Returns - US Trend Follower
Jan 5th, 2010
| Index | YTD | 1-Yr | 3-Yr* | 5-Yr* | Since Inception^ | ||
| S&P 500 | - | 24.61% | -4.78% | 1.20% | -2.66% | ||
| Model | YTD | 1-Yr | 3-Yr* | 5-Yr* | Since Inception^ | ||
| US Trend Follower | - | 17.41% | 10.78% | 10.28% | 11.54% | ||
| Updated 1/4 | |||||||
| * Annualized | |||||||
| ^ Since 1/31/2000, Annualized | |||||||
| Year | Model | S&P | ||
| 2000* | 8.73% | -4.30% | ||
| 2001 | 4.22% | -11.88% | ||
| 2002 | 13.05% | -22.10% | ||
| 2003 | 22.41% | 28.69% | ||
| 2004 | 14.49% | 10.87% | ||
| 2005 | 3.51% | 4.89% | ||
| 2006 | 15.88% | 15.80% | ||
| 2007 | 9.12% | 5.49% | ||
| 2008 | 5.80% | -37.00% | ||
| 2009 | 17.41% | 26.46% | ||
| * From 1/31 through 12/31 | ||||
