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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