Marketocracy Portfolio Update - 10 September 2009
For the period ended 31 March 2009, my Marketocracy fund beat 97.8% of the participants. Thankfully, the record for the period ended 30 June 2009 saw my fund improving further to beat 99.5% of the participating funds.
On a year to date basis, the S&P 500 recorded a 16.48% return, while the Nasdaq secured 30.65% and the Dow notched a 8.78% return. My Marketocracy portfolio obtained a 69.36% return.  |
 SMF |  m100 |  S&P 500 |  DJIA |  Nasdaq |
Sigh... I should really get back to fund mgmt ... ok head hunters, email me at malaysiafinance@gmail.comhttp://malaysiafinance.blogspot.com/2009/07/marketocracy-portfolio-updated.html
 | recent returns vs. major indexes |  | |
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| MTD | QTD | YTD |
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| SMF | 4.08% | 12.73% | 69.36% | | S&P 500 | 1.31% | 12.91% | 16.48% | | DOW | 0.54% | 13.02% | 8.78% | | Nasdaq | 2.55% | 12.28% | 30.65% | | | |
| recent returns | |
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| | RETURNS | | Last Week | 7.00% | | Last Month | 4.12% | | Last 3 Months | 4.13% | | Last 6 Months | 87.67% | | Last 12 Months | 36.33% | | Last 2 Years | N/A | | Last 3 Years | N/A | | Last 5 Years | N/A | | Since Inception | 22.04% | | (Annualized) | 19.30% | |
| | | S&P500 RETURNS | | Last Week | 3.92% | | Last Month | 2.87% | | Last 3 Months | 9.94% | | Last 6 Months | 38.13% | | Last 12 Months | -13.30% | | Last 2 Years | N/A | | Last 3 Years | N/A | | Last 5 Years | N/A | | Since Inception | -15.31% | | (Annualized) | -13.69% | |
| | | RETURNS VS S&P500 | | Last Week | 3.09% | | Last Month | 1.25% | | Last 3 Months | -5.81% | | Last 6 Months | 49.54% | | Last 12 Months | 49.63% | | Last 2 Years | N/A | | Last 3 Years | N/A | | Last 5 Years | N/A | | Since Inception | 37.35% | | (Annualized) | 32.99% | |
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| | alpha/beta vs. S&P500 | | |
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| | Alpha | 39.70% | | Beta | 1.19 | | R-Squared | 0.81 | |
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| | turnover | | |
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| | Last Month | 19.34% | | Last 3 Months | 98.41% | | Last 6 Months | 306.59% | | Last 12 Months | 375.59% | | | | |
| | Symbol | Price | Shares | Portion of Fund | Inception Return | | BAC | $17.04 | 4,000 | 5.58% | 46.99% | | MGM | $10.09 | 8,000 | 6.61% | 49.73% | | ACTG | $9.23 | 9,000 | 6.81% | 44.69% | | BDD | $12.29 | 5,000 | 5.03% | 36.56% | | F | $7.39 | 10,000 | 6.06% | 25.02% | | QSII | $57.18 | 1,500 | 7.03% | 14.44% | | JEC | $46.42 | 1,500 | 5.71% | 11.05% | | KBW | $29.74 | 4,500 | 10.97% | 9.54% | | STAR | $25.31 | 3,500 | 7.26% | 5.92% | | PLD | $11.32 | 8,118 | 7.53% | 2.61% | | PHM | $12.38 | 8,000 | 8.12% | 0.72% | | LOW | $21.72 | 3,500 | 6.23% | -0.14% | | NYB | $10.75 | 6,000 | 5.28% | -1.88% | | |
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