|
Style Model
|
Large Value
|
||
|
Sector Model
|
XLU
|
1.35%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
ABX
|
4/11/2013
|
-27.24%
|
390
|
|
NEM
|
9/30/2013
|
-9.87%
|
218
|
|
RS
|
2/10/2014
|
2.64%
|
85
|
|
CSCO
|
2/12/2014
|
1.95%
|
83
|
|
CBI
|
2/20/2014
|
-0.74%
|
75
|
|
BX
|
4/14/2014
|
-1.14%
|
22
|
|
TIVO
|
4/23/2014
|
-0.33%
|
13
|
|
SHOO
|
4/28/2014
|
-1.72%
|
8
|
|
UNF
|
5/2/2014
|
-0.64%
|
4
|
|
TIBX
|
5/5/2014
|
0.05%
|
1
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
12.19%
|
|
|
Sector Model
|
Annualized
|
27.24%
|
|
|
Large Portfolio
|
Annualized
|
25.78%
|
Rotation: selling CSCO; buying EFII.
This continues the theme of business to business industries,
also reflected in the TIBX acquisition on Monday.
As for the broad market, the sector and style matrix remains
bearish:
|
Large Value
|
Small Value
|
Mid Value
|
Small Growth
|
Mid Blend
|
Large Blend
|
Small Blend
|
Large Growth
|
Mid Growth
|
|
|
Utilities
|
1
|
2
|
3
|
6
|
8
|
35
|
39
|
43
|
73
|
|
Finance
|
4
|
9
|
13
|
16
|
18
|
48
|
52
|
54
|
74
|
|
Staples
|
5
|
10
|
14
|
17
|
20
|
49
|
53
|
56
|
75
|
|
Materials
|
7
|
11
|
15
|
19
|
22
|
51
|
55
|
57
|
76
|
|
Technology
|
12
|
21
|
25
|
27
|
28
|
58
|
59
|
60
|
77
|
|
Cyclicals
|
23
|
29
|
33
|
37
|
40
|
61
|
64
|
66
|
78
|
|
Industrial
|
24
|
30
|
34
|
38
|
41
|
62
|
65
|
67
|
79
|
|
Healthcare
|
26
|
32
|
36
|
42
|
45
|
63
|
68
|
69
|
80
|
|
Energy
|
31
|
44
|
46
|
47
|
50
|
70
|
71
|
72
|
81
|
Tim
No comments:
Post a Comment