Portfolio Returns

Below are my porfolio returns from January 2011.


Benchmark 45% SPY / 45% IEF / 10% Cash

                      Monthly                 Cumulative
Month     Port       Bmark         Port           Bmark
01/11      0.38%       1.04%     0.38%       1.04%
02/11      0.59%       1.47%     0.97%       2.52%
03/11      0.42%      -0.06%    1.40%       2.46%
04/11      0.70%       2.13%    2.11%       4.64%
05/11      0.16%       0.63%    2.27%       5.30%
06/11      0.84%      -0.99%    3.13%       4.26%
07/11      0.55%       0.53%    3.70%       4.81%
08/11     -0.62%      -0.38%    3.05%       4.41%
09/11     -0.22%      -2.12%    2.83%       2.20%
10/11      0.35%       4.33%    3.18%       6.62%
11/11      0.09%       0.08%    3.28%       6.71%
12/11      0.42%       1.36%    3.71%       8.16%
01/12      1.16%       2.48%    4.91%      10.84%
02/12      1.51%       1.46%    6.49%      12.45%
03/12     -0.34%       0.73%    6.13%      13.28%
04/12      0.12%       0.83%    6.26%      14.21%
05/12     -2.35%      -1.40%   3.76%       12.61%
06/12      1.71%        1.32%   5.53%       14.10%
07/12      2.27%        1.09%   7.93%       15.34%
08/12     -0.22%        1.06%   7.69%       16.57%
09/12      1.54%        0.69%   9.34%       17.37%
10/12     -0.36%       -1.06%   8.95%      16.13%
11/12      1.13%        0.60%   10.18%     16.82%
12/12    -1.00%       -0.43%     9.08%     16.32%
01/13      1.32%        1.73%    10.52%    18.33%
02/13      0.73%        1.00%    11.33%    19.52%
03/13      0.75%        1.57%    12.16%     21.39%
04/13      1.56%        1.52%    13.91%     23.24%
05/13     -2.78%       -0.45%    10.74%    22.69%
06/13     -1.09%       -2.10%     9.53%     20.12%
07/13      0.82%        2.21%    10.43%    22.78%
08/13     -1.19%       -2.04%     9.11%     20.27%
09/13      1.36%         1.99%    10.60%   22.66%
10/13      2.38%         2.32%    13.23%   25.51%
11/13     -0.30%         0.89%    12.90%   26.62%
12/13      0.75%         -0.21%    13.09%  26.14%

Avg         0.36%        0.66%
Std Dev   1.13%        1.41%
Sharpe     0.32            0.47
A.Sharpe 1.12            1.63


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