Skip to main content

Marketocracy Portfolio As At 5th April 2011




left curve recent returns right curve


RETURNS
Last Week 0.93%
Last Month 2.27%
Last 3 Months 4.09%
Last 6 Months 18.36%
Last 12 Months 16.07%
Last 2 Years 101.97%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 56.02%
(Annualized) 18.00%
S&P500 RETURNS
Last Week 1.45%
Last Month 1.96%
Last 3 Months 6.45%
Last 6 Months 17.38%
Last 12 Months 15.36%
Last 2 Years 71.19%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 12.62%
(Annualized) 4.52%
RETURNS VS S&P500
Last Week -0.51%
Last Month 0.30%
Last 3 Months -2.36%
Last 6 Months 0.98%
Last 12 Months 0.70%
Last 2 Years 30.77%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 43.41%
(Annualized) 13.48%



price history right curve


[download spreadsheet]


graph of fund vs. market indexes


recent returns right curve


RETURNS
Last Week 0.93%
Last Month 2.27%
Last 3 Months 4.09%
Last 6 Months 18.36%
Last 12 Months 16.07%
Last 2 Years 101.97%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 56.02%
(Annualized) 18.00%
S&P500 RETURNS
Last Week 1.45%
Last Month 1.96%
Last 3 Months 6.45%
Last 6 Months 17.38%
Last 12 Months 15.36%
Last 2 Years 71.19%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 12.62%
(Annualized) 4.52%
RETURNS VS S&P500
Last Week -0.51%
Last Month 0.30%
Last 3 Months -2.36%
Last 6 Months 0.98%
Last 12 Months 0.70%
Last 2 Years 30.77%
Last 3 Years N/A
Last 5 Years N/A
Since Inception 43.41%
(Annualized) 13.48%



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


Alpha 13.36%
Beta 1.14
R-Squared 0.77



left curve turnover right curve


Last Month 11.38%
Last 3 Months 22.39%
Last 6 Months 31.87%
Last 12 Months 97.52%





Symbol Days Held First Trade Last Trade Gains Value Inception Return
F 710 Apr 24, 2009 Aug 12, 2010 $131,765.20 $124,800.00 48.95%
C 767 Feb 26, 2009 Jul 22, 2010 $86,577.36 $110,125.00 24.79%
WFMI 325 May 14, 2010 May 17, 2010 $63,680.39 $165,975.00 62.25%
QSII 720 Apr 14, 2009 Jun 22, 2009 $62,452.77 $130,890.00 52.04%
FMC 404 Feb 24, 2010 Feb 24, 2010 $46,504.50 $130,155.15 55.22%
BAC 767 Feb 26, 2009 Oct 21, 2010 $44,213.53 $187,880.00 13.01%
PLD 573 Sep 08, 2009 Sep 09, 2009 $40,775.55 $130,334.49 45.53%
GE 522 Oct 29, 2009 Oct 29, 2009 $22,723.15 $81,960.40 38.36%
PVSW 14 Mar 21, 2011 Mar 23, 2011 $20,576.58 $121,912.24 20.31%
KBH 726 Apr 08, 2009 Jan 13, 2011 $7,144.27 $72,900.00 4.00%
AFL 158 Oct 28, 2010 Oct 28, 2010 -$737.55 $81,390.00 -0.88%
NSR 80 Jan 14, 2011 Jan 14, 2011 -$2,704.43 $64,850.00 -4.00%
CIM 14 Mar 21, 2011 Mar 21, 2011 -$10,477.33 $97,250.00 -9.73%




Close Date Type Symbol Shares Net Avg. Price Net
Mar 23, 2011 Buy PVSW 8,977 $6.1055 $54,809.44
Mar 22, 2011 Buy PVSW 1,018 $5.8247 $5,929.55
Mar 21, 2011 Buy PVSW 7,224 $5.6197 $40,596.67
Mar 21, 2011 Buy CIM 25,000 $4.3091 $107,727.33
Mar 21, 2011 Sell BP 3,000 $45.563 $136,688.89
Jan 14, 2011 Buy NSR 2,500 $27.0218 $67,554.43

Comments

Gozo Shioda said…
Using Alpha Jenssen ratio to evaluate your performance as a fund manager for fun:

A = Ri - [Rf + B(Rm - Rf)]
= 18.00 - [2.75 + 1.14x (4.52 - 2.75)]
= 13.2322

Hey, you are not too shabby, not too shabby at all I'll say.
Gozo Shioda said…
I did a quick Alpha Jenssen ratio to evaluate your fund performance and it is not too shabby, not too shabby at all.

The alpha-J ratio came up to 13.23% and I used the risk free rate of 2.75% (KLIBOR).

G. Shioda

Popular posts from this blog

My Master, A National Treasure

REPOST:  Its been more than two years since I posted on my sifu. This is probably the most significant posting I had done thus far that does not involve business or politics. My circle of close friends and business colleagues have benefited significantly from his treatment.


My Master, Dr. Law Chin Han (from my iPhone)

Where shall I start? OK, just based on real life experiences of those who are close to me. The entire Tong family (Bukit Kiara Properties) absolutely swear that he is the master of masters when it comes to acupuncture (and dentistry as well). To me, you can probably find many great dentists, but to find a real Master in acupuncture, thats a whole different ballgame.


I am not big aficionado of Chinese medicine or acupuncture initially. I guess you have to go through the whole shebang to appreciate the real life changing effects from a master.


My business partner and very close friend went to him after 15 years of persistent gout problem, he will get his heavy attacks at least…

Long Weekends

Passengers - Go Watch It

Passengers. Brilliant story telling. Visionary yet believable. Like Martian, only better. Space travel, science, romantic, desolation, philosophical, mortality n its devastation, spectacular imagery. Being human n humane. 9.7/10