Statistics vs. S&P 500 Index Since 2001

 Model portfolio

 S&P 500

Average annual return (compounded), %

52.51

(2.79)

Average annual return (annualized), %

45.34

(2.51)

Average annual volatility, %

33.72

21.16

Sharpe ratio

1.28

(0.22)

Sortino ratio

2.48

      - 

Start

End date

Long/short

Days

Holding period gain/loss

Cumulative gain/loss

01/04/10

01/04/10 See members’ area

- 

- 

- 

- 

12/07/09

01/04/10 See members’ area

Long

28

2%

133%

11/09/09

12/07/09 See members’ area

Long

28

1%

131%

10/12/09

11/09/09 See members’ area

Long

28

-6%

130%

09/14/09

10/12/09 See details below

Long

28

7%

136%

08/17/09

09/14/09 See details below

Long

28

23%

129%

07/20/09

08/17/09 See details below

Long

28

4%

106%

07/13/09

07/20/09

Short

7

-8%

102%

07/06/09

07/13/09

Long

7

-1%

110%

06/08/09

07/06/09

Long

28

10%

110%

05/11/09

06/08/09

Long

28

8%

100%

04/13/09

05/11/09

Long

28

14%

91%

03/16/09

04/13/09

Long

28

62%

77%

02/23/09

03/16/09

Short

21

12%

15%

02/09/09

02/23/09

Long

14

-5%

3%

01/19/09

02/09/09

Short

21

8%

8%

Average

23

9%

Opening prices

Start

Stop

Ticker

Name

MktCap

09/14/09

10/12/09

Return

ICAD

iCAD, INC.

102

2.28

2.01

-12%

FIRE

Sourcefire, Inc.

523

19.58

22.88

17%

YHOO

Yahoo! Inc.

21,879

15.45

16.96

10%

CAH

Cardinal Health, Inc.

9,528

26.54

27.43

3%

ANDE

The Andersons, Inc.

626

33.90

36.19

7%

MALL

PC Mall, Inc.

90

7.15

7.36

3%

KV.A

K-V Pharmaceutical Company

145

2.89

3.49

21%

GLP

Global Partners LP

320

24.25

26.78

10%

CORE

Core-Mark Holding Company, Inc

297

28.44

29.80

5%

MCK

McKesson Corporation

15,319

57.61

61.74

7%

7%

Opening prices

Start

Stop

Ticker

Name

MktCap

08/17/09

09/14/09

Return

ICAD

iCAD, INC.

68

1.45

2.28

57%

FIRE

Sourcefire, Inc.

534

19.50

19.58

0%

YHOO

Yahoo! Inc.

21,107

14.69

15.45

5%

WSM

Williams-Sonoma, Inc.

1,548

14.33

18.86

32%

KV.A

K-V Pharmaceutical Company

100

1.96

2.89

47%

NEWS

NewStar Financial, Inc.

106

2.09

3.05

46%

ANDE

The Andersons, Inc.

501

27.00

33.90

26%

GLP

Global Partners LP

289

20.70

24.25

17%

CAH

Cardinal Health, Inc.

11,846

32.74

26.54

-19%

HUN

Huntsman Corporation

1,688

6.85

8.38

22%

23%

Opening prices

Start

Stop

Ticker

Name

MktCap

07/20/09

08/17/09

Return

WSM

Williams-Sonoma, Inc.

1,291

12.26

14.33

17%

GLP

Global Partners LP

251

18.06

20.70

15%

CORE

Core-Mark Holding Company, In

294

27.42

28.84

5%

CAH

Cardinal Health, Inc.

11,158

31.10

32.74

5%

MCK

McKesson Corporation

12,264

45.92

54.17

18%

FCL

Foundation Coal Holdings, Inc

1,345

31.38

37.24

19%

KPPC

KapStone Paper and Packaging

139

4.85

5.00

3%

KV.A

K-V Pharmaceutical Company

162

3.25

1.96

-40%

TECD

Tech Data Corporation

1,678

33.87

34.13

1%

PCCC

PC Connection, Inc.

153

5.74

5.54

-3%

4%