Style Model
|
Large Value
|
||
Sector Model
|
XLU
|
2.11%
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
ABX
|
4/11/2013
|
-26.41%
|
384
|
NEM
|
9/30/2013
|
-9.25%
|
212
|
JOY
|
11/18/2013
|
6.27%
|
163
|
RS
|
2/10/2014
|
2.12%
|
79
|
CSCO
|
2/12/2014
|
2.84%
|
77
|
CBI
|
2/20/2014
|
-0.68%
|
69
|
HFC
|
3/17/2014
|
5.47%
|
44
|
BX
|
4/14/2014
|
0.57%
|
16
|
TIVO
|
4/23/2014
|
-2.49%
|
7
|
SHOO
|
4/28/2014
|
0.60%
|
2
|
(Since 5/31/2011)
|
|||
S&P
|
Annualized
|
12.13%
|
|
Sector Model
|
Annualized
|
27.68%
|
|
Large Portfolio
|
Annualized
|
25.88%
|
Rotation: selling HFC; buying MHK.
The style model has moved to Large Value. Boring is better.
Tim
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