub-Idx
ETN |
COW |
0 |
30 |
5.73 |
(1.37) |
11.31 |
7.79 |
5.20 |
6.74 |
1.40 |
2.63 |
8.49 |
11.16 |
4.67 |
(4.11) |
13.73 |
(0.25) |
23.1 |
16.4 |
21.9 |
31.6 |
34.0 |
22.3 |
4.7 |
29.3 |
11.6 |
17.6 |
9.2 |
14.6 |
23.1 |
20.3 |
20.3 |
175.7 |
196.1 |
iPath DJ-UBS Livestock TR Sub-Idx ETN |
4 |
|
| 5 |
PowerShares DB US Dollar Index
Bullish |
UUP |
0 |
9 |
1.39 |
(2.55) |
0.42 |
2.13 |
5.57 |
1.06 |
(2.86) |
2.27 |
4.70 |
3.38 |
(6.13) |
(5.77) |
11.14 |
(0.49) |
11.7 |
11.5 |
13.6 |
27.2 |
18.8 |
6.8 |
(6.1) |
24.9 |
12.0 |
12.9 |
11.2 |
12.5 |
11.7 |
6.5 |
6.5 |
149.6 |
156.1 |
PowerShares DB US Dollar Index Bullish |
5 |
|
| 6 |
iPath S&P GSCI Total Return Index
ETN |
GSP |
0 |
19 |
0.46 |
(0.74) |
8.10 |
3.64 |
(9.16) |
0.28 |
0.06 |
1.58 |
(2.22) |
(7.35) |
9.13 |
3.05 |
24.68 |
0.24 |
1.1 |
2.5 |
0.6 |
19.0 |
(8.9) |
(14.7) |
9.1 |
(18.0) |
5.8 |
(23.8) |
3.5 |
(9.0) |
1.1 |
(4.8) |
(4.8) |
(108.1) |
(112.9) |
iPath S&P GSCI Total Return Index ETN |
6 |
|
| 7 |
iShares S&P GSCI Commodity-Indexed
Trust |
GSG |
0 |
18 |
0.57 |
0.29 |
7.68 |
3.09 |
(8.77) |
0.11 |
(0.91) |
1.50 |
(2.31) |
(6.83) |
8.09 |
1.61 |
24.22 |
0.18 |
0.8 |
2.2 |
0.4 |
18.0 |
(9.2) |
(13.7) |
8.1 |
(17.3) |
4.4 |
(21.8) |
3.4 |
(8.7) |
0.8 |
(4.9) |
(4.9) |
(104.0) |
(108.9) |
iShares S&P GSCI Commodity-Indexed Trust |
7 |
|
| 8 |
CurrencyShares Japanese Yen Trust |
FXY |
0 |
43 |
2.17 |
4.94 |
1.34 |
0.27 |
2.15 |
2.93 |
4.30 |
0.76 |
(1.39) |
4.89 |
7.46 |
6.77 |
10.58 |
0.66 |
5.2 |
0.9 |
6.4 |
9.1 |
(5.6) |
9.8 |
7.5 |
(13.0) |
(15.3) |
2.3 |
(1.0) |
(6.5) |
5.2 |
3.9 |
3.9 |
(78.1) |
(74.2) |
CurrencyShares Japanese Yen Trust |
8 |
|
| 9 |
SPDR Gold Shares |
GLD |
0 |
8 |
(2.72) |
(0.55) |
3.87 |
(9.99) |
(4.20) |
9.18 |
22.64 |
1.67 |
(4.27) |
13.70 |
25.63 |
28.50 |
18.95 |
1.42 |
14.0 |
0.7 |
9.6 |
20.0 |
(17.1) |
27.4 |
25.6 |
(42.7) |
(44.5) |
1.8 |
(6.1) |
(21.4) |
14.0 |
12.0 |
12.0 |
(256.3) |
(244.3) |
SPDR Gold Shares |
9 |
|
| 10 |
iPath DJ-UBS Energy TR Sub-Idx ETN |
JJE |
0 |
33 |
1.08 |
(0.91) |
7.74 |
6.26 |
(8.76) |
(4.80) |
(10.66) |
0.83 |
(2.40) |
(14.19) |
(3.45) |
(14.33) |
26.02 |
(0.47) |
(7.9) |
0.1 |
(3.9) |
10.0 |
(9.6) |
(28.4) |
(3.5) |
(6.2) |
18.8 |
(24.9) |
5.9 |
(3.1) |
(7.9) |
(13.8) |
(13.8) |
(36.9) |
(50.7) |
iPath DJ-UBS Energy TR Sub-Idx ETN |
10 |
|
| 11 |
PowerShares DB Gold |
DGL |
0 |
13 |
(2.78) |
(0.53) |
3.73 |
(10.05) |
(4.27) |
8.70 |
21.63 |
1.50 |
(4.45) |
13.27 |
24.49 |
26.93 |
18.97 |
1.35 |
12.8 |
0.0 |
8.8 |
18.0 |
(17.8) |
26.5 |
24.5 |
(42.3) |
(44.3) |
2.1 |
(6.4) |
(21.1) |
12.8 |
11.1 |
11.1 |
(253.7) |
(242.7) |
PowerShares DB Gold |
11 |
|
| 12 |
0.00 |
### |
0 |
2 |
(1.30) |
0.00 |
(5.18) |
0.00 |
0.00 |
1.07 |
0.00 |
0.00 |
0.00 |
4.28 |
0.00 |
0.00 |
0.00 |
0.00 |
2.1 |
0.0 |
0.0 |
0.0 |
0.0 |
8.6 |
0.0 |
0.0 |
(8.6) |
8.6 |
(0.9) |
0.0 |
2.1 |
2.9 |
2.9 |
0.0 |
2.9 |
0 |
12 |
|
| 13 |
WisdomTree Dreyfus Chinese Yuan |
CYB |
0 |
4 |
(0.10) |
1.24 |
0.97 |
(1.24) |
(1.39) |
0.45 |
0.95 |
(0.04) |
(0.81) |
0.51 |
2.13 |
1.24 |
3.12 |
0.37 |
(0.1) |
(0.9) |
(0.6) |
(0.5) |
(3.2) |
1.0 |
2.1 |
(5.4) |
(4.3) |
(1.1) |
(1.2) |
(2.7) |
(0.1) |
(0.0) |
(0.0) |
(32.2) |
(32.3) |
WisdomTree Dreyfus Chinese Yuan |
13 |
|
| 14 |
iPath DJ-UBS Prec Metals TR Sub-Idx
ETN |
JJP |
0 |
25 |
(3.76) |
(6.37) |
8.26 |
(8.93) |
(7.99) |
5.08 |
17.50 |
0.20 |
(8.75) |
5.68 |
23.19 |
32.46 |
0.00 |
0.00 |
0.5 |
(8.2) |
0.0 |
2.4 |
(35.0) |
11.4 |
23.2 |
(58.2) |
(46.4) |
(11.8) |
(10.9) |
(29.1) |
0.5 |
(0.2) |
(0.2) |
(349.1) |
(349.3) |
iPath DJ-UBS Prec Metals TR Sub-Idx ETN |
14 |
|
| 15 |
CurrencyShares Australian Dollar
Trust |
FXA |
0 |
47 |
(2.86) |
(0.36) |
0.14 |
0.22 |
(11.42) |
1.18 |
4.20 |
(2.15) |
(2.88) |
(1.77) |
11.54 |
20.03 |
17.46 |
1.13 |
(7.3) |
(9.3) |
(5.5) |
(25.8) |
(11.5) |
(3.5) |
11.5 |
(23.1) |
(8.0) |
(15.1) |
(12.0) |
(11.5) |
(7.3) |
(1.2) |
(1.2) |
(138.4) |
(139.5) |
CurrencyShares Australian Dollar Trust |
15 |
|
| 16 |
Merk Asian Currency Inv |
MEAFX |
0 |
17 |
(2.00) |
(0.87) |
(1.25) |
(1.54) |
(4.33) |
(2.54) |
(2.46) |
(1.98) |
(4.18) |
(3.51) |
(0.50) |
0.80 |
4.49 |
0.17 |
(12.0) |
(10.1) |
(34.7) |
(23.8) |
(16.7) |
(7.0) |
(0.5) |
(16.2) |
(9.7) |
(6.5) |
(7.9) |
(8.1) |
(12.0) |
(8.1) |
(8.1) |
(97.3) |
(105.4) |
Merk Asian Currency Inv |
16 |
|
| 17 |
CurrencyShares British Pound Sterling
Tr |
FXB |
0 |
46 |
(1.77) |
0.58 |
(0.84) |
(1.28) |
(5.53) |
(2.46) |
(0.03) |
(2.41) |
(3.38) |
(4.71) |
0.65 |
0.43 |
10.69 |
0.08 |
(12.8) |
(10.6) |
(15.6) |
(28.9) |
(13.5) |
(9.4) |
0.7 |
(14.2) |
(4.1) |
(10.1) |
(9.3) |
(7.1) |
(12.8) |
(7.4) |
(7.4) |
(85.0) |
(92.5) |
CurrencyShares British Pound Sterling Tr |
17 |
|
| 18 |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
JO |
0 |
36 |
1.99 |
5.39 |
12.54 |
(12.69) |
2.73 |
(5.18) |
(7.48) |
2.85 |
(19.27) |
(14.46) |
10.17 |
17.23 |
33.01 |
0.64 |
(15.4) |
(10.7) |
(6.1) |
34.2 |
(77.1) |
(28.9) |
10.2 |
(87.3) |
(48.2) |
(39.1) |
2.4 |
(43.6) |
(15.4) |
(31.9) |
(31.9) |
(523.5) |
(555.4) |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
18 |
|
| 19 |
CurrencyShares Canadian Dollar
Trust |
FXC |
0 |
45 |
(2.28) |
(1.73) |
(0.01) |
0.10 |
(7.48) |
(2.64) |
(1.97) |
(2.31) |
(4.00) |
(5.01) |
0.74 |
6.60 |
12.07 |
0.58 |
(13.2) |
(10.9) |
(14.3) |
(27.7) |
(16.0) |
(10.0) |
0.7 |
(16.7) |
(6.0) |
(10.8) |
(9.1) |
(8.4) |
(13.2) |
(8.4) |
(8.4) |
(100.4) |
(108.9) |
CurrencyShares Canadian Dollar Trust |
19 |
|
| 20 |
Merk Hard Currency Inv |
MERKX |
0 |
16 |
(2.09) |
0.96 |
(0.25) |
(2.30) |
(6.77) |
(1.55) |
1.45 |
(2.30) |
(5.67) |
(4.10) |
5.86 |
9.09 |
12.04 |
0.77 |
(13.2) |
(12.6) |
(14.2) |
(27.6) |
(22.7) |
(8.2) |
5.9 |
(28.5) |
(14.5) |
(14.1) |
(11.5) |
(14.3) |
(13.2) |
(8.3) |
(8.3) |
(171.2) |
(179.6) |
Merk Hard Currency Inv |
20 |
|
| 21 |
PowerShares DB US Dollar Index
Bearish |
UDN |
0 |
10 |
(1.59) |
2.27 |
(0.60) |
(2.12) |
(5.92) |
(1.93) |
1.14 |
(2.46) |
(5.19) |
(4.39) |
4.34 |
3.60 |
10.96 |
0.37 |
(13.7) |
(12.6) |
(16.2) |
(29.5) |
(20.8) |
(8.8) |
4.3 |
(25.1) |
(12.0) |
(13.1) |
(11.4) |
(12.6) |
(13.7) |
(8.4) |
(8.4) |
(150.6) |
(159.0) |
PowerShares DB US Dollar Index Bearish |
21 |
|
| 22 |
CurrencyShares Euro Trust |
FXE |
0 |
44 |
(1.24) |
4.14 |
(0.09) |
(2.80) |
(6.22) |
(3.01) |
0.78 |
(2.89) |
(6.41) |
(6.48) |
3.73 |
1.94 |
14.63 |
0.19 |
(17.4) |
(15.1) |
(15.5) |
(34.7) |
(25.6) |
(13.0) |
3.7 |
(29.4) |
(12.7) |
(16.7) |
(12.8) |
(14.7) |
(17.4) |
(11.6) |
(11.6) |
(176.2) |
(187.8) |
CurrencyShares Euro Trust |
22 |
|
| 23 |
PowerShares DB Base Metals |
DBB |
0 |
14 |
0.30 |
4.66 |
(0.23) |
5.79 |
(9.01) |
(9.61) |
(18.26) |
(0.65) |
(14.03) |
(16.79) |
(6.99) |
14.14 |
27.35 |
0.62 |
(26.1) |
(16.0) |
(12.4) |
(7.8) |
(56.1) |
(33.6) |
(7.0) |
(49.1) |
(22.5) |
(26.6) |
(2.5) |
(24.6) |
(26.1) |
(32.2) |
(32.2) |
(294.8) |
(327.0) |
PowerShares DB Base Metals |
23 |
|
| 24 |
CurrencyShares Mexican Peso Trust |
FXM |
0 |
42 |
(2.07) |
(1.80) |
(1.90) |
2.17 |
(6.74) |
(8.09) |
(6.92) |
(2.33) |
(9.02) |
(14.31) |
(6.69) |
2.57 |
12.17 |
0.26 |
(24.8) |
(16.0) |
(26.5) |
(28.0) |
(36.1) |
(28.6) |
(6.7) |
(29.4) |
(7.5) |
(21.9) |
(7.1) |
(14.7) |
(24.8) |
(23.8) |
(23.8) |
(176.3) |
(200.1) |
CurrencyShares Mexican Peso Trust |
24 |
|
| 25 |
WisdomTree Dreyfus Emerging Currency |
CEW |
2 |
49 |
(2.69) |
(0.82) |
(1.02) |
(0.81) |
(8.11) |
(5.68) |
(6.43) |
(2.94) |
(7.78) |
(8.90) |
(3.12) |
0.00 |
0.00 |
0.00 |
(21.8) |
(16.6) |
0.0 |
(35.3) |
(31.1) |
(17.8) |
(3.1) |
(28.0) |
(13.3) |
(14.7) |
(11.0) |
(14.0) |
(21.8) |
(17.3) |
(17.3) |
(168.0) |
(185.3) |
WisdomTree Dreyfus Emerging Currency |
25 |
|
| 26 |
iPath DJ-UBS Lead TR Sub-Idx ETN |
LD |
0 |
31 |
1.57 |
9.04 |
(0.90) |
2.34 |
(4.19) |
(10.98) |
(20.22) |
0.93 |
(19.98) |
(18.25) |
(6.60) |
20.15 |
35.78 |
0.69 |
(28.0) |
(17.2) |
(10.2) |
11.2 |
(79.9) |
(36.5) |
(6.6) |
(73.3) |
(43.4) |
(29.9) |
1.0 |
(36.7) |
(28.0) |
(41.0) |
(41.0) |
(439.9) |
(480.9) |
iPath DJ-UBS Lead TR Sub-Idx ETN |
26 |
|
| 27 |
CurrencyShares Russian Ruble Trust |
FXRU |
0 |
48 |
(3.40) |
(2.66) |
0.33 |
(0.84) |
(10.45) |
(4.63) |
(0.60) |
(2.89) |
(8.59) |
(8.84) |
1.80 |
(2.06) |
0.00 |
0.00 |
(21.2) |
(17.3) |
0.0 |
(34.7) |
(34.4) |
(17.7) |
1.8 |
(36.2) |
(16.7) |
(19.5) |
(12.6) |
(18.1) |
(21.2) |
(16.7) |
(16.7) |
(217.0) |
(233.7) |
CurrencyShares Russian Ruble Trust |
27 |
|
| 28 |
iPath DJ-UBS Commodity Index TR ETN |
DJP |
0 |
21 |
(2.57) |
(1.56) |
2.88 |
(2.42) |
(9.18) |
(6.79) |
(10.73) |
(1.99) |
(11.36) |
(12.88) |
(0.95) |
5.80 |
19.48 |
0.38 |
(24.0) |
(17.3) |
(16.0) |
(23.9) |
(45.4) |
(25.8) |
(1.0) |
(44.5) |
(19.7) |
(24.8) |
(8.8) |
(22.2) |
(24.0) |
(24.0) |
(24.0) |
(266.9) |
(291.0) |
iPath DJ-UBS Commodity Index TR ETN |
28 |
|
| 29 |
CurrencyShares Swedish Krona Trust |
FXS |
0 |
41 |
(2.71) |
1.05 |
0.38 |
(3.06) |
(9.21) |
(3.34) |
(0.24) |
(3.81) |
(6.13) |
(8.17) |
4.76 |
6.68 |
16.26 |
0.47 |
(20.5) |
(17.6) |
(16.4) |
(45.7) |
(24.5) |
(16.3) |
4.8 |
(29.3) |
(8.2) |
(21.1) |
(16.0) |
(14.6) |
(20.5) |
(12.0) |
(12.0) |
(175.7) |
(187.7) |
CurrencyShares Swedish Krona Trust |
29 |
|
| 30 |
iPath DJ-UBS Copper TR Sub-Idx ETN |
JJC |
0 |
35 |
(4.77) |
(3.18) |
(1.76) |
4.42 |
(18.56) |
(10.91) |
(22.17) |
(1.92) |
(15.83) |
(16.75) |
(9.15) |
25.49 |
32.30 |
0.87 |
(32.3) |
(21.6) |
(13.0) |
(23.0) |
(63.3) |
(33.5) |
(9.2) |
(54.2) |
(29.8) |
(24.3) |
(7.1) |
(27.1) |
(32.3) |
(35.3) |
(35.3) |
(325.0) |
(360.3) |
iPath DJ-UBS Copper TR Sub-Idx ETN |
30 |
|
| 31 |
WisdomTree Dreyfus Brazilian Real |
BZF |
0 |
5 |
(5.83) |
(3.93) |
(3.16) |
(2.01) |
(14.22) |
(5.82) |
(2.49) |
(3.90) |
(10.69) |
(9.94) |
1.26 |
17.09 |
18.11 |
0.96 |
(27.0) |
(22.4) |
(19.4) |
(46.8) |
(42.8) |
(19.9) |
1.3 |
(44.0) |
(22.9) |
(21.1) |
(16.7) |
(22.0) |
(27.0) |
(20.5) |
(20.5) |
(264.1) |
(284.6) |
WisdomTree Dreyfus Brazilian Real |
31 |
|
| 32 |
iPath DJ-UBS Ind Metals TR Sub-Idx
ETN |
JJM |
0 |
29 |
(2.20) |
(0.14) |
(0.25) |
4.81 |
(13.22) |
(12.17) |
(22.23) |
(2.72) |
(15.43) |
(18.89) |
(11.66) |
14.08 |
28.12 |
0.61 |
(35.9) |
(23.6) |
(16.6) |
(32.6) |
(61.7) |
(37.8) |
(11.7) |
(50.1) |
(23.9) |
(26.1) |
(8.7) |
(25.0) |
(35.9) |
(37.1) |
(37.1) |
(300.4) |
(337.4) |
iPath DJ-UBS Ind Metals TR Sub-Idx ETN |
32 |
|
| 33 |
CurrencyShares Swiss Franc Trust |
FXF |
0 |
40 |
(3.96) |
(2.27) |
(5.09) |
(1.33) |
(7.14) |
(3.30) |
1.79 |
(3.92) |
(11.85) |
(6.83) |
9.39 |
9.49 |
16.42 |
0.63 |
(24.7) |
(23.6) |
(19.5) |
(47.0) |
(47.4) |
(13.7) |
9.4 |
(56.8) |
(33.7) |
(23.1) |
(20.3) |
(28.4) |
(24.7) |
(17.2) |
(17.2) |
(340.7) |
(358.0) |
CurrencyShares Swiss Franc Trust |
33 |
|
| 34 |
iPath DJ-UBS Platinum TR Sub-Idx
ETN |
PGM |
0 |
26 |
(3.75) |
(0.39) |
0.34 |
(6.14) |
(8.81) |
(10.75) |
(13.79) |
(2.97) |
(16.42) |
(15.78) |
(7.83) |
18.03 |
25.61 |
0.77 |
(35.2) |
(25.3) |
(17.9) |
(35.6) |
(65.7) |
(31.6) |
(7.8) |
(57.9) |
(34.1) |
(23.7) |
(11.8) |
(28.9) |
(35.2) |
(35.0) |
(35.0) |
(347.1) |
(382.1) |
iPath DJ-UBS Platinum TR Sub-Idx ETN |
34 |
|
| 35 |
iPath DJ-UBS Aluminum TR Sub-Idx
ETN |
JJU |
0 |
38 |
(1.14) |
(0.26) |
(0.09) |
2.55 |
(6.76) |
(13.18) |
(18.67) |
(3.93) |
(14.97) |
(22.24) |
(11.59) |
(1.50) |
26.94 |
0.07 |
(40.8) |
(26.8) |
(19.7) |
(47.2) |
(59.9) |
(44.5) |
(11.6) |
(48.3) |
(15.4) |
(32.9) |
(12.2) |
(24.1) |
(40.8) |
(38.7) |
(38.7) |
(289.7) |
(328.4) |
iPath DJ-UBS Aluminum TR Sub-Idx ETN |
35 |
|
| 36 |
WisdomTree Dreyfus Indian Rupee |
ICN |
0 |
3 |
(4.37) |
(3.02) |
(4.41) |
(1.83) |
(8.23) |
(8.73) |
(9.82) |
(5.82) |
(10.63) |
(11.59) |
(6.88) |
4.02 |
10.90 |
0.40 |
(35.6) |
(28.1) |
(42.5) |
(69.8) |
(42.5) |
(23.2) |
(6.9) |
(35.6) |
(19.3) |
(16.3) |
(20.8) |
(17.8) |
(35.6) |
(24.2) |
(24.2) |
(213.8) |
(238.0) |
WisdomTree Dreyfus Indian Rupee |
36 |
|
| 37 |
PowerShares DB Agriculture |
DBA |
0 |
15 |
(4.98) |
(2.73) |
(0.71) |
(9.30) |
(7.18) |
(7.86) |
(10.39) |
(4.67) |
(15.01) |
(11.42) |
(0.34) |
6.26 |
18.71 |
0.41 |
(34.8) |
(29.0) |
(24.2) |
(56.0) |
(60.0) |
(22.8) |
(0.3) |
(59.7) |
(37.2) |
(22.5) |
(20.4) |
(29.9) |
(34.8) |
(27.7) |
(27.7) |
(358.2) |
(385.9) |
PowerShares DB Agriculture |
37 |
|
| 38 |
WisdomTree Dreyfus South African
Rand |
SZR |
0 |
1 |
(3.98) |
(3.96) |
(1.88) |
(1.29) |
(8.80) |
(11.97) |
(17.78) |
(5.41) |
(15.36) |
(16.44) |
(10.68) |
13.29 |
17.92 |
0.85 |
(42.5) |
(31.6) |
(649.7) |
(64.9) |
(61.4) |
(32.9) |
(10.7) |
(50.8) |
(28.6) |
(22.2) |
(19.1) |
(25.4) |
(42.5) |
(35.0) |
(35.0) |
(304.6) |
(339.6) |
WisdomTree Dreyfus South African Rand |
38 |
|
| 39 |
iPath DJ-UBS Softs TR Sub-Idx ETN |
JJS |
0 |
24 |
(5.73) |
(2.05) |
(1.75) |
(11.49) |
(7.63) |
(7.77) |
(12.84) |
(5.23) |
(17.76) |
(12.04) |
3.94 |
25.49 |
0.00 |
0.00 |
(38.5) |
(33.5) |
0.0 |
(62.8) |
(71.0) |
(24.1) |
3.9 |
(75.0) |
(47.0) |
(28.0) |
(24.7) |
(37.5) |
(38.5) |
(30.4) |
(30.4) |
(449.9) |
(480.3) |
iPath DJ-UBS Softs TR Sub-Idx ETN |
39 |
|
| 40 |
PowerShares DB Silver |
DBS |
0 |
11 |
(8.65) |
(21.57) |
13.98 |
(6.93) |
(20.09) |
(6.22) |
5.29 |
(4.16) |
(21.17) |
(15.07) |
15.52 |
45.22 |
41.93 |
1.11 |
(37.3) |
(33.7) |
(11.6) |
(49.9) |
(84.7) |
(30.1) |
15.5 |
(100.2) |
(54.5) |
(45.7) |
(25.1) |
(50.1) |
(37.3) |
(33.1) |
(33.1) |
(601.2) |
(634.3) |
PowerShares DB Silver |
40 |
|
| 41 |
iPath DJ-UBS Tin TR Sub-Idx ETN |
JJT |
0 |
22 |
(0.46) |
(0.38) |
5.59 |
7.68 |
(14.73) |
(16.62) |
(25.61) |
(6.38) |
(15.88) |
(26.99) |
(17.24) |
19.03 |
33.05 |
0.69 |
(52.8) |
(35.0) |
(20.8) |
(76.6) |
(63.5) |
(54.0) |
(17.2) |
(46.3) |
(9.5) |
(36.7) |
(18.7) |
(23.1) |
(52.8) |
(44.9) |
(44.9) |
(277.7) |
(322.6) |
iPath DJ-UBS Tin TR Sub-Idx ETN |
41 |
|
| 42 |
iPath DJ-UBS Agriculture TR Sub-Idx
ETN |
JJA |
0 |
39 |
(7.35) |
(1.71) |
(3.52) |
(13.23) |
(10.93) |
(13.10) |
(18.41) |
(5.85) |
(21.60) |
(19.30) |
(5.63) |
10.45 |
26.91 |
0.50 |
(50.2) |
(39.2) |
(24.3) |
(70.2) |
(86.4) |
(38.6) |
(5.6) |
(80.8) |
(47.8) |
(33.0) |
(24.2) |
(40.4) |
(50.2) |
(43.5) |
(43.5) |
(484.6) |
(528.2) |
iPath DJ-UBS Agriculture TR Sub-Idx ETN |
42 |
|
| 43 |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
SGG |
0 |
23 |
(9.12) |
(2.42) |
(15.21) |
(8.31) |
(10.55) |
(2.48) |
(11.06) |
(8.29) |
(17.26) |
11.44 |
4.20 |
26.53 |
46.11 |
0.74 |
(35.4) |
(42.1) |
(10.0) |
(99.5) |
(69.0) |
22.9 |
4.2 |
(73.2) |
(91.9) |
18.7 |
(40.3) |
(36.6) |
(35.4) |
(14.0) |
(14.0) |
(439.4) |
(453.4) |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
43 |
|
| 44 |
iPath DJ-UBS Grains TR Sub-Idx ETN |
JJG |
0 |
32 |
(8.42) |
(1.33) |
(4.36) |
(15.05) |
(12.95) |
(15.31) |
(20.19) |
(6.78) |
(23.73) |
(21.91) |
(8.82) |
3.91 |
32.08 |
0.28 |
(57.2) |
(44.1) |
(23.2) |
(81.4) |
(94.9) |
(43.8) |
(8.8) |
(86.1) |
(51.1) |
(35.0) |
(26.9) |
(43.1) |
(57.2) |
(49.2) |
(49.2) |
(516.6) |
(565.8) |
iPath DJ-UBS Grains TR Sub-Idx ETN |
44 |
|
| 45 |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
BAL |
0 |
34 |
(11.32) |
(8.17) |
(7.73) |
(14.86) |
(14.53) |
(16.26) |
(22.66) |
(11.15) |
(13.58) |
(35.47) |
(4.82) |
27.02 |
37.53 |
0.82 |
(66.0) |
(47.0) |
(22.9) |
(133.8) |
(54.3) |
(70.9) |
(4.8) |
(49.5) |
16.6 |
(66.1) |
(37.0) |
(24.8) |
(66.0) |
(43.4) |
(43.4) |
(297.0) |
(340.4) |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
45 |
|
| 46 |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
JJN |
0 |
27 |
(6.58) |
(6.23) |
0.39 |
1.34 |
(21.82) |
(20.63) |
(31.27) |
(10.18) |
(21.68) |
(26.99) |
(23.65) |
18.05 |
39.18 |
0.62 |
(71.6) |
(52.2) |
(23.8) |
(122.2) |
(86.7) |
(54.0) |
(23.7) |
(63.1) |
(32.7) |
(30.3) |
(32.8) |
(31.5) |
(71.6) |
(54.8) |
(54.8) |
(378.4) |
(433.2) |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
46 |
|
| 47 |
United States Natural Gas |
UNG |
0 |
7 |
(9.69) |
(9.31) |
(7.95) |
(8.80) |
(12.71) |
(25.20) |
(34.32) |
(12.65) |
(22.99) |
(33.25) |
(31.92) |
(47.34) |
31.67 |
(1.81) |
(85.5) |
(60.9) |
(35.1) |
(151.8) |
(92.0) |
(66.5) |
(31.9) |
(60.0) |
(25.5) |
(34.6) |
(38.5) |
(30.0) |
(85.5) |
(63.5) |
(63.5) |
(360.2) |
(423.7) |
United States Natural Gas |
47 |
|
| 48 |
iPath DJ-UBS Natural Gas TR Sub-Idx
ETN |
GAZ |
0 |
28 |
(7.54) |
(9.23) |
(3.86) |
(6.20) |
(10.87) |
(31.73) |
(41.48) |
(13.88) |
(28.94) |
(41.91) |
(42.20) |
(48.25) |
32.76 |
(1.80) |
(102.1) |
(70.6) |
(40.5) |
(166.6) |
(115.8) |
(83.8) |
(42.2) |
(73.6) |
(31.9) |
(41.6) |
(40.5) |
(36.8) |
(102.1) |
(80.6) |
(80.6) |
(441.4) |
(522.0) |
iPath DJ-UBS Natural Gas TR Sub-Idx ETN |
48 |
|
| 49 |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
NIB |
0 |
37 |
(13.75) |
(14.73) |
(4.51) |
(16.80) |
(18.96) |
(22.81) |
(26.86) |
(15.56) |
(28.13) |
(25.59) |
(21.97) |
(4.01) |
32.77 |
0.04 |
(93.1) |
(74.8) |
(36.9) |
(186.7) |
(112.5) |
(51.2) |
(22.0) |
(90.6) |
(61.3) |
(29.2) |
(55.6) |
(45.3) |
(93.1) |
(61.9) |
(61.9) |
(543.3) |
(605.2) |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
49 |
|
|
|
|
|
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|
|
|
|
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|
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