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Archive for May 31st, 2008

It was another good month across all three published strategies – you’ll find the individual strategies pages (MOMO1, TREND1, MR1) have updated equity curves, statistics and current holdings.  But as will be the norm going forward, I’ll update the monthly performance here.

MOMO1:

  • Return for May-08: 11.5% (does not include dividends or commission charges)
  • Return YTD: 19.0%
  • Current holdings: EWZ, SLX, OIL – no change from the prior month

TREND1:

  • Return for May-08: 5.5% (does not include dividends or commission charges)
  • Return YTD: 13.7%
  • Current holdings: UNG, PPA

MR1:

  • Return for May-08: 5.5% (does not include dividends or commission charges)
  • Return YTD: 25.1%
  • Current holdings: IEF, TLT (changes frequently)

Benchmarks:

  • S&P500:
    • May-08: 1.18%
    • YTD: -4.53%
  • DOW:
    • May-08: -1.42%
    • YTD: -4.71%
  • Nasdaq:
    • May-08: 4.55%
    • YTD: -4.89%
  • EFA (proxy for developed foreign markets):
    • May-08: 1.19%
    • YTD: -2.28%
  • EEM (proxy for developing foreign markets):
    • May-08: 3.16%
    • YTD: 0.67%

So – by just about any measure we beat the major benchmarks – please let me know if there is a specific benchmark you’d like me to compare the strategies.

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