|
Style Model
|
Large Value
|
||
|
Sector Model
|
XLU
|
1.24%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
ABX
|
4/11/2013
|
-28.03%
|
392
|
|
NEM
|
9/30/2013
|
-12.91%
|
220
|
|
RS
|
2/10/2014
|
3.65%
|
87
|
|
CBI
|
2/20/2014
|
0.01%
|
77
|
|
BX
|
4/14/2014
|
-4.09%
|
24
|
|
TIVO
|
4/23/2014
|
-2.32%
|
15
|
|
SHOO
|
4/28/2014
|
-6.58%
|
10
|
|
UNF
|
5/2/2014
|
-0.18%
|
6
|
|
TIBX
|
5/5/2014
|
-1.60%
|
3
|
|
EFII
|
5/7/2014
|
-0.03%
|
1
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
12.03%
|
|
|
Sector Model
|
Annualized
|
27.67%
|
|
|
Large Portfolio
|
Annualized
|
25.12%
|
Rotation: selling CBI; buying CERN.
This is the last one off schedule. We’ll return to our regular once-a-week
rotation from here.
Tim
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