| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | AA | AB | AC | AD | AE | AF | AG | AH | AI | AJ | AK | AL | AM | AN | AO | AP | AQ | AR | AS | AT | AU | AV | AW | AX | AY | AZ | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Total Return | SPY Ret | ||||||||||||||||||||||||||||||||||||||||||||||||||
2 | If SPY - TLT > 0 in first 15 days | then | SPY- TLT < 0 in the last five days | SPY - TLT > 0 in first five days of next month | Average Return Year | 16.4% | 10.3% | |||||||||||||||||||||||||||||||||||||||||||||
3 | Short SPY | Long SPY | Standard Deviation Yearly | 11.4% | 14.9% | |||||||||||||||||||||||||||||||||||||||||||||||
4 | Long TLT | Short TLT | ||||||||||||||||||||||||||||||||||||||||||||||||||
5 | Sharpe Ratio | 1.44 | 0.69 | |||||||||||||||||||||||||||||||||||||||||||||||||
6 | If SPY - TLT < 0 in first 15 days | Long SPY | Short SPY | Old Strategy Sharpe: 0.97 | ||||||||||||||||||||||||||||||||||||||||||||||||
7 | Short TLT | Long TLT | ||||||||||||||||||||||||||||||||||||||||||||||||||
8 | Optimized Strategy Sharpe: 1.44 | |||||||||||||||||||||||||||||||||||||||||||||||||||
9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
10 | We shouldn't worry to much about profits and worry more about Sharpe because with a good Sharpe you can add leverage increasing returns much more effectively while risking less. In trading risk management is essential | |||||||||||||||||||||||||||||||||||||||||||||||||||
11 | Last 5 Days | First 5 Days Next Month | Total Return | SPY Ret | ||||||||||||||||||||||||||||||||||||||||||||||||
12 | Row Labels | Sum of SPY - TLT First 15 Days | Sum of SPY Ret Last 5 Days | Sum of TLT Ret Last 5 Days | Sum of SPY Ret First 5 Days | Sum of TLT Return First 5 Days | Flag | SPY | TLT | SPY | TLT | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | ||||||||||||||||||||||||||||||||||
13 | 8/1/2002 | 1.02% | -4.23% | 1.47% | -3.41% | 1.41% | 0.68% | 1 | 0.00% | 1.47% | 1.00 | 1.01 | 1.00 | 1.00 | 1.47% | 0.68% | 1.01 | 1.01 | 1.04 | |||||||||||||||||||||||||||||||||
14 | 9/1/2002 | -12.65% | -2.26% | 0.33% | -1.23% | 0.72% | -11.08% | -1 | -2.26% | 0.00% | -1.23% | -0.72% | 0.98 | 1.01 | 0.99 | 0.99 | -4.20% | -11.08% | 0.97 | 0.90 | 1.04 | |||||||||||||||||||||||||||||||
15 | 10/1/2002 | 16.08% | -1.85% | 2.56% | -3.31% | -0.44% | 7.91% | 1 | 0.00% | 2.56% | 0.00% | 0.00% | 0.98 | 1.04 | 0.99 | 0.99 | 2.56% | 7.91% | 1.00 | 0.97 | 1.10 | |||||||||||||||||||||||||||||||
16 | 11/1/2002 | 6.36% | -0.12% | -0.66% | 2.50% | 1.60% | 5.99% | 1 | 0.00% | -0.66% | 2.50% | -1.60% | 0.98 | 1.03 | 1.01 | 0.98 | 0.24% | 5.99% | 1.00 | 1.02 | 1.05 | |||||||||||||||||||||||||||||||
17 | 12/1/2002 | -6.42% | -1.98% | 1.85% | -2.10% | 1.18% | -5.82% | -1 | -1.98% | 0.00% | -2.10% | -1.18% | 0.96 | 1.03 | 0.99 | 0.97 | -5.25% | -5.82% | 0.95 | 0.96 | 0.96 | |||||||||||||||||||||||||||||||
18 | 1/1/2003 | 1.82% | -3.03% | 0.70% | 3.52% | -1.80% | -2.49% | 1 | 0.00% | 0.70% | 0.00% | 0.00% | 0.96 | 1.04 | 0.99 | 0.97 | 0.70% | -2.49% | 0.95 | 0.94 | 0.96 | |||||||||||||||||||||||||||||||
19 | 2/1/2003 | -3.76% | 1.30% | 1.95% | -3.12% | 0.76% | -1.36% | -1 | 1.30% | 0.00% | -3.12% | -0.76% | 0.97 | 1.04 | 0.96 | 0.96 | -2.57% | -1.36% | 0.93 | 0.93 | 0.97 | |||||||||||||||||||||||||||||||
20 | 3/1/2003 | 10.50% | -5.65% | 3.26% | -1.88% | 0.48% | 0.21% | 1 | 0.00% | 3.26% | 0.00% | 0.00% | 0.97 | 1.07 | 0.96 | 0.96 | 3.26% | 0.21% | 0.96 | 0.93 | 1.11 | |||||||||||||||||||||||||||||||
21 | 4/1/2003 | 8.38% | 0.62% | 1.92% | 3.83% | -1.91% | 8.12% | 1 | 0.00% | 1.92% | 3.83% | 1.91% | 0.97 | 1.10 | 1.00 | 0.98 | 7.66% | 8.12% | 1.03 | 1.00 | 1.13 | |||||||||||||||||||||||||||||||
22 | 5/1/2003 | -5.51% | 4.54% | -0.18% | 1.60% | 1.44% | 5.34% | -1 | 4.54% | 0.00% | 1.60% | -1.44% | 1.01 | 1.10 | 1.01 | 0.96 | 4.69% | 5.34% | 1.08 | 1.06 | 1.16 | |||||||||||||||||||||||||||||||
23 | 6/1/2003 | 3.38% | -1.84% | -1.34% | 2.35% | -0.07% | 1.06% | 1 | 0.00% | -1.34% | 0.00% | 0.00% | 1.01 | 1.08 | 1.01 | 0.96 | -1.34% | 1.06% | 1.07 | 1.07 | 1.23 | |||||||||||||||||||||||||||||||
24 | 7/1/2003 | 8.17% | 0.22% | -3.91% | 3.54% | -2.25% | 1.79% | 1 | 0.00% | -3.91% | 3.54% | 2.25% | 1.01 | 1.04 | 1.05 | 0.98 | 1.88% | 1.79% | 1.09 | 1.09 | 1.14 | |||||||||||||||||||||||||||||||
25 | 8/1/2003 | 0.86% | 0.66% | 0.78% | -1.41% | 1.71% | 2.04% | 1 | 0.00% | 0.78% | -1.41% | -1.71% | 1.01 | 1.05 | 1.03 | 0.97 | -2.34% | 2.04% | 1.06 | 1.11 | 1.17 | |||||||||||||||||||||||||||||||
26 | 9/1/2003 | -0.52% | -2.57% | 3.78% | 2.18% | -0.09% | -1.10% | -1 | -2.57% | 0.00% | 2.18% | 0.09% | 0.99 | 1.05 | 1.06 | 0.97 | -0.29% | -1.10% | 1.06 | 1.10 | 1.00 | |||||||||||||||||||||||||||||||
27 | 10/1/2003 | 9.13% | 0.42% | 1.25% | 4.22% | -3.69% | 5.21% | 1 | 0.00% | 1.25% | 0.00% | 0.00% | 0.99 | 1.06 | 1.06 | 0.97 | 1.25% | 5.21% | 1.07 | 1.16 | 1.03 | |||||||||||||||||||||||||||||||
28 | 11/1/2003 | -2.98% | 2.13% | -1.60% | 0.29% | -1.59% | 1.09% | -1 | 2.13% | 0.00% | 0.29% | 1.59% | 1.01 | 1.06 | 1.06 | 0.98 | 4.01% | 1.09% | 1.11 | 1.17 | 1.08 | |||||||||||||||||||||||||||||||
29 | 12/1/2003 | 0.00% | 2.16% | -1.41% | 0.38% | 1.28% | 4.91% | 1 | 0.00% | -1.41% | 0.00% | 0.00% | 1.01 | 1.04 | 1.06 | 0.98 | -1.41% | 4.91% | 1.10 | 1.23 | 1.06 | |||||||||||||||||||||||||||||||
30 | 1/1/2004 | 0.56% | -0.83% | -0.39% | 1.87% | 0.01% | 1.96% | 1 | 0.00% | -0.39% | 1.87% | -0.01% | 1.01 | 1.04 | 1.08 | 0.98 | 1.47% | 1.96% | 1.11 | 1.25 | 1.06 | |||||||||||||||||||||||||||||||
31 | 2/1/2004 | -0.40% | 0.37% | 0.88% | 0.85% | 0.80% | 1.35% | -1 | 0.37% | 0.00% | 0.85% | -0.80% | 1.01 | 1.04 | 1.09 | 0.98 | 0.42% | 1.35% | 1.12 | 1.27 | 1.06 | |||||||||||||||||||||||||||||||
32 | 3/1/2004 | -5.53% | 1.82% | -0.98% | 1.18% | 1.50% | -1.33% | -1 | 1.82% | 0.00% | 0.00% | 0.00% | 1.03 | 1.04 | 1.09 | 0.98 | 1.82% | -1.33% | 1.14 | 1.25 | 1.04 | |||||||||||||||||||||||||||||||
33 | 4/1/2004 | 6.40% | -2.92% | -1.05% | 1.34% | -3.31% | -1.91% | 1 | 0.00% | -1.05% | 0.00% | 0.00% | 1.03 | 1.03 | 1.09 | 0.98 | -1.05% | -1.91% | 1.13 | 1.23 | 1.08 | |||||||||||||||||||||||||||||||
34 | 5/1/2004 | 0.87% | 2.74% | 1.65% | -0.91% | -2.42% | 1.70% | 1 | 0.00% | 1.65% | -0.91% | 2.42% | 1.03 | 1.05 | 1.08 | 1.00 | 3.17% | 1.70% | 1.16 | 1.25 | 1.10 | |||||||||||||||||||||||||||||||
35 | 6/1/2004 | 1.64% | 0.67% | 1.52% | 1.62% | -1.53% | 1.83% | 1 | 0.00% | 1.52% | 1.62% | 1.53% | 1.03 | 1.06 | 1.10 | 1.01 | 4.67% | 1.83% | 1.22 | 1.27 | 1.07 | |||||||||||||||||||||||||||||||
36 | 7/1/2004 | -5.76% | 0.87% | -0.09% | -2.74% | 1.16% | -3.27% | -1 | 0.87% | 0.00% | -2.74% | -1.16% | 1.04 | 1.06 | 1.07 | 1.00 | -3.03% | -3.27% | 1.18 | 1.23 | 1.14 | |||||||||||||||||||||||||||||||
37 | 8/1/2004 | -3.00% | 0.57% | 1.41% | -3.67% | 2.53% | 0.24% | -1 | 0.57% | 0.00% | 0.00% | 0.00% | 1.05 | 1.06 | 1.07 | 1.00 | 0.57% | 0.24% | 1.19 | 1.23 | 1.12 | |||||||||||||||||||||||||||||||
38 | 9/1/2004 | -1.74% | 0.19% | -1.61% | 1.31% | -0.14% | 1.00% | -1 | 0.19% | 0.00% | 0.00% | 0.00% | 1.05 | 1.06 | 1.07 | 1.00 | 0.19% | 1.00% | 1.19 | 1.24 | 1.10 | |||||||||||||||||||||||||||||||
39 | 10/1/2004 | -2.41% | 1.75% | -0.19% | 1.50% | -1.25% | 1.28% | -1 | 1.75% | 0.00% | 0.00% | 0.00% | 1.07 | 1.06 | 1.07 | 1.00 | 1.75% | 1.28% | 1.21 | 1.26 | 1.07 | |||||||||||||||||||||||||||||||
40 | 11/1/2004 | 4.87% | 0.40% | -1.51% | 3.54% | -1.43% | 4.36% | 1 | 0.00% | -1.51% | 0.00% | 0.00% | 1.07 | 1.05 | 1.07 | 1.00 | -1.51% | 4.36% | 1.19 | 1.31 | 1.04 | |||||||||||||||||||||||||||||||
41 | 12/1/2004 | -0.38% | 0.40% | -0.33% | 0.18% | 1.45% | 2.97% | -1 | 0.40% | 0.00% | 0.18% | -1.45% | 1.07 | 1.05 | 1.07 | 0.99 | -0.87% | 2.97% | 1.18 | 1.35 | 1.07 | |||||||||||||||||||||||||||||||
42 | 1/1/2005 | -6.81% | 1.37% | 0.34% | -2.03% | -0.01% | -2.27% | -1 | 1.37% | 0.00% | 0.00% | 0.00% | 1.09 | 1.05 | 1.07 | 0.99 | 1.37% | -2.27% | 1.20 | 1.32 | 1.08 | |||||||||||||||||||||||||||||||
43 | 2/1/2005 | 1.37% | 1.70% | -0.49% | 1.60% | 2.14% | 2.07% | 1 | 0.00% | -0.49% | 0.00% | 0.00% | 1.09 | 1.04 | 1.07 | 0.99 | -0.49% | 2.07% | 1.19 | 1.35 | 1.06 | |||||||||||||||||||||||||||||||
44 | 3/1/2005 | -0.25% | -0.12% | 1.02% | 1.77% | 1.25% | -1.85% | -1 | -0.12% | 0.00% | 1.77% | -1.25% | 1.08 | 1.04 | 1.09 | 0.98 | 0.40% | -1.85% | 1.20 | 1.33 | 1.04 | |||||||||||||||||||||||||||||||
45 | 4/1/2005 | -3.57% | -0.22% | 1.89% | 1.08% | -0.41% | -1.89% | -1 | -0.22% | 0.00% | 0.00% | 0.00% | 1.08 | 1.04 | 1.09 | 0.98 | -0.22% | -1.89% | 1.19 | 1.30 | 0.99 | |||||||||||||||||||||||||||||||
46 | 5/1/2005 | 1.44% | 0.30% | 1.66% | 1.15% | -1.15% | 3.17% | 1 | 0.00% | 1.66% | 0.00% | 0.00% | 1.08 | 1.06 | 1.09 | 0.98 | 1.66% | 3.17% | 1.21 | 1.34 | 0.99 | |||||||||||||||||||||||||||||||
47 | 6/1/2005 | 1.83% | -1.90% | 1.92% | 0.54% | 1.95% | 0.15% | 1 | 0.00% | 1.92% | 0.54% | -1.95% | 1.08 | 1.08 | 1.09 | 0.96 | 0.52% | 0.15% | 1.22 | 1.34 | 1.06 | |||||||||||||||||||||||||||||||
48 | 7/1/2005 | 6.56% | 0.16% | -0.47% | 1.78% | -1.82% | 3.75% | 1 | 0.00% | -0.47% | 1.78% | 1.82% | 1.08 | 1.07 | 1.11 | 0.97 | 3.13% | 3.75% | 1.26 | 1.39 | 1.06 | |||||||||||||||||||||||||||||||
49 | 8/1/2005 | -2.12% | 0.09% | 2.33% | -0.70% | -1.20% | -0.94% | -1 | 0.09% | 0.00% | -0.70% | 1.20% | 1.08 | 1.07 | 1.10 | 0.99 | 0.59% | -0.94% | 1.27 | 1.38 | 1.01 | |||||||||||||||||||||||||||||||
50 | 9/1/2005 | 1.89% | 1.39% | -1.20% | 0.75% | -2.07% | 0.80% | 1 | 0.00% | -1.20% | 0.00% | 0.00% | 1.08 | 1.06 | 1.10 | 0.99 | -1.20% | 0.80% | 1.25 | 1.39 | 0.95 | |||||||||||||||||||||||||||||||
51 | 10/1/2005 | -3.63% | 1.68% | -1.82% | -2.83% | 0.00% | -2.39% | -1 | 1.68% | 0.00% | -2.83% | -0.00% | 1.10 | 1.06 | 1.07 | 0.99 | -1.15% | -2.39% | 1.24 | 1.36 | 0.96 | |||||||||||||||||||||||||||||||
52 | 11/1/2005 | 3.44% | -0.28% | -0.45% | 1.73% | -1.08% | 4.30% | 1 | 0.00% | -0.45% | 0.00% | 0.00% | 1.10 | 1.06 | 1.07 | 0.99 | -0.45% | 4.30% | 1.23 | 1.42 | 0.96 | |||||||||||||||||||||||||||||||
53 | 12/1/2005 | 0.01% | -1.21% | 1.93% | 0.53% | 0.07% | -0.19% | 1 | 0.00% | 1.93% | 0.53% | -0.07% | 1.10 | 1.08 | 1.08 | 0.99 | 2.39% | -0.19% | 1.26 | 1.41 | 1.03 | |||||||||||||||||||||||||||||||
54 | 1/1/2006 | 1.63% | 0.75% | -1.35% | 3.36% | -0.13% | 2.37% | 1 | 0.00% | -1.35% | 3.36% | 0.13% | 1.10 | 1.06 | 1.12 | 0.99 | 2.15% | 2.37% | 1.29 | 1.45 | 0.99 | |||||||||||||||||||||||||||||||
55 | 2/1/2006 | 0.20% | -0.81% | -0.08% | -1.60% | 0.28% | 0.57% | 1 | 0.00% | -0.08% | -1.60% | -0.28% | 1.10 | 1.06 | 1.10 | 0.98 | -1.95% | 0.57% | 1.26 | 1.46 | 1.02 | |||||||||||||||||||||||||||||||
56 | 3/1/2006 | 4.24% | 0.19% | -1.89% | -0.20% | -2.69% | 1.64% | 1 | 0.00% | -1.89% | -0.20% | 2.69% | 1.10 | 1.04 | 1.10 | 1.01 | 0.60% | 1.64% | 1.27 | 1.48 | 1.01 | |||||||||||||||||||||||||||||||
57 | 4/1/2006 | 2.46% | 0.43% | -1.16% | -0.22% | -1.68% | 1.26% | 1 | 0.00% | -1.16% | -0.22% | 1.68% | 1.10 | 1.03 | 1.09 | 1.03 | 0.30% | 1.26% | 1.27 | 1.50 | 1.01 | |||||||||||||||||||||||||||||||
58 | 5/1/2006 | -4.09% | 0.32% | -0.90% | 0.80% | -0.27% | -3.06% | -1 | 0.32% | 0.00% | 0.80% | 0.27% | 1.10 | 1.03 | 1.10 | 1.03 | 1.39% | -3.06% | 1.29 | 1.45 | 1.05 | |||||||||||||||||||||||||||||||
59 | 6/1/2006 | -2.41% | 1.80% | 0.30% | -1.30% | 2.09% | 0.26% | -1 | 1.80% | 0.00% | 0.00% | 0.00% | 1.12 | 1.03 | 1.10 | 1.03 | 1.80% | 0.26% | 1.31 | 1.46 | 1.08 | |||||||||||||||||||||||||||||||
60 | 7/1/2006 | -2.36% | 1.29% | 0.62% | -0.34% | 0.45% | 0.45% | -1 | 1.29% | 0.00% | 0.00% | 0.00% | 1.14 | 1.03 | 1.10 | 1.03 | 1.29% | 0.45% | 1.33 | 1.46 | 1.10 | |||||||||||||||||||||||||||||||
61 | 8/1/2006 | -0.10% | 0.39% | 1.14% | 0.04% | 1.05% | 2.16% | -1 | 0.39% | 0.00% | 0.00% | 0.00% | 1.14 | 1.03 | 1.10 | 1.03 | 0.39% | 2.16% | 1.34 | 1.49 | 1.09 | |||||||||||||||||||||||||||||||
62 | 9/1/2006 | -1.13% | 1.59% | -0.30% | -0.28% | -0.46% | 2.66% | -1 | 1.59% | 0.00% | 0.00% | 0.00% | 1.16 | 1.03 | 1.10 | 1.03 | 1.59% | 2.66% | 1.36 | 1.53 | 1.08 | |||||||||||||||||||||||||||||||
63 | 10/1/2006 | 4.12% | 0.69% | 2.55% | 1.06% | -0.89% | 3.10% | 1 | 0.00% | 2.55% | 0.00% | 0.00% | 1.16 | 1.06 | 1.10 | 1.03 | 2.55% | 3.10% | 1.39 | 1.58 | 1.11 | |||||||||||||||||||||||||||||||
64 | 11/1/2006 | 1.11% | -0.08% | 1.34% | 0.59% | -0.30% | 1.97% | 1 | 0.00% | 1.34% | 0.59% | 0.30% | 1.16 | 1.07 | 1.11 | 1.03 | 2.23% | 1.97% | 1.42 | 1.61 | 1.14 | |||||||||||||||||||||||||||||||
65 | 12/1/2006 | 2.55% | -0.00% | -1.51% | 0.45% | -0.32% | 1.33% | 1 | 0.00% | -1.51% | 0.45% | 0.32% | 1.16 | 1.05 | 1.11 | 1.04 | -0.75% | 1.33% | 1.41 | 1.63 | 1.10 | |||||||||||||||||||||||||||||||
66 | 1/1/2007 | 2.56% | -0.14% | -0.07% | -0.39% | 1.06% | 1.49% | 1 | 0.00% | -0.07% | -0.39% | -1.06% | 1.16 | 1.05 | 1.11 | 1.03 | -1.52% | 1.49% | 1.39 | 1.66 | 1.11 | |||||||||||||||||||||||||||||||
67 | 2/1/2007 | 0.31% | -3.45% | 2.18% | 1.01% | 0.99% | -1.98% | 1 | 0.00% | 2.18% | 1.01% | -0.99% | 1.16 | 1.08 | 1.12 | 1.02 | 2.20% | -1.98% | 1.42 | 1.63 | 1.15 | |||||||||||||||||||||||||||||||
68 | 3/1/2007 | 2.12% | -0.90% | -1.65% | -0.98% | 0.69% | 1.15% | 1 | 0.00% | -1.65% | -0.98% | -0.69% | 1.16 | 1.06 | 1.11 | 1.01 | -3.32% | 1.15% | 1.38 | 1.64 | 1.17 | |||||||||||||||||||||||||||||||
69 | 4/1/2007 | 3.59% | 0.16% | 0.32% | 1.70% | -0.90% | 4.33% | 1 | 0.00% | 0.32% | 1.70% | 0.90% | 1.16 | 1.06 | 1.13 | 1.02 | 2.91% | 4.33% | 1.42 | 1.72 | 1.19 | |||||||||||||||||||||||||||||||
70 | 5/1/2007 | 4.23% | 0.51% | -0.93% | 1.78% | 0.47% | 3.34% | 1 | 0.00% | -0.93% | 1.78% | -0.47% | 1.16 | 1.05 | 1.15 | 1.01 | 0.38% | 3.34% | 1.42 | 1.77 | 1.17 | |||||||||||||||||||||||||||||||
71 | 6/1/2007 | 2.89% | -1.03% | 2.32% | -2.79% | -2.56% | -1.47% | 1 | 0.00% | 2.32% | -2.79% | 2.56% | 1.16 | 1.08 | 1.12 | 1.04 | 2.08% | -1.47% | 1.45 | 1.75 | 1.24 | |||||||||||||||||||||||||||||||
72 | 7/1/2007 | 1.18% | -5.51% | 2.12% | 1.76% | -1.26% | -3.18% | 1 | 0.00% | 2.12% | 1.76% | 1.26% | 1.16 | 1.10 | 1.14 | 1.05 | 5.14% | -3.18% | 1.52 | 1.69 | 1.36 | |||||||||||||||||||||||||||||||
73 | 8/1/2007 | -0.48% | 1.82% | 1.84% | 1.40% | -0.11% | 1.28% | -1 | 1.82% | 0.00% | 1.40% | 0.11% | 1.18 | 1.10 | 1.15 | 1.05 | 3.33% | 1.28% | 1.58 | 1.71 | 1.41 | |||||||||||||||||||||||||||||||
74 | 9/1/2007 | 3.64% | 0.59% | 0.66% | -1.23% | 2.77% | 3.80% | 1 | 0.00% | 0.66% | 0.00% | 0.00% | 1.18 | 1.11 | 1.15 | 1.05 | 0.66% | 3.80% | 1.59 | 1.78 | 1.44 | |||||||||||||||||||||||||||||||
75 | 10/1/2007 | -4.26% | 3.27% | -0.53% | 2.12% | -0.11% | 1.35% | -1 | 3.27% | 0.00% | 2.12% | 0.11% | 1.22 | 1.11 | 1.18 | 1.05 | 5.50% | 1.35% | 1.67 | 1.80 | 1.58 | |||||||||||||||||||||||||||||||
76 | 11/1/2007 | -12.98% | 4.81% | 0.99% | -4.46% | 1.26% | -3.95% | -1 | 4.81% | 0.00% | 0.00% | 0.00% | 1.28 | 1.11 | 1.18 | 1.05 | 4.81% | -3.95% | 1.75 | 1.73 | 1.58 | |||||||||||||||||||||||||||||||
77 | 12/1/2007 | 2.69% | -1.30% | 1.88% | 1.50% | -2.43% | -1.13% | 1 | 0.00% | 1.88% | 0.00% | 0.00% | 1.28 | 1.13 | 1.18 | 1.05 | 1.88% | -1.13% | 1.79 | 1.71 | 1.52 | |||||||||||||||||||||||||||||||
78 | 1/1/2008 | -12.26% | 2.59% | -1.36% | -5.12% | 1.63% | -6.24% | -1 | 2.59% | 0.00% | -5.12% | -1.63% | 1.31 | 1.13 | 1.12 | 1.04 | -4.16% | -6.24% | 1.71 | 1.60 | 1.59 | |||||||||||||||||||||||||||||||
79 | 2/1/2008 | 1.55% | -1.34% | 2.37% | -2.54% | -2.16% | -2.62% | 1 | 0.00% | 2.37% | 0.00% | 0.00% | 1.31 | 1.15 | 1.12 | 1.04 | 2.37% | -2.62% | 1.75 | 1.56 | 1.63 | |||||||||||||||||||||||||||||||
80 | 3/1/2008 | -0.34% | -2.06% | 0.62% | -3.12% | -1.78% | -0.90% | -1 | -2.06% | 0.00% | -3.12% | 1.78% | 1.29 | 1.15 | 1.08 | 1.05 | -3.41% | -0.90% | 1.69 | 1.55 | 1.51 | |||||||||||||||||||||||||||||||
81 | 4/1/2008 | 7.35% | -0.21% | -0.03% | 3.71% | -0.82% | 4.66% | 1 | 0.00% | -0.03% | 0.00% | 0.00% | 1.29 | 1.15 | 1.08 | 1.05 | -0.03% | 4.66% | 1.69 | 1.62 | 1.55 | |||||||||||||||||||||||||||||||
82 | 5/1/2008 | 1.22% | 0.61% | -2.39% | 0.91% | -1.56% | 1.50% | 1 | 0.00% | -2.39% | 0.91% | 1.56% | 1.29 | 1.13 | 1.09 | 1.07 | 0.08% | 1.50% | 1.69 | 1.65 | 1.44 | |||||||||||||||||||||||||||||||
83 | 6/1/2008 | -5.79% | -2.77% | 2.78% | -2.94% | 0.89% | -8.73% | -1 | -2.77% | 0.00% | -2.94% | -0.89% | 1.25 | 1.13 | 1.06 | 1.06 | -6.60% | -8.73% | 1.58 | 1.50 | 1.39 | |||||||||||||||||||||||||||||||
84 | 7/1/2008 | 1.43% | -0.51% | 1.45% | -0.58% | 1.17% | -0.90% | 1 | 0.00% | 1.45% | 0.00% | 0.00% | 1.25 | 1.14 | 1.06 | 1.06 | 1.45% | -0.90% | 1.61 | 1.49 | 1.41 | |||||||||||||||||||||||||||||||
85 | 8/1/2008 | -1.19% | 0.77% | 0.75% | 0.14% | 0.45% | 1.53% | -1 | 0.77% | 0.00% | 0.14% | -0.45% | 1.26 | 1.14 | 1.06 | 1.06 | 0.46% | 1.53% | 1.61 | 1.51 | 1.47 | |||||||||||||||||||||||||||||||
86 | 9/1/2008 | -5.90% | -4.48% | 0.97% | -1.41% | 2.51% | -9.89% | -1 | -4.48% | 0.00% | 0.00% | 0.00% | 1.20 | 1.14 | 1.06 | 1.06 | -4.48% | -9.89% | 1.54 | 1.36 | 1.67 | |||||||||||||||||||||||||||||||
87 | 10/1/2008 | -19.62% | 1.01% | -2.44% | -14.80% | 4.43% | -18.05% | -1 | 1.01% | 0.00% | 0.00% | 0.00% | 1.22 | 1.14 | 1.06 | 1.06 | 1.01% | -18.05% | 1.56 | 1.12 | 1.81 | |||||||||||||||||||||||||||||||
88 | 11/1/2008 | -30.41% | 12.48% | 2.68% | -3.12% | 1.93% | -7.21% | -1 | 12.48% | 0.00% | 0.00% | 0.00% | 1.37 | 1.14 | 1.06 | 1.06 | 12.48% | -7.21% | 1.75 | 1.04 | 2.12 | |||||||||||||||||||||||||||||||
89 | 12/1/2008 | -16.20% | 2.30% | -2.07% | -2.43% | 4.74% | 0.97% | -1 | 2.30% | 0.00% | 0.00% | 0.00% | 1.40 | 1.14 | 1.06 | 1.06 | 2.30% | 0.97% | 1.79 | 1.05 | 2.07 | |||||||||||||||||||||||||||||||
90 | 1/1/2009 | 2.05% | -0.34% | -3.73% | 0.88% | -5.86% | -8.57% | 1 | 0.00% | -3.73% | 0.00% | 0.00% | 1.40 | 1.10 | 1.06 | 1.06 | -3.73% | -8.57% | 1.72 | 0.96 | 2.12 | |||||||||||||||||||||||||||||||
91 | 2/1/2009 | -11.76% | -0.97% | -2.90% | 4.89% | -1.14% | -11.37% | -1 | -0.97% | 0.00% | 4.89% | 1.14% | 1.39 | 1.10 | 1.11 | 1.07 | 5.06% | -11.37% | 1.81 | 0.85 | 2.37 | |||||||||||||||||||||||||||||||
92 | 3/1/2009 | 2.14% | 3.60% | 1.71% | -7.02% | 2.59% | 8.00% | 1 | 0.00% | 1.71% | 0.00% | 0.00% | 1.39 | 1.12 | 1.11 | 1.07 | 1.71% | 8.00% | 1.84 | 0.91 | 2.44 | |||||||||||||||||||||||||||||||
93 | 4/1/2009 | 9.80% | 3.35% | -3.53% | 2.64% | -2.56% | 9.47% | 1 | 0.00% | -3.53% | 2.64% | 2.56% | 1.39 | 1.08 | 1.14 | 1.10 | 1.68% | 9.47% | 1.87 | 1.00 | 2.45 | |||||||||||||||||||||||||||||||
94 | 5/1/2009 | 5.36% | 3.65% | -0.43% | 3.86% | -3.19% | 5.68% | 1 | 0.00% | -0.43% | 3.86% | 3.19% | 1.39 | 1.07 | 1.19 | 1.13 | 6.62% | 5.68% | 2.00 | 1.06 | 2.51 | |||||||||||||||||||||||||||||||
95 | 6/1/2009 | 2.38% | -0.10% | 3.09% | 2.16% | -4.38% | -0.07% | 1 | 0.00% | 3.09% | 2.16% | 4.38% | 1.39 | 1.11 | 1.21 | 1.18 | 9.63% | -0.07% | 2.19 | 1.06 | 2.42 | |||||||||||||||||||||||||||||||
96 | 7/1/2009 | 5.51% | 3.35% | 2.24% | -4.39% | 2.34% | 7.20% | 1 | 0.00% | 2.24% | -4.39% | -2.34% | 1.39 | 1.13 | 1.16 | 1.15 | -4.49% | 7.20% | 2.09 | 1.13 | 2.55 | |||||||||||||||||||||||||||||||
97 | 8/1/2009 | 4.89% | -0.50% | 2.97% | 2.39% | -4.33% | 3.63% | 1 | 0.00% | 2.97% | 2.39% | 4.33% | 1.39 | 1.17 | 1.19 | 1.20 | 9.69% | 3.63% | 2.29 | 1.17 | 2.70 | |||||||||||||||||||||||||||||||
98 | 9/1/2009 | 4.99% | -1.39% | 2.55% | 0.47% | -1.84% | 3.48% | 1 | 0.00% | 2.55% | 0.47% | 1.84% | 1.39 | 1.20 | 1.19 | 1.23 | 4.85% | 3.48% | 2.40 | 1.22 | 2.79 | |||||||||||||||||||||||||||||||
99 | 10/1/2009 | 4.75% | -4.41% | -0.38% | 0.20% | 0.85% | -1.94% | 1 | 0.00% | -0.38% | 0.20% | -0.85% | 1.39 | 1.19 | 1.19 | 1.22 | -1.02% | -1.94% | 2.38 | 1.19 | 3.06 | |||||||||||||||||||||||||||||||
100 | 11/1/2009 | 5.88% | 0.46% | 1.57% | 3.39% | -2.27% | 5.98% | 1 | 0.00% | 1.57% | 3.39% | 2.27% | 1.39 | 1.21 | 1.23 | 1.24 | 7.23% | 5.98% | 2.55 | 1.26 | 3.21 |