Marketocracy Portfolio Updated - February 15, 2010

Further updates to Salvador Dali Mutual Fund (SMF) at Marketocracy. Beating the S&P500 by 42.85 percentage points for the last 12 months.

Previous update: http://malaysiafinance.blogspot.com/2010/01/marketocracy-portfolio-update-6-january.html



price history right curve


[download spreadsheet]


graph of fund vs. market indexes
SMF m100 S&P 500 DJIA Nasdaq


Graph Period: [7 Days] [30 Days] [90 Days] [6 Months] [1 Year] [2 Years] [3 Years]
[4 Years] [5 Years] [Since Inception]





recent returns right curve


RETURNS
Last Week 1.40%
Last Month -7.81%
Last 3 Months 1.70%
Last 6 Months 3.74%
Last 12 Months 74.63%
Last 2 Years N/A
Last 3 Years N/A
Last 5 Years N/A
Since Inception 21.87%
(Annualized) 13.55%

RETURNS VS S&P500
Last Week 0.43%
Last Month -1.85%
Last 3 Months 2.83%
Last 6 Months -4.48%
Last 12 Months 42.85%
Last 2 Years N/A
Last 3 Years N/A
Last 5 Years N/A
Since Inception 32.97%
(Annualized) 20.84%



left curve alpha/beta vs. S&P500 right curve


Alpha 25.15%
Beta 1.13
R-Squared 0.76



left curve turnover right curve


Last Month 0.00%
Last 3 Months 37.05%
Last 6 Months 88.44%
Last 12 Months 405.81%




[download spreadsheet]


Symbol Shares Value Portion of Fund Inception Return
F 10,000 $111,200.00 9.13% 46.99%
MGM 9,500 $104,785.00 8.60% 45.75% Details
BDD 5,000 $68,849.50 5.65% 44.08% Details
NYB 6,000 $93,600.00 7.68% 42.39% Details
NVDA 5,000 $86,750.00 7.12% 29.91% Details
QSII 1,500 $83,445.00 6.85% 12.51% Details MIDDLE
NATH 5,000 $78,250.00 6.42% 8.30%
PLD 8,118 $96,360.66 7.91% 7.59%
GE 4,000 $62,200.00 5.10% 5.00%
LOW 3,500 $77,560.00 6.36% 1.89%
KBW 4,500 $120,240.00 9.87% -1.58% Details
C 30,000 $95,400.00 7.83% 14.82% Details
BAC 9,000 $130,050.00 10.67% 16.06% Details







Comments