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Marketocracy Portfolio As At 5th April 2011




left curve recent returns right curve


RETURNS
Last Week 0.93%
Last Month 2.27%
Last 3 Months 4.09%
Last 6 Months 18.36%
Last 12 Months 16.07%
Last 2 Years 101.97%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 56.02%
(Annualized) 18.00%
S&P500 RETURNS
Last Week 1.45%
Last Month 1.96%
Last 3 Months 6.45%
Last 6 Months 17.38%
Last 12 Months 15.36%
Last 2 Years 71.19%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 12.62%
(Annualized) 4.52%
RETURNS VS S&P500
Last Week -0.51%
Last Month 0.30%
Last 3 Months -2.36%
Last 6 Months 0.98%
Last 12 Months 0.70%
Last 2 Years 30.77%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 43.41%
(Annualized) 13.48%



price history right curve


[download spreadsheet]


graph of fund vs. market indexes


recent returns right curve


RETURNS
Last Week 0.93%
Last Month 2.27%
Last 3 Months 4.09%
Last 6 Months 18.36%
Last 12 Months 16.07%
Last 2 Years 101.97%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 56.02%
(Annualized) 18.00%
S&P500 RETURNS
Last Week 1.45%
Last Month 1.96%
Last 3 Months 6.45%
Last 6 Months 17.38%
Last 12 Months 15.36%
Last 2 Years 71.19%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 12.62%
(Annualized) 4.52%
RETURNS VS S&P500
Last Week -0.51%
Last Month 0.30%
Last 3 Months -2.36%
Last 6 Months 0.98%
Last 12 Months 0.70%
Last 2 Years 30.77%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 43.41%
(Annualized) 13.48%



left curve alpha/beta vs. S&P500 right curve


Alpha 13.36%
Beta 1.14
R-Squared 0.77



left curve turnover right curve


Last Month 11.38%
Last 3 Months 22.39%
Last 6 Months 31.87%
Last 12 Months 97.52%





Symbol Days Held First Trade Last Trade Gains Value Inception Return
F 710 Apr 24, 2009 Aug 12, 2010 $131,765.20 $124,800.00 48.95%
C 767 Feb 26, 2009 Jul 22, 2010 $86,577.36 $110,125.00 24.79%
WFMI 325 May 14, 2010 May 17, 2010 $63,680.39 $165,975.00 62.25%
QSII 720 Apr 14, 2009 Jun 22, 2009 $62,452.77 $130,890.00 52.04%
FMC 404 Feb 24, 2010 Feb 24, 2010 $46,504.50 $130,155.15 55.22%
BAC 767 Feb 26, 2009 Oct 21, 2010 $44,213.53 $187,880.00 13.01%
PLD 573 Sep 08, 2009 Sep 09, 2009 $40,775.55 $130,334.49 45.53%
GE 522 Oct 29, 2009 Oct 29, 2009 $22,723.15 $81,960.40 38.36%
PVSW 14 Mar 21, 2011 Mar 23, 2011 $20,576.58 $121,912.24 20.31%
KBH 726 Apr 08, 2009 Jan 13, 2011 $7,144.27 $72,900.00 4.00%
AFL 158 Oct 28, 2010 Oct 28, 2010 -$737.55 $81,390.00 -0.88%
NSR 80 Jan 14, 2011 Jan 14, 2011 -$2,704.43 $64,850.00 -4.00%
CIM 14 Mar 21, 2011 Mar 21, 2011 -$10,477.33 $97,250.00 -9.73%




Close Date Type Symbol Shares Net Avg. Price Net
Mar 23, 2011 Buy PVSW 8,977 $6.1055 $54,809.44
Mar 22, 2011 Buy PVSW 1,018 $5.8247 $5,929.55
Mar 21, 2011 Buy PVSW 7,224 $5.6197 $40,596.67
Mar 21, 2011 Buy CIM 25,000 $4.3091 $107,727.33
Mar 21, 2011 Sell BP 3,000 $45.563 $136,688.89
Jan 14, 2011 Buy NSR 2,500 $27.0218 $67,554.43

Comments

Gozo Shioda said…
Using Alpha Jenssen ratio to evaluate your performance as a fund manager for fun:

A = Ri - [Rf + B(Rm - Rf)]
= 18.00 - [2.75 + 1.14x (4.52 - 2.75)]
= 13.2322

Hey, you are not too shabby, not too shabby at all I'll say.
Gozo Shioda said…
I did a quick Alpha Jenssen ratio to evaluate your fund performance and it is not too shabby, not too shabby at all.

The alpha-J ratio came up to 13.23% and I used the risk free rate of 2.75% (KLIBOR).

G. Shioda

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