Ascendere Associates LLC L/S Model Portfolio
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http://seekingalpha.com/author/stephen-castellano
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http://www.ascenderellc.com
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http://www.ascenderellc.com/ascendere-associates-llc/ascendere-longshort-model-portfolio/
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Ascendere L/S Model "Back of Envelope" PerformanceFocus Portfolio available on the next spreadsheet
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Blue stocks are "focus list" stocks that we hope will show strong upside or downsideClick the tab in the lower lefthand corner "FocusPortfolio"
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Long5/31/2010Today% ChangeShort5/31/2010Today% ChangeSPX4/30/2010TodayMTD
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ROST$52.75#DIV/0!TRI$40.82#DIV/0!.INX$1,089.41$2,108.6393.56%
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Table immediately below does not reflect dynamic long/short weight changes
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Note: Model long portfolio was closed at market open, May 7
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http://www.ascenderellc.com/ascendere-associates-llc/2010/05/sell-strength.html
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Net Long:04/30 - 05/05
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Net Short5/6 -
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Raw AvgAllocationReturnIndexAlpha** results skewed due to MTD comparison; better accuracy is reflected in daily data below
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High-Quality#DIV/0!100%#DIV/0!
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Low Quality#DIV/0!100%#DIV/0!
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Market Neutral#DIV/0!93.56%#DIV/0!
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High-Quality#DIV/0!80%#DIV/0!
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Low Quality#DIV/0!120%#DIV/0!
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Moderate#DIV/0!93.56%#DIV/0!
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High-Quality#DIV/0!50%#DIV/0!
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Low Quality#DIV/0!150%#DIV/0!
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Aggressive#DIV/0!93.56%#DIV/0!
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LongShortTotal
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Total0
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Right000
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Wrong000
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% Right#DIV/0!#DIV/0!#DIV/0!
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ModerateAggressive
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Market NeutralDynamic 80 to 120 / 120 to 8080 to 120Dynamic 200 to 0 / 50 to 150Aggressive
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SPXSPXLongShortPortfolioLongShortPortfolioLongShortLongShortPortfolioLongShortPortfolio"Alpha""Alpha"LongShortLongShortPortfolioLongShortPortfolio"Alpha""Alpha"
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DateDailyCmltvDailyDailyDailyCmltvCmltvCmltvWeightWeightDailyDailyDailyCmltvCmltvCmltvDailyCmltvWeightWeightDailyDailyDailyCmltvCmltvCmltvDailyCmltv
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5/3/20101.31%1.31%1.79%1.26%0.53%1.79%1.26%0.53%120%80%2.14%-1.01%1.13%2.14%-1.01%1.13%-0.18%-0.18%200%0%3.57%0.00%3.57%3.57%0.00%3.57%2.26%2.26%
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