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Major Asset Class
Performance and Momentum |
|
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|
1 |
2 |
3 |
4 |
|
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|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
6 |
|
2010 |
|
|
See "Help"
page on www.copstrat.com for
understanding and using this report. |
20.5 |
|
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period Averages |
3% |
97% |
|
<---Implied Relative Weighting |
|
|
Asset Category |
Cat # |
Not Valid(1) Flg |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1-Mo |
Tot Ret 3-Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Anlzd 3 Yr |
R2 3 Yr |
Std Dev 3 Yr |
Beta 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
*1/R2 Lo-Corr |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6,
& 12 Months |
Wtd Slpe 3, 6,
& 12 Months |
3-->12 Return
Avg + Slope |
Asset Category |
|
| 1 |
Cat: Long Government |
23 |
0 |
7.05 |
5.17 |
13.95 |
8.39 |
0.68 |
12.64 |
15.91 |
5.71 |
14.89 |
15.95 |
14.03 |
11.38 |
65.00 |
17.24 |
3.28 |
0.70 |
43.5 |
32.0 |
32.8 |
50.5 |
68.5 |
59.6 |
31.9 |
14.0 |
45.5 |
27.7 |
17.9 |
19.1 |
22.8 |
43.5 |
35.2 |
35.2 |
273.2 |
308.3 |
Cat: Long Government |
20 |
|
| 2 |
Cat: Bear-Market |
1 |
0 |
5.51 |
3.69 |
8.70 |
13.16 |
(3.53) |
(2.85) |
0.25 |
4.51 |
9.16 |
0.62 |
(25.68) |
(8.34) |
4.00 |
29.80 |
8.10 |
(0.18) |
16.6 |
22.7 |
7.2 |
180.8 |
54.1 |
36.6 |
1.2 |
(25.7) |
62.3 |
35.4 |
26.9 |
27.5 |
31.2 |
16.6 |
4.1 |
4.1 |
373.9 |
378.0 |
Cat: Bear-Market |
11 |
|
| 3 |
Cat: Specialty-Precious Metals |
41 |
0 |
8.62 |
20.20 |
9.30 |
(0.72) |
5.72 |
15.85 |
9.43 |
2.70 |
10.73 |
9.52 |
40.43 |
12.36 |
0.00 |
46.58 |
4.82 |
0.46 |
33.7 |
18.8 |
9.4 |
0.0 |
32.4 |
42.9 |
19.0 |
40.4 |
2.5 |
23.9 |
(21.4) |
(0.0) |
1.2 |
33.7 |
34.1 |
34.1 |
14.9 |
49.1 |
Cat: Specialty-Precious Metals |
19 |
|
| 4 |
SPDR Gold Shares |
52 |
0 |
5.70 |
9.87 |
10.58 |
3.04 |
(0.70) |
15.22 |
13.39 |
2.35 |
11.68 |
13.39 |
33.45 |
23.71 |
26.00 |
21.81 |
0.44 |
1.04 |
33.8 |
18.7 |
20.1 |
77.5 |
28.2 |
46.7 |
26.8 |
33.5 |
13.3 |
19.9 |
(6.7) |
0.4 |
6.6 |
33.8 |
35.6 |
35.6 |
79.6 |
115.3 |
SPDR Gold Shares |
10 |
|
| 5 |
Cat: Long-Term Bond |
25 |
0 |
1.91 |
(1.04) |
3.57 |
1.85 |
3.26 |
8.29 |
7.54 |
2.49 |
4.12 |
7.32 |
19.25 |
7.07 |
53.00 |
12.37 |
1.99 |
0.83 |
20.1 |
11.6 |
21.1 |
39.8 |
29.9 |
16.5 |
14.6 |
19.3 |
(2.8) |
1.8 |
(4.6) |
3.4 |
(1.4) |
20.1 |
16.8 |
16.8 |
(16.6) |
0.2 |
Cat: Long-Term Bond |
5 |
|
| 6 |
Cat: Intermediate Government |
16 |
0 |
1.44 |
1.15 |
3.06 |
1.50 |
0.04 |
4.47 |
5.05 |
1.28 |
3.40 |
5.04 |
8.16 |
6.91 |
65.00 |
4.05 |
0.77 |
1.45 |
11.8 |
7.2 |
37.9 |
58.3 |
15.4 |
13.6 |
10.1 |
8.2 |
5.4 |
3.5 |
1.9 |
2.5 |
2.7 |
11.8 |
10.6 |
10.6 |
32.6 |
43.3 |
Cat: Intermediate Government |
26 |
|
| 7 |
Cat: Inflation-Protected Bound |
15 |
0 |
1.71 |
0.76 |
3.26 |
1.14 |
1.66 |
4.52 |
4.02 |
1.25 |
3.23 |
3.88 |
9.70 |
6.27 |
52.00 |
9.11 |
1.57 |
0.59 |
11.3 |
7.0 |
16.2 |
31.1 |
15.0 |
12.9 |
7.8 |
9.7 |
3.2 |
5.2 |
(1.9) |
2.1 |
1.6 |
11.3 |
10.1 |
10.1 |
19.3 |
29.4 |
Cat: Inflation-Protected Bound |
25 |
|
| 8 |
Cat: Intermediate-Term Bond |
17 |
0 |
1.26 |
0.13 |
2.33 |
1.09 |
1.48 |
5.61 |
5.21 |
1.42 |
2.71 |
5.22 |
13.11 |
6.03 |
58.00 |
5.94 |
1.00 |
0.95 |
12.9 |
7.0 |
28.1 |
48.5 |
17.0 |
10.8 |
10.4 |
13.1 |
(2.3) |
0.4 |
(2.7) |
1.2 |
(1.1) |
12.9 |
11.5 |
11.5 |
(13.6) |
(2.2) |
Cat: Intermediate-Term Bond |
14 |
|
| 9 |
Cat: Emerging Markets Bond |
6 |
0 |
1.38 |
0.10 |
1.61 |
(1.47) |
5.28 |
5.67 |
3.80 |
1.77 |
(0.80) |
3.79 |
17.92 |
5.96 |
32.00 |
15.33 |
2.09 |
0.38 |
10.9 |
4.5 |
9.2 |
28.8 |
21.2 |
(3.2) |
7.6 |
17.9 |
(21.1) |
(10.8) |
(10.3) |
(0.1) |
(10.6) |
10.9 |
7.4 |
7.4 |
(126.7) |
(119.3) |
Cat: Emerging Markets Bond |
8 |
|
| 10 |
Cat: Multisector Bond |
30 |
0 |
0.31 |
(1.18) |
0.24 |
(0.77) |
2.96 |
6.08 |
4.31 |
1.00 |
0.66 |
4.27 |
18.39 |
4.94 |
23.00 |
10.41 |
1.11 |
0.47 |
10.4 |
3.7 |
13.0 |
56.4 |
12.0 |
2.6 |
8.5 |
18.4 |
(15.8) |
(5.9) |
(9.8) |
(2.5) |
(7.9) |
10.4 |
9.9 |
9.9 |
(94.5) |
(84.6) |
Cat: Multisector Bond |
21 |
|
| 11 |
Cat: Short Government |
32 |
0 |
0.69 |
0.55 |
1.43 |
0.70 |
0.07 |
2.20 |
2.47 |
0.57 |
1.49 |
2.42 |
4.30 |
4.89 |
45.00 |
2.36 |
0.36 |
1.68 |
5.5 |
3.2 |
30.2 |
67.2 |
6.8 |
6.0 |
4.8 |
4.3 |
1.7 |
1.1 |
0.5 |
0.9 |
0.8 |
5.5 |
5.0 |
5.0 |
10.0 |
15.0 |
Cat: Short Government |
24 |
|
| 12 |
Cat: World Bond |
47 |
0 |
2.04 |
0.31 |
3.59 |
0.99 |
3.27 |
2.59 |
0.67 |
1.19 |
(0.39) |
0.75 |
8.81 |
6.68 |
48.00 |
8.84 |
1.45 |
0.73 |
5.8 |
3.2 |
8.5 |
17.6 |
14.3 |
(1.6) |
1.5 |
8.8 |
(10.4) |
(3.1) |
(7.3) |
1.3 |
(5.2) |
5.8 |
2.9 |
2.9 |
(62.2) |
(59.3) |
Cat: World Bond |
34 |
|
| 13 |
Cat: Short-Term Bond |
33 |
0 |
0.34 |
(0.28) |
0.70 |
0.32 |
0.61 |
2.75 |
2.46 |
0.46 |
1.00 |
2.43 |
7.12 |
3.65 |
31.00 |
3.41 |
0.35 |
0.93 |
5.4 |
2.4 |
20.5 |
66.1 |
5.5 |
4.0 |
4.9 |
7.1 |
(3.1) |
(0.9) |
(2.3) |
(0.6) |
(1.6) |
5.4 |
5.3 |
5.3 |
(18.7) |
(13.4) |
Cat: Short-Term Bond |
15 |
|
| 14 |
Cat: High Yield Muni |
14 |
0 |
(0.39) |
0.93 |
(1.43) |
(0.49) |
(0.57) |
6.43 |
4.97 |
(0.01) |
2.17 |
5.05 |
18.52 |
(0.54) |
51.00 |
12.19 |
1.43 |
(0.03) |
9.3 |
2.1 |
9.9 |
19.4 |
(0.1) |
8.7 |
10.1 |
18.5 |
(9.8) |
(1.4) |
(8.4) |
(5.7) |
(4.9) |
9.3 |
12.4 |
12.4 |
(59.0) |
(46.6) |
Cat: High Yield Muni |
27 |
|
| 15 |
Cat: High Yield Bond |
13 |
0 |
(0.60) |
(2.40) |
(2.17) |
(2.14) |
4.30 |
6.96 |
3.67 |
0.83 |
(0.58) |
3.66 |
23.95 |
3.32 |
8.00 |
15.51 |
1.02 |
0.24 |
9.7 |
1.9 |
8.2 |
101.9 |
10.0 |
(2.3) |
7.3 |
24.0 |
(26.3) |
(9.6) |
(16.6) |
(5.2) |
(13.1) |
9.7 |
9.6 |
9.6 |
(157.6) |
(148.0) |
Cat: High Yield Bond |
28 |
|
| 16 |
Cat: Specialty-Utilities |
44 |
0 |
(0.10) |
(0.52) |
(0.10) |
(0.09) |
0.31 |
1.57 |
1.33 |
0.11 |
0.44 |
1.33 |
4.38 |
1.31 |
7.00 |
2.89 |
0.07 |
0.60 |
2.5 |
0.8 |
11.4 |
162.7 |
1.3 |
1.8 |
2.7 |
4.4 |
(2.6) |
(0.9) |
(1.7) |
(1.0) |
(1.3) |
2.5 |
2.9 |
2.9 |
(15.7) |
(12.8) |
Cat: Specialty-Utilities |
13 |
|
| 17 |
Cat: Pacific/Asia ex-Japan Stk |
31 |
0 |
1.11 |
1.46 |
(1.38) |
(4.91) |
9.25 |
1.84 |
(5.19) |
1.35 |
(6.36) |
(5.29) |
17.67 |
(3.19) |
75.00 |
34.67 |
1.20 |
0.05 |
(0.5) |
(2.3) |
(0.2) |
(0.3) |
16.2 |
(25.4) |
(10.6) |
17.7 |
(43.1) |
(14.9) |
(28.3) |
(1.9) |
(21.6) |
(0.5) |
(6.1) |
(6.1) |
(258.7) |
(264.8) |
Cat: Pacific/Asia ex-Japan Stk |
23 |
|
| 18 |
Cat: Conservative Allocation |
2 |
0 |
(1.10) |
(1.78) |
(1.77) |
(3.29) |
2.45 |
2.34 |
0.02 |
(0.87) |
(2.87) |
0.01 |
13.09 |
(0.40) |
88.00 |
10.94 |
0.74 |
(0.08) |
(2.2) |
(5.5) |
(2.6) |
(3.0) |
(10.4) |
(11.5) |
0.0 |
13.1 |
(24.6) |
(11.5) |
(13.1) |
(8.2) |
(12.3) |
(2.2) |
0.5 |
0.5 |
(147.4) |
(146.9) |
Cat: Conservative Allocation |
36 |
|
| 19 |
Cat: Long-Short |
24 |
0 |
(1.28) |
(1.44) |
(2.09) |
(2.86) |
1.25 |
(1.30) |
(3.17) |
(1.58) |
(3.98) |
(3.28) |
3.65 |
(3.57) |
5.00 |
10.52 |
(2.15) |
(0.39) |
(9.4) |
(8.7) |
(11.7) |
(233.5) |
(19.0) |
(15.9) |
(6.6) |
3.7 |
(19.6) |
(9.4) |
(10.2) |
(7.7) |
(9.8) |
(9.4) |
(6.3) |
(6.3) |
(117.4) |
(123.7) |
Cat: Long-Short |
17 |
|
| 20 |
Cat: Ultrashort Bond |
45 |
0 |
(2.39) |
(4.89) |
(5.94) |
(4.23) |
5.51 |
(1.72) |
(7.44) |
(1.19) |
(5.97) |
(7.43) |
7.70 |
(8.32) |
65.00 |
18.59 |
0.72 |
(0.43) |
(11.3) |
(9.5) |
(7.9) |
(12.2) |
(14.3) |
(23.9) |
(14.9) |
7.7 |
(31.6) |
(9.0) |
(22.6) |
(7.5) |
(15.8) |
(11.3) |
(10.3) |
(10.3) |
(189.5) |
(199.8) |
Cat: Ultrashort Bond |
22 |
|
| 21 |
Cat: World Allocation |
46 |
0 |
(0.82) |
(1.34) |
(2.00) |
(4.49) |
4.55 |
(0.02) |
(4.04) |
(1.21) |
(6.00) |
(4.01) |
11.12 |
(3.59) |
84.00 |
15.98 |
1.06 |
(0.22) |
(8.9) |
(9.6) |
(7.2) |
(8.6) |
(14.5) |
(24.0) |
(8.0) |
11.1 |
(35.1) |
(16.0) |
(19.1) |
(9.3) |
(17.6) |
(8.9) |
(7.0) |
(7.0) |
(210.7) |
(217.7) |
Cat: World Allocation |
16 |
|
| 22 |
Cat: Diversified Emerging Mkts |
4 |
0 |
(0.35) |
0.91 |
(3.47) |
(7.58) |
8.76 |
1.59 |
(6.28) |
(0.34) |
(8.87) |
(6.28) |
21.84 |
(5.33) |
88.00 |
33.61 |
1.27 |
(0.03) |
(7.6) |
(9.9) |
(2.9) |
(3.3) |
(4.1) |
(35.5) |
(12.6) |
21.8 |
(57.3) |
(22.9) |
(34.4) |
(10.1) |
(28.7) |
(7.6) |
(8.7) |
(8.7) |
(343.9) |
(352.7) |
Cat: Diversified Emerging Mkts |
41 |
|
| 23 |
Cat: Foreign Small/Mid Growth |
11 |
0 |
0.20 |
(1.14) |
(2.29) |
(6.29) |
10.51 |
(0.20) |
(6.76) |
(0.20) |
(9.82) |
(6.88) |
16.12 |
(12.27) |
90.00 |
28.26 |
1.08 |
(0.36) |
(9.8) |
(10.4) |
(4.5) |
(5.0) |
(2.4) |
(39.3) |
(13.8) |
16.1 |
(55.4) |
(25.5) |
(29.9) |
(8.1) |
(27.7) |
(9.8) |
(12.3) |
(12.3) |
(332.4) |
(344.7) |
Cat: Foreign Small/Mid Growth |
31 |
|
| 24 |
iPath S&P GSCI Total Return Index
ETN |
53 |
0 |
2.70 |
(0.58) |
(1.02) |
(1.18) |
13.58 |
(7.55) |
(12.50) |
0.02 |
(10.81) |
(12.50) |
(6.90) |
(13.58) |
88.00 |
33.27 |
1.22 |
(0.30) |
(18.7) |
(10.8) |
(7.3) |
(8.3) |
0.2 |
(43.2) |
(25.0) |
(6.9) |
(36.3) |
(18.2) |
(18.1) |
0.3 |
(18.2) |
(18.7) |
(25.0) |
(25.0) |
(218.0) |
(243.1) |
iPath S&P GSCI Total Return Index ETN |
33 |
|
| 25 |
Cat: Foreign Small/Mid Value |
12 |
0 |
(0.25) |
(1.74) |
(1.99) |
(7.02) |
9.74 |
(0.26) |
(5.96) |
(0.79) |
(10.06) |
(6.00) |
15.82 |
(11.84) |
92.00 |
27.42 |
1.06 |
(0.37) |
(11.5) |
(12.4) |
(5.4) |
(5.9) |
(9.5) |
(40.2) |
(12.0) |
15.8 |
(56.1) |
(28.2) |
(27.8) |
(10.4) |
(28.0) |
(11.5) |
(12.1) |
(12.1) |
(336.4) |
(348.5) |
Cat: Foreign Small/Mid Value |
32 |
|
| 26 |
Cat: Foreign Large Growth |
9 |
0 |
0.25 |
0.70 |
(2.56) |
(6.50) |
9.37 |
(2.70) |
(9.44) |
(0.56) |
(11.76) |
(9.50) |
11.03 |
(10.92) |
94.00 |
26.37 |
1.03 |
(0.35) |
(15.4) |
(13.4) |
(7.6) |
(8.1) |
(6.7) |
(47.0) |
(19.0) |
11.0 |
(58.1) |
(28.0) |
(30.0) |
(8.1) |
(29.0) |
(15.4) |
(18.3) |
(18.3) |
(348.4) |
(366.8) |
Cat: Foreign Large Growth |
44 |
|
| 27 |
Cat: Convertibles |
3 |
0 |
(3.79) |
(4.25) |
(6.35) |
(6.78) |
2.20 |
2.36 |
(1.60) |
(2.81) |
(5.59) |
(1.61) |
19.46 |
(2.73) |
82.00 |
18.68 |
1.22 |
(0.12) |
(10.0) |
(14.0) |
(6.9) |
(8.5) |
(33.7) |
(22.4) |
(3.2) |
19.5 |
(41.8) |
(19.1) |
(22.7) |
(17.9) |
(20.9) |
(10.0) |
(2.0) |
(2.0) |
(250.9) |
(253.0) |
Cat: Convertibles |
12 |
|
| 28 |
Cat: Diversified Pacific/Asia |
5 |
0 |
(1.23) |
(2.32) |
(3.75) |
(7.09) |
8.23 |
(1.94) |
(6.75) |
(1.16) |
(10.81) |
(6.74) |
10.95 |
(8.65) |
91.00 |
26.13 |
1.00 |
(0.28) |
(14.9) |
(14.3) |
(7.4) |
(8.2) |
(13.9) |
(43.2) |
(13.5) |
11.0 |
(54.2) |
(29.8) |
(24.4) |
(10.4) |
(27.1) |
(14.9) |
(15.3) |
(15.3) |
(325.1) |
(340.4) |
Cat: Diversified Pacific/Asia |
43 |
|
| 29 |
Cat: Moderate Allocation |
29 |
0 |
(2.72) |
(3.41) |
(4.06) |
(6.22) |
2.80 |
0.15 |
(3.14) |
(2.57) |
(6.63) |
(3.09) |
12.89 |
(4.62) |
94.00 |
15.31 |
1.08 |
(0.31) |
(12.7) |
(14.3) |
(10.8) |
(11.4) |
(30.8) |
(26.5) |
(6.2) |
12.9 |
(39.4) |
(20.3) |
(19.1) |
(15.2) |
(19.7) |
(12.7) |
(6.6) |
(6.6) |
(236.5) |
(243.1) |
Cat: Moderate Allocation |
37 |
|
| 30 |
Cat: Latin America Stock |
22 |
0 |
0.60 |
1.30 |
(2.45) |
(6.93) |
10.49 |
0.21 |
(13.07) |
(0.77) |
(12.91) |
(13.02) |
27.53 |
(3.80) |
81.00 |
39.32 |
1.43 |
0.08 |
(14.8) |
(15.2) |
(4.9) |
(6.1) |
(9.2) |
(51.6) |
(26.0) |
27.5 |
(79.2) |
(25.6) |
(53.6) |
(13.6) |
(39.6) |
(14.8) |
(16.7) |
(16.7) |
(475.0) |
(491.7) |
Cat: Latin America Stock |
30 |
|
| 31 |
Cat: Foreign Large Blend |
8 |
0 |
0.08 |
0.30 |
(2.44) |
(6.96) |
9.40 |
(4.99) |
(12.23) |
(1.35) |
(13.38) |
(12.27) |
7.05 |
(13.04) |
96.00 |
25.79 |
1.02 |
(0.46) |
(21.8) |
(17.4) |
(11.0) |
(11.4) |
(16.2) |
(53.5) |
(24.5) |
7.1 |
(60.6) |
(29.0) |
(31.6) |
(9.9) |
(30.3) |
(21.8) |
(23.7) |
(23.7) |
(363.4) |
(387.1) |
Cat: Foreign Large Blend |
29 |
|
| 32 |
Cat: Specialty-Communications |
37 |
0 |
(5.30) |
(4.99) |
(7.83) |
(10.40) |
2.02 |
(1.33) |
(5.32) |
(3.49) |
(7.25) |
(5.28) |
10.70 |
(14.29) |
74.00 |
29.35 |
1.18 |
(0.41) |
(17.7) |
(17.7) |
(7.8) |
(10.6) |
(41.9) |
(29.0) |
(10.6) |
10.7 |
(39.7) |
(18.4) |
(21.3) |
(17.6) |
(19.9) |
(17.7) |
(9.6) |
(9.6) |
(238.2) |
(247.8) |
Cat: Specialty-Communications |
39 |
|
| 33 |
Cat: Europe Stock |
7 |
0 |
0.52 |
1.24 |
(2.12) |
(7.34) |
10.28 |
(4.58) |
(13.25) |
(1.26) |
(14.27) |
(13.21) |
10.42 |
(14.56) |
91.00 |
28.97 |
1.10 |
(0.46) |
(22.0) |
(18.1) |
(9.9) |
(10.9) |
(15.1) |
(57.1) |
(26.4) |
10.4 |
(67.5) |
(30.7) |
(36.8) |
(10.7) |
(33.8) |
(22.0) |
(24.4) |
(24.4) |
(405.0) |
(429.4) |
Cat: Europe Stock |
9 |
|
| 34 |
Cat: Specialty-Real Estate |
42 |
0 |
(7.61) |
(3.73) |
(12.66) |
(14.54) |
0.47 |
11.97 |
5.16 |
(4.81) |
(3.93) |
5.03 |
51.59 |
(9.91) |
71.00 |
38.93 |
1.58 |
(0.09) |
(2.9) |
(18.4) |
(1.0) |
(1.4) |
(57.7) |
(15.7) |
10.1 |
51.6 |
(67.3) |
(25.8) |
(41.5) |
(35.4) |
(33.7) |
(2.9) |
15.3 |
15.3 |
(403.9) |
(388.5) |
Cat: Specialty-Real Estate |
40 |
|
| 35 |
Cat: World Stock |
48 |
0 |
(2.15) |
(2.52) |
(4.71) |
(7.78) |
6.40 |
(2.52) |
(8.42) |
(2.61) |
(11.17) |
(8.42) |
12.13 |
(10.13) |
90.00 |
23.62 |
0.90 |
(0.39) |
(20.2) |
(19.0) |
(11.1) |
(12.3) |
(31.3) |
(44.7) |
(16.8) |
12.1 |
(56.8) |
(27.8) |
(29.0) |
(15.8) |
(28.4) |
(20.2) |
(16.5) |
(16.5) |
(340.9) |
(357.3) |
Cat: World Stock |
35 |
|
| 36 |
Cat: Foreign Large Value |
10 |
0 |
(0.24) |
(0.52) |
(2.79) |
(6.96) |
9.33 |
(5.81) |
(13.03) |
(1.75) |
(13.89) |
(12.95) |
5.37 |
(14.02) |
96.00 |
25.62 |
1.01 |
(0.50) |
(24.3) |
(19.1) |
(12.3) |
(12.8) |
(21.0) |
(55.6) |
(25.9) |
5.4 |
(60.9) |
(29.7) |
(31.3) |
(10.9) |
(30.5) |
(24.3) |
(25.4) |
(25.4) |
(365.6) |
(390.9) |
Cat: Foreign Large Value |
42 |
|
| 37 |
DIAMONDS Trust, Series 1 |
49 |
0 |
(2.85) |
(3.43) |
(4.03) |
(8.10) |
4.15 |
(0.14) |
(5.25) |
(3.69) |
(9.61) |
(5.43) |
18.18 |
(7.60) |
96.00 |
18.70 |
0.89 |
(0.40) |
(18.9) |
(20.7) |
(13.1) |
(13.7) |
(44.3) |
(38.4) |
(10.9) |
18.2 |
(56.6) |
(27.6) |
(29.0) |
(21.5) |
(28.3) |
(18.9) |
(10.4) |
(10.4) |
(339.7) |
(350.1) |
DIAMONDS Trust, Series 1 |
46 |
|
| 38 |
Cat: Specialty-Health |
39 |
0 |
(4.43) |
(8.31) |
(6.73) |
(7.27) |
4.59 |
(2.94) |
(6.51) |
(3.19) |
(12.20) |
(6.55) |
10.16 |
(3.35) |
65.00 |
19.34 |
0.74 |
(0.15) |
(22.5) |
(21.8) |
(15.1) |
(23.3) |
(38.3) |
(48.8) |
(13.1) |
10.2 |
(59.0) |
(35.7) |
(23.3) |
(18.1) |
(29.5) |
(22.5) |
(17.2) |
(17.2) |
(353.8) |
(371.0) |
Cat: Specialty-Health |
1 |
|
| 39 |
Cat: Japan Stock |
18 |
0 |
(3.95) |
(6.34) |
(7.00) |
(8.85) |
6.40 |
(6.43) |
(6.67) |
(3.60) |
(13.01) |
(6.78) |
(2.32) |
(17.01) |
78.00 |
24.29 |
0.86 |
(0.64) |
(27.8) |
(23.8) |
(14.9) |
(19.1) |
(43.2) |
(52.0) |
(13.6) |
(2.3) |
(49.7) |
(38.5) |
(11.2) |
(16.1) |
(24.9) |
(27.8) |
(22.6) |
(22.6) |
(298.3) |
(321.0) |
Cat: Japan Stock |
45 |
|
| 40 |
zCat: Micro Cap Growth |
54 |
0 |
(9.92) |
(13.01) |
(14.57) |
(13.75) |
1.65 |
1.52 |
(0.92) |
(5.98) |
(8.03) |
(0.55) |
20.63 |
(11.56) |
82.00 |
28.12 |
1.23 |
(0.34) |
(21.1) |
(26.0) |
(9.7) |
(11.9) |
(71.8) |
(32.1) |
(1.1) |
20.6 |
(52.8) |
(31.0) |
(21.7) |
(30.8) |
(26.4) |
(21.1) |
(4.2) |
(4.2) |
(316.5) |
(320.7) |
zCat: Micro Cap Growth |
54 |
|
| 41 |
Cat: Large Blend |
19 |
0 |
(5.20) |
(6.05) |
(7.42) |
(10.19) |
2.88 |
(2.59) |
(7.07) |
(5.15) |
(11.57) |
(7.09) |
13.43 |
(9.93) |
96.00 |
21.35 |
1.01 |
(0.44) |
(27.2) |
(27.0) |
(16.6) |
(17.3) |
(61.8) |
(46.3) |
(14.2) |
13.4 |
(59.7) |
(32.1) |
(27.6) |
(25.8) |
(29.9) |
(27.2) |
(15.7) |
(15.7) |
(358.3) |
(373.9) |
Cat: Large Blend |
4 |
|
| 42 |
Cat: Mid-Cap Growth |
27 |
0 |
(7.72) |
(8.01) |
(11.86) |
(12.10) |
1.08 |
0.14 |
(3.53) |
(5.91) |
(9.61) |
(3.50) |
19.58 |
(7.94) |
86.00 |
24.68 |
1.10 |
(0.26) |
(24.2) |
(27.3) |
(12.7) |
(14.8) |
(70.9) |
(38.4) |
(7.0) |
19.6 |
(58.0) |
(31.4) |
(26.6) |
(30.3) |
(29.0) |
(24.2) |
(8.6) |
(8.6) |
(348.1) |
(356.7) |
Cat: Mid-Cap Growth |
48 |
|
| 43 |
Cat: Large Value |
21 |
0 |
(5.21) |
(6.02) |
(7.14) |
(10.39) |
2.69 |
(2.59) |
(6.85) |
(5.38) |
(11.78) |
(6.83) |
13.64 |
(11.56) |
95.00 |
21.49 |
1.01 |
(0.52) |
(27.9) |
(27.9) |
(16.9) |
(17.8) |
(64.6) |
(47.1) |
(13.7) |
13.6 |
(60.8) |
(33.5) |
(27.3) |
(26.8) |
(30.4) |
(27.9) |
(15.7) |
(15.7) |
(364.6) |
(380.3) |
Cat: Large Value |
47 |
|
| 44 |
Cat: Small Growth |
35 |
0 |
(9.82) |
(11.50) |
(14.73) |
(13.63) |
0.57 |
0.28 |
(2.45) |
(6.35) |
(9.14) |
(2.45) |
19.07 |
(8.73) |
86.00 |
25.72 |
1.15 |
(0.27) |
(24.6) |
(28.2) |
(12.5) |
(14.5) |
(76.2) |
(36.6) |
(4.9) |
19.1 |
(55.6) |
(31.7) |
(24.0) |
(31.7) |
(27.8) |
(24.6) |
(7.5) |
(7.5) |
(333.8) |
(341.2) |
Cat: Small Growth |
50 |
|
| 45 |
Cat: Specialty-Technology |
43 |
0 |
(8.60) |
(10.41) |
(12.52) |
(12.50) |
1.03 |
(1.46) |
(7.55) |
(5.98) |
(10.44) |
(7.57) |
18.13 |
(4.82) |
80.00 |
26.77 |
1.15 |
(0.09) |
(27.6) |
(28.4) |
(13.4) |
(16.8) |
(71.8) |
(41.8) |
(15.1) |
18.1 |
(59.9) |
(26.6) |
(33.3) |
(29.6) |
(29.9) |
(27.6) |
(12.9) |
(12.9) |
(359.3) |
(372.3) |
Cat: Specialty-Technology |
49 |
|
| 46 |
SPDRs |
51 |
0 |
(5.77) |
(6.70) |
(7.79) |
(10.94) |
2.33 |
(2.74) |
(7.00) |
(5.62) |
(11.78) |
(7.38) |
13.82 |
(9.96) |
100.00 |
20.63 |
0.99 |
(0.46) |
(28.9) |
(28.6) |
(18.2) |
(18.2) |
(67.4) |
(47.1) |
(14.8) |
13.8 |
(60.9) |
(32.4) |
(28.6) |
(27.6) |
(30.5) |
(28.9) |
(16.0) |
(16.0) |
(365.6) |
(381.7) |
SPDRs |
53 |
|
| 47 |
Cat: Specialty-Natural Res |
40 |
0 |
(2.51) |
0.92 |
(7.44) |
(9.26) |
5.74 |
(5.42) |
(12.76) |
(4.94) |
(13.87) |
(12.72) |
9.83 |
(8.51) |
62.00 |
32.29 |
1.21 |
(0.16) |
(32.6) |
(28.7) |
(13.1) |
(21.2) |
(59.3) |
(55.5) |
(25.4) |
9.8 |
(65.3) |
(30.0) |
(35.3) |
(23.7) |
(32.7) |
(32.6) |
(23.7) |
(23.7) |
(391.9) |
(415.6) |
Cat: Specialty-Natural Res |
18 |
|
| 48 |
Cat: Mid-Cap Value |
28 |
0 |
(7.59) |
(8.25) |
(11.25) |
(12.20) |
1.34 |
1.19 |
(2.67) |
(6.23) |
(10.10) |
(2.66) |
23.76 |
(9.39) |
91.00 |
24.93 |
1.15 |
(0.31) |
(24.2) |
(28.8) |
(12.6) |
(13.9) |
(74.8) |
(40.4) |
(5.3) |
23.8 |
(64.2) |
(35.1) |
(29.1) |
(33.1) |
(32.1) |
(24.2) |
(7.3) |
(7.3) |
(385.0) |
(392.3) |
Cat: Mid-Cap Value |
51 |
|
| 49 |
Cat: Large Growth |
20 |
0 |
(6.10) |
(7.13) |
(8.64) |
(10.88) |
2.27 |
(3.39) |
(8.24) |
(5.62) |
(12.11) |
(8.23) |
12.41 |
(8.11) |
90.00 |
22.10 |
1.01 |
(0.33) |
(30.0) |
(29.0) |
(17.6) |
(19.6) |
(67.4) |
(48.4) |
(16.5) |
12.4 |
(60.9) |
(32.0) |
(28.9) |
(27.2) |
(30.4) |
(30.0) |
(17.5) |
(17.5) |
(365.1) |
(382.6) |
Cat: Large Growth |
7 |
|
| 50 |
Cat: Mid-Cap Blend |
26 |
0 |
(8.03) |
(8.54) |
(12.01) |
(12.57) |
1.00 |
0.36 |
(3.16) |
(6.45) |
(10.18) |
(3.19) |
21.26 |
(8.86) |
89.00 |
25.04 |
1.14 |
(0.29) |
(25.8) |
(29.5) |
(13.4) |
(15.1) |
(77.4) |
(40.7) |
(6.4) |
21.3 |
(62.0) |
(34.3) |
(27.6) |
(33.0) |
(31.0) |
(25.8) |
(8.6) |
(8.6) |
(371.9) |
(380.5) |
Cat: Mid-Cap Blend |
52 |
|
| 51 |
Cat: Specialty-Financial |
38 |
0 |
(5.28) |
(6.11) |
(6.74) |
(12.24) |
3.96 |
(2.67) |
(5.59) |
(5.74) |
(12.94) |
(5.56) |
13.57 |
(17.00) |
75.00 |
29.26 |
1.22 |
(0.50) |
(29.5) |
(30.2) |
(13.1) |
(17.5) |
(68.9) |
(51.8) |
(11.1) |
13.6 |
(65.3) |
(40.6) |
(24.7) |
(28.8) |
(32.7) |
(29.5) |
(16.4) |
(16.4) |
(392.0) |
(408.4) |
Cat: Specialty-Financial |
38 |
|
| 52 |
NASDAQ 100 Trust Shares |
50 |
0 |
(8.89) |
(11.68) |
(11.61) |
(13.30) |
1.05 |
(1.62) |
(6.55) |
(6.34) |
(11.32) |
(6.65) |
17.83 |
(3.17) |
85.00 |
25.15 |
1.11 |
(0.05) |
(29.2) |
(30.3) |
(15.1) |
(17.8) |
(76.1) |
(45.3) |
(13.3) |
17.8 |
(63.1) |
(32.0) |
(31.1) |
(31.4) |
(31.6) |
(29.2) |
(13.6) |
(13.6) |
(378.7) |
(392.2) |
NASDAQ 100 Trust Shares |
3 |
|
| 53 |
Cat: Small Blend |
34 |
0 |
(10.02) |
(10.76) |
(15.45) |
(14.09) |
0.22 |
0.72 |
(2.24) |
(7.25) |
(9.62) |
(2.23) |
21.97 |
(9.04) |
87.00 |
26.37 |
1.18 |
(0.27) |
(27.0) |
(31.4) |
(13.3) |
(15.3) |
(87.0) |
(38.5) |
(4.5) |
22.0 |
(60.5) |
(34.0) |
(26.4) |
(36.1) |
(30.2) |
(27.0) |
(7.0) |
(7.0) |
(362.7) |
(369.7) |
Cat: Small Blend |
2 |
|
| 54 |
Cat: Small Value |
36 |
0 |
(10.38) |
(11.36) |
(15.44) |
(14.71) |
(0.03) |
2.04 |
(0.70) |
(7.54) |
(9.35) |
(0.83) |
25.88 |
(8.66) |
85.00 |
27.15 |
1.21 |
(0.23) |
(25.9) |
(32.0) |
(12.4) |
(14.6) |
(90.5) |
(37.4) |
(1.7) |
25.9 |
(63.3) |
(35.7) |
(27.5) |
(38.5) |
(31.6) |
(25.9) |
(4.4) |
(4.4) |
(379.7) |
(384.1) |
Cat: Small Value |
6 |
|
| 55 |
zCat: Micro Cap Value |
55 |
0 |
(11.65) |
(15.88) |
(15.94) |
(14.95) |
0.18 |
2.03 |
0.68 |
(7.92) |
(9.49) |
0.91 |
24.61 |
(9.31) |
77.00 |
30.72 |
1.28 |
(22.00) |
(26.6) |
(33.3) |
(11.3) |
(14.6) |
(95.0) |
(38.0) |
1.8 |
24.6 |
(62.6) |
(39.8) |
(22.8) |
(39.9) |
(31.3) |
(26.6) |
(3.8) |
(3.8) |
(375.4) |
(379.3) |
zCat: Micro Cap Value |
55 |
|
| 56 |
0.00 |
56 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
56 |
|
| 57 |
0.00 |
57 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
57 |
|
| 58 |
0.00 |
58 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
58 |
|
| 59 |
0.00 |
59 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
59 |
|
| 60 |
|
60 |
2 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.00 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
60 |
|
|
3.885 |
<< dA/dt |
Average Top 10 |
|
1-Mo>> |
5.978 |
6.90061 |
<<3-Mo |
|
|
APA >> |
20.491 |
(12.5) |
|
(4.6) |
(1.8) |
Average |
|
Average |
(7.2) |
(245.7) |
(252.8) |
|
|
0.6307 |
|
Average Top 30 |
|
-1.617667 |
-0.0325 |
|
3.1761 |
|
|
(1) "Not Valid Flag"
means that there is insufficient data to generate the 6-Mo Return, which in
turn means that all subsequent |
|
|
data that uses the 6-Mo return is not
calculated the same was as for other classes.
In this case, the 3 month return is |
|
|
substituted for the 6-month return
(note: they are both the same for these cases). It takes four months of accumulated data |
|
|
to calculate valid 6-month returns. Those, flagged, are comparable to each
other. |
|
|
It may also be the case that the
fund has not been in existence long enough to produce a 3, 6, 12 month
return. |
|
|
|
|
|
|
|
Sub Asset Class
Performance and Momentum |
|
|
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH = |
|
6 |
2010 |
|
See "Help"
page on www.copstrat.com for understanding and using this report. |
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period Averages |
3% |
97% |
|
<---Implied Relative Weighting |
|
|
Asset Category |
Ticker |
Not Valid(1) Flg |
Cat # |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1 Mo |
Tot Ret 3 Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Annlzd 3 Yr |
R2 3 Yr |
Std Dev 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
*1/R2 Lo-Corr |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6,
& 12 Months |
Wtd Slpe 3, 6,
& 12 Months |
3-->12 Return
Avg + Slope |
Asset Category |
|
| 40 |
Market Vectors Indonesia Index ETF |
IDX |
0 |
2 |
5.6 |
3.1 |
4.1 |
-1.9 |
16.9 |
22.4 |
15.4 |
7.4 |
2.7 |
15.4 |
64.1 |
0.0 |
0.0 |
0.0 |
0.0 |
48.7 |
25.0 |
0.0 |
0.0 |
88.9 |
10.9 |
30.8 |
64.1 |
-53.2 |
-19.9 |
-33.3 |
5.5 |
-26.6 |
48.7 |
35.2 |
35.2 |
-319.0 |
-283.8 |
Market Vectors Indonesia
Index ETF |
|
| 41 |
iShares MSCI Thailand Invest Mkt Index |
THD |
0 |
43 |
1.8 |
0.0 |
1.7 |
-6.6 |
0.0 |
14.5 |
10.9 |
7.0 |
-1.7 |
10.9 |
41.7 |
0.0 |
0.0 |
0.0 |
0.0 |
35.1 |
19.2 |
0.0 |
0.0 |
83.6 |
-6.8 |
21.7 |
41.7 |
-48.5 |
-28.5 |
-20.0 |
9.7 |
-24.3 |
35.1 |
18.9 |
18.9 |
-291.0 |
-272.1 |
iShares MSCI Thailand
Invest Mkt Index |
|
| 42 |
iShares MSCI Chile Investable Mkt Idx |
ECH |
0 |
22 |
1.9 |
-0.1 |
-3.8 |
6.5 |
5.1 |
9.6 |
4.4 |
3.2 |
4.1 |
4.4 |
26.7 |
0.0 |
0.0 |
0.0 |
0.0 |
22.7 |
13.8 |
0.0 |
0.0 |
38.8 |
16.4 |
8.8 |
26.7 |
-10.3 |
7.7 |
-17.9 |
4.4 |
-5.1 |
22.7 |
17.3 |
17.3 |
-61.5 |
-44.2 |
iShares MSCI Chile
Investable Mkt Idx |
|
| 43 |
iPath MSCI India Index ETN |
INP |
0 |
8 |
5.3 |
11.4 |
0.9 |
-4.8 |
13.8 |
7.9 |
-0.1 |
5.2 |
-4.3 |
-0.1 |
30.7 |
2.0 |
72.0 |
47.3 |
0.2 |
19.1 |
11.4 |
5.2 |
7.3 |
62.8 |
-17.0 |
-0.2 |
30.7 |
-47.8 |
-16.9 |
-30.9 |
7.9 |
-23.9 |
19.1 |
4.5 |
4.5 |
-286.6 |
-282.1 |
iPath MSCI India Index ETN |
|
| 39 |
iShares MSCI Malaysia Index |
EWM |
0 |
20 |
3.7 |
2.6 |
5.3 |
-4.9 |
11.8 |
10.8 |
8.8 |
4.1 |
-1.1 |
8.7 |
31.5 |
2.7 |
63.0 |
22.8 |
0.2 |
23.6 |
11.3 |
13.4 |
21.3 |
49.7 |
-4.5 |
17.5 |
31.5 |
-36.0 |
-22.0 |
-14.0 |
3.3 |
-18.0 |
23.6 |
14.8 |
14.8 |
-215.9 |
-201.1 |
iShares MSCI Malaysia Index |
|
| 40 |
Idx: MSCI Philippines USD |
- |
0 |
4 |
2.2 |
3.8 |
-0.2 |
-2.0 |
7.4 |
10.5 |
5.7 |
2.5 |
2.1 |
5.7 |
31.8 |
-6.0 |
0.0 |
27.6 |
-0.1 |
20.4 |
9.6 |
9.6 |
0.0 |
29.8 |
8.4 |
11.4 |
31.8 |
-23.4 |
-3.0 |
-20.4 |
-0.9 |
-11.7 |
20.4 |
17.2 |
17.2 |
-140.1 |
-122.9 |
Idx: MSCI Philippines USD |
|
| 41 |
iShares MSCI Singapore Index |
EWS |
0 |
28 |
4.3 |
7.1 |
-0.2 |
-1.2 |
11.5 |
7.4 |
-1.2 |
3.2 |
-1.2 |
-1.2 |
28.7 |
-2.2 |
86.0 |
34.6 |
0.1 |
14.8 |
8.2 |
5.6 |
6.5 |
37.9 |
-5.0 |
-2.3 |
28.7 |
-33.7 |
-2.7 |
-31.0 |
2.5 |
-16.9 |
14.8 |
7.2 |
7.2 |
-202.2 |
-195.0 |
iShares MSCI Singapore Index |
|
| 42 |
Idx: MSCI Thailand USD |
- |
0 |
6 |
-3.9 |
-8.7 |
-3.8 |
-9.7 |
6.5 |
9.9 |
8.9 |
3.7 |
-3.3 |
8.9 |
30.5 |
2.9 |
0.0 |
35.6 |
0.2 |
19.8 |
7.7 |
7.2 |
0.0 |
43.9 |
-13.1 |
17.9 |
30.5 |
-43.5 |
-31.0 |
-12.6 |
0.9 |
-21.8 |
19.8 |
11.7 |
11.7 |
-261.2 |
-249.4 |
Idx: MSCI Thailand USD |
|
| 43 |
Idx: MSCI Argentina USD |
- |
0 |
1 |
-5.7 |
-27.6 |
-0.5 |
-9.4 |
14.5 |
6.1 |
-3.8 |
3.6 |
-8.7 |
-3.8 |
33.2 |
-14.1 |
0.0 |
42.1 |
-0.2 |
8.4 |
2.1 |
2.6 |
0.0 |
43.0 |
-34.8 |
-7.7 |
33.2 |
-67.9 |
-27.1 |
-40.9 |
0.2 |
-34.0 |
8.4 |
-3.1 |
-3.1 |
-407.6 |
-410.7 |
Idx: MSCI Argentina USD |
|
| 44 |
iShares MSCI Sweden Index |
EWD |
0 |
31 |
5.3 |
3.7 |
5.0 |
-3.8 |
16.4 |
5.1 |
-0.5 |
2.4 |
-7.9 |
-0.5 |
26.6 |
-10.2 |
83.0 |
33.7 |
-0.2 |
5.7 |
-0.7 |
2.2 |
2.7 |
29.0 |
-31.6 |
-1.0 |
26.6 |
-58.2 |
-30.6 |
-27.6 |
-2.3 |
-29.1 |
5.7 |
-2.0 |
-2.0 |
-349.1 |
-351.2 |
iShares MSCI Sweden Index |
|
| 45 |
iShares MSCI Switzerland Index |
EWL |
0 |
32 |
5.1 |
5.1 |
2.4 |
-1.5 |
14.4 |
-0.5 |
-8.8 |
3.7 |
-12.1 |
-8.8 |
14.9 |
-6.9 |
87.0 |
23.1 |
-0.3 |
-1.5 |
-0.9 |
-0.8 |
-1.0 |
44.9 |
-48.3 |
-17.5 |
14.9 |
-63.2 |
-30.8 |
-32.4 |
5.9 |
-31.6 |
-1.5 |
-17.0 |
-17.0 |
-379.1 |
-396.0 |
iShares MSCI Switzerland Index |
|
| 46 |
iShares MSCI Hong Kong Index |
EWH |
0 |
18 |
2.4 |
4.0 |
1.6 |
-3.4 |
7.4 |
0.3 |
-3.9 |
1.8 |
-7.7 |
-3.9 |
10.9 |
-1.0 |
72.0 |
30.3 |
0.1 |
-1.5 |
-2.3 |
-0.7 |
-0.9 |
21.4 |
-30.6 |
-7.9 |
10.9 |
-41.5 |
-22.7 |
-18.8 |
0.9 |
-20.8 |
-1.5 |
-9.2 |
-9.2 |
-249.2 |
-258.4 |
iShares MSCI Hong Kong Index |
|
| 47 |
SPDR Russell/Nomura Small Cap Japan |
JSC |
0 |
36 |
-0.5 |
-6.2 |
-0.4 |
-3.8 |
8.3 |
0.2 |
3.0 |
0.7 |
-5.1 |
3.0 |
2.3 |
-7.5 |
62.0 |
20.8 |
-0.3 |
-1.0 |
-3.1 |
-0.6 |
-1.0 |
7.8 |
-20.2 |
6.1 |
2.3 |
-22.6 |
-26.3 |
3.7 |
-1.0 |
-11.3 |
-1.0 |
-4.0 |
-4.0 |
-135.4 |
-139.4 |
SPDR Russell/Nomura Small
Cap Japan |
|
| 48 |
iShares MSCI South Korea Index |
EWY |
0 |
27 |
3.1 |
6.8 |
-5.0 |
-6.6 |
17.4 |
4.1 |
-5.6 |
2.2 |
-10.0 |
-5.6 |
29.6 |
-8.3 |
71.0 |
42.3 |
0.0 |
1.3 |
-3.4 |
0.4 |
0.5 |
26.8 |
-40.2 |
-11.2 |
29.6 |
-69.8 |
-29.0 |
-40.8 |
-3.8 |
-34.9 |
1.3 |
-7.2 |
-7.2 |
-418.6 |
-425.8 |
iShares MSCI South Korea Index |
|
| 49 |
Idx: MSCI Turkey USD |
- |
0 |
7 |
-6.4 |
-6.4 |
-18.3 |
-14.1 |
13.2 |
8.1 |
-2.6 |
0.7 |
-6.2 |
-2.6 |
40.3 |
-3.4 |
0.0 |
50.3 |
0.2 |
4.7 |
-4.1 |
1.2 |
0.0 |
8.4 |
-24.6 |
-5.1 |
40.3 |
-64.9 |
-19.5 |
-45.5 |
-11.5 |
-32.5 |
4.7 |
3.5 |
3.5 |
-389.6 |
-386.1 |
Idx: MSCI Turkey USD |
|
| 50 |
iShares FTSE/Xinhua China 25 Index |
FXI |
0 |
16 |
-0.4 |
-3.2 |
3.0 |
-5.5 |
4.1 |
-2.1 |
-6.4 |
0.5 |
-6.0 |
-6.4 |
3.7 |
-1.2 |
62.0 |
39.3 |
0.1 |
-6.9 |
-4.6 |
-2.3 |
-3.7 |
5.8 |
-24.1 |
-12.8 |
3.7 |
-27.7 |
-11.3 |
-16.4 |
-0.5 |
-13.9 |
-6.9 |
-11.1 |
-11.1 |
-166.4 |
-177.5 |
iShares FTSE/Xinhua China
25 Index |
|
| 51 |
iShares MSCI Turkey Invest Mkt Index |
TUR |
0 |
44 |
-6.9 |
0.0 |
-18.0 |
-14.4 |
0.0 |
9.4 |
0.0 |
-0.2 |
-6.0 |
0.0 |
43.8 |
0.0 |
0.0 |
0.0 |
0.0 |
4.3 |
-6.7 |
0.0 |
0.0 |
-2.8 |
-24.0 |
-0.1 |
43.8 |
-67.8 |
-23.9 |
-43.9 |
-16.4 |
-33.9 |
4.3 |
6.6 |
6.6 |
-406.7 |
-400.1 |
iShares MSCI Turkey
Invest Mkt Index |
|
| 52 |
SPDR S&P BRIC 40 |
BIK |
0 |
37 |
-0.7 |
1.8 |
-1.5 |
-8.2 |
5.2 |
-1.3 |
-8.7 |
-1.6 |
-9.7 |
-8.7 |
14.9 |
-0.1 |
77.0 |
37.2 |
0.2 |
-15.0 |
-14.4 |
-5.3 |
-6.8 |
-19.0 |
-38.6 |
-17.4 |
14.9 |
-53.6 |
-21.2 |
-32.4 |
-12.3 |
-26.8 |
-15.0 |
-13.7 |
-13.7 |
-321.4 |
-335.1 |
SPDR S&P BRIC 40 |
|
| 53 |
iShares MSCI Mexico Investable Mkt Idx |
EWW |
0 |
21 |
-3.0 |
-3.2 |
-4.6 |
-10.3 |
6.2 |
4.8 |
-1.5 |
-1.6 |
-9.8 |
-1.5 |
31.9 |
-6.2 |
81.0 |
33.6 |
-0.1 |
-7.3 |
-14.5 |
-2.8 |
-3.5 |
-18.8 |
-39.3 |
-3.1 |
31.9 |
-71.3 |
-36.3 |
-35.0 |
-18.9 |
-35.6 |
-7.3 |
-3.5 |
-3.5 |
-427.5 |
-431.0 |
iShares MSCI Mexico
Investable Mkt Idx |
|
| 54 |
iShares MSCI Emerging Markets Index |
EEM |
0 |
23 |
-0.9 |
1.1 |
-4.2 |
-8.6 |
8.0 |
-1.0 |
-9.5 |
-1.4 |
-10.8 |
-9.4 |
17.5 |
-3.3 |
89.0 |
33.1 |
0.0 |
-15.2 |
-14.9 |
-6.0 |
-6.7 |
-16.4 |
-43.1 |
-18.9 |
17.5 |
-60.7 |
-24.2 |
-36.4 |
-12.6 |
-30.3 |
-15.2 |
-14.8 |
-14.8 |
-364.0 |
-378.8 |
iShares MSCI Emerging
Markets Index |
|
| 55 |
iShares MSCI Taiwan Index |
EWT |
0 |
33 |
1.1 |
10.4 |
-8.0 |
-7.3 |
9.2 |
-3.3 |
-13.7 |
-1.4 |
-10.8 |
-13.7 |
12.8 |
-7.6 |
69.0 |
35.2 |
-0.1 |
-18.6 |
-15.0 |
-6.9 |
-10.0 |
-16.9 |
-43.0 |
-27.3 |
12.8 |
-55.8 |
-15.7 |
-40.1 |
-10.5 |
-27.9 |
-18.6 |
-19.2 |
-19.2 |
-334.9 |
-354.1 |
iShares MSCI Taiwan Index |
|
| 56 |
iShares MSCI Germany Index |
EWG |
0 |
17 |
1.0 |
3.7 |
-0.5 |
-8.7 |
9.7 |
-5.9 |
-15.4 |
-0.8 |
-13.2 |
-15.4 |
5.7 |
-14.5 |
92.0 |
32.2 |
-0.4 |
-21.8 |
-15.6 |
-8.8 |
-9.6 |
-9.7 |
-52.6 |
-30.7 |
5.7 |
-58.3 |
-21.9 |
-36.4 |
-6.8 |
-29.2 |
-21.8 |
-25.9 |
-25.9 |
-349.9 |
-375.7 |
iShares MSCI Germany Index |
|
| 57 |
iShares S&P Latin America 40 Index |
ILF |
0 |
29 |
0.1 |
1.2 |
-2.1 |
-7.9 |
9.0 |
-0.9 |
-11.8 |
-1.5 |
-12.7 |
-11.8 |
22.5 |
1.7 |
82.0 |
35.2 |
0.2 |
-17.6 |
-17.3 |
-6.5 |
-7.9 |
-18.5 |
-50.7 |
-23.6 |
22.5 |
-73.2 |
-27.1 |
-46.1 |
-15.0 |
-36.6 |
-17.6 |
-17.3 |
-17.3 |
-439.0 |
-456.3 |
iShares S&P Latin
America 40 Index |
|
| 58 |
iShares MSCI Netherlands Invstbl Mkt Idx |
EWN |
0 |
26 |
0.2 |
0.4 |
-3.0 |
-7.4 |
10.8 |
-4.3 |
-15.1 |
-1.6 |
-14.8 |
-15.1 |
14.3 |
-13.8 |
94.0 |
30.6 |
-0.4 |
-23.5 |
-19.5 |
-10.0 |
-10.6 |
-18.7 |
-59.3 |
-30.2 |
14.3 |
-73.6 |
-29.1 |
-44.4 |
-12.8 |
-36.8 |
-23.5 |
-25.1 |
-25.1 |
-441.5 |
-466.6 |
iShares MSCI Netherlands
Invstbl Mkt Idx |
| 1 |
EGS DJ Emerging Mkts Titans Composite |
EEG |
0 |
45 |
-3.5 |
0.0 |
-5.0 |
-11.2 |
0.0 |
-6.0 |
-9.7 |
-3.6 |
-10.6 |
-9.7 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
-26.1 |
-21.2 |
0.0 |
0.0 |
-42.6 |
-42.3 |
-19.5 |
0.0 |
-42.3 |
-22.8 |
-19.5 |
-15.1 |
-21.2 |
-26.1 |
-20.6 |
-20.6 |
-253.9 |
-274.5 |
EGS DJ Emerging Mkts
Titans Composite |
| 2 |
iShares MSCI Pacific ex-Japan |
EPP |
0 |
24 |
-0.7 |
-3.1 |
-2.4 |
-7.8 |
10.5 |
-3.2 |
-12.3 |
-1.9 |
-15.5 |
-12.3 |
16.8 |
-6.1 |
91.0 |
32.7 |
-0.1 |
-23.2 |
-21.3 |
-9.2 |
-10.1 |
-23.0 |
-62.0 |
-24.5 |
16.8 |
-78.8 |
-37.5 |
-41.4 |
-15.7 |
-39.4 |
-23.2 |
-23.2 |
-23.2 |
-473.0 |
-496.3 |
iShares MSCI Pacific ex-Japan |
|
| 37 |
Idx: MSCI Portugal ID |
- |
0 |
5 |
1.5 |
0.2 |
0.3 |
-5.6 |
11.0 |
-15.8 |
-28.6 |
-0.6 |
-20.4 |
-28.5 |
-13.8 |
-23.3 |
0.0 |
28.0 |
-0.8 |
-39.9 |
-22.2 |
-18.5 |
0.0 |
-7.1 |
-81.5 |
-57.1 |
-13.8 |
-67.7 |
-24.4 |
-43.3 |
-0.4 |
-33.9 |
-39.9 |
-50.8 |
-50.8 |
-406.4 |
-457.2 |
Idx: MSCI Portugal ID |
|
| 38 |
iShares MSCI Brazil Index |
EWZ |
0 |
12 |
0.0 |
1.3 |
-2.4 |
-8.6 |
9.9 |
-3.4 |
-16.8 |
-2.2 |
-15.7 |
-16.8 |
20.9 |
3.9 |
74.0 |
41.8 |
0.3 |
-25.5 |
-22.4 |
-7.9 |
-10.7 |
-26.8 |
-62.7 |
-33.5 |
20.9 |
-83.6 |
-29.1 |
-54.4 |
-17.2 |
-41.8 |
-25.5 |
-25.1 |
-25.1 |
-501.4 |
-526.5 |
iShares MSCI Brazil Index |
|
| 39 |
iShares MSCI Belgium Investable Mkt Idx |
EWK |
0 |
11 |
0.4 |
-0.5 |
0.5 |
-5.3 |
6.8 |
-5.6 |
-13.8 |
-2.4 |
-15.6 |
-13.8 |
9.4 |
-23.5 |
85.0 |
33.6 |
-0.6 |
-27.2 |
-22.6 |
-10.5 |
-12.4 |
-28.3 |
-62.2 |
-27.7 |
9.4 |
-71.6 |
-34.6 |
-37.0 |
-14.8 |
-35.8 |
-27.2 |
-26.9 |
-26.9 |
-429.5 |
-456.4 |
iShares MSCI Belgium
Investable Mkt Idx |
| 40 |
iShares MSCI Canada Index |
EWC |
0 |
13 |
-3.0 |
3.2 |
-6.8 |
-11.3 |
3.0 |
-0.3 |
-4.9 |
-4.3 |
-10.3 |
-4.9 |
18.0 |
-4.2 |
76.0 |
33.1 |
0.0 |
-21.0 |
-23.1 |
-8.3 |
-10.9 |
-51.4 |
-41.0 |
-9.7 |
18.0 |
-59.0 |
-31.3 |
-27.7 |
-23.9 |
-29.5 |
-21.0 |
-10.9 |
-10.9 |
-354.1 |
-365.0 |
iShares MSCI Canada Index |
|
| 41 |
iShares MSCI EMU Index |
EZU |
0 |
14 |
0.4 |
0.2 |
-1.2 |
-8.0 |
10.4 |
-11.5 |
-22.1 |
-2.2 |
-18.8 |
-22.1 |
-3.0 |
-17.9 |
97.0 |
30.9 |
-0.5 |
-37.2 |
-25.4 |
-15.6 |
-16.1 |
-26.4 |
-75.1 |
-44.2 |
-3.0 |
-72.2 |
-30.9 |
-41.3 |
-10.1 |
-36.1 |
-37.2 |
-40.8 |
-40.8 |
-433.0 |
-473.8 |
iShares MSCI EMU Index |
|
| 38 |
iShares MSCI United Kingdom Index |
EWU |
0 |
34 |
-1.5 |
-1.4 |
-3.6 |
-8.5 |
7.6 |
-7.5 |
-15.5 |
-3.4 |
-15.9 |
-15.5 |
4.8 |
-15.6 |
92.0 |
25.0 |
-0.6 |
-32.7 |
-26.1 |
-17.0 |
-18.5 |
-41.0 |
-63.5 |
-31.0 |
4.8 |
-68.3 |
-32.5 |
-35.8 |
-17.0 |
-34.2 |
-32.7 |
-29.9 |
-29.9 |
-409.9 |
-439.8 |
iShares MSCI United
Kingdom Index |
|
| 39 |
U.S. Global Investors Eastern European |
EUROX |
0 |
41 |
-3.0 |
2.4 |
-8.3 |
-13.5 |
7.6 |
-1.7 |
-10.3 |
-4.2 |
-14.9 |
-10.3 |
22.7 |
-16.3 |
81.0 |
40.9 |
-0.3 |
-27.1 |
-27.6 |
-8.6 |
-10.6 |
-50.6 |
-59.6 |
-20.6 |
22.7 |
-82.3 |
-39.0 |
-43.3 |
-25.9 |
-41.1 |
-27.1 |
-19.2 |
-19.2 |
-493.6 |
-512.8 |
U.S. Global Investors
Eastern European |
|
| 40 |
iShares MSCI France Index |
EWQ |
0 |
15 |
0.7 |
1.9 |
-2.4 |
-7.1 |
10.2 |
-11.7 |
-22.5 |
-2.5 |
-20.0 |
-22.5 |
-1.6 |
-16.8 |
95.0 |
29.5 |
-0.5 |
-39.3 |
-27.6 |
-17.3 |
-18.2 |
-30.4 |
-80.1 |
-45.0 |
-1.6 |
-78.5 |
-35.2 |
-43.3 |
-12.1 |
-39.2 |
-39.3 |
-42.2 |
-42.2 |
-470.9 |
-513.1 |
iShares MSCI France Index |
|
| 41 |
iShares MSCI Italy Index |
EWI |
0 |
19 |
1.7 |
1.9 |
-1.2 |
-7.2 |
13.1 |
-16.4 |
-28.1 |
-1.7 |
-23.1 |
-28.1 |
-12.6 |
-22.8 |
94.0 |
31.0 |
-0.7 |
-45.4 |
-28.3 |
-19.0 |
-20.3 |
-20.8 |
-92.2 |
-56.1 |
-12.6 |
-79.6 |
-36.1 |
-43.5 |
-6.1 |
-39.8 |
-45.4 |
-53.7 |
-53.7 |
-477.7 |
-531.4 |
iShares MSCI Italy Index |
|
| 42 |
iShares MSCI Spain Index |
EWP |
0 |
30 |
1.2 |
-4.4 |
1.1 |
-5.1 |
13.1 |
-18.0 |
-31.6 |
-2.1 |
-22.2 |
-31.6 |
-16.2 |
-13.8 |
86.0 |
32.0 |
-0.3 |
-48.4 |
-28.6 |
-19.6 |
-22.8 |
-25.4 |
-88.8 |
-63.2 |
-16.2 |
-72.5 |
-25.6 |
-46.9 |
-5.3 |
-36.3 |
-48.4 |
-56.0 |
-56.0 |
-435.2 |
-491.3 |
iShares MSCI Spain Index |
|
| 43 |
SPDR S&P 500 |
SPY |
0 |
40 |
-5.8 |
-6.7 |
-7.8 |
-10.9 |
2.3 |
-2.7 |
-7.0 |
-5.6 |
-11.8 |
-7.4 |
13.8 |
-10.0 |
100.0 |
20.6 |
-0.5 |
-28.9 |
-28.6 |
-18.2 |
-18.2 |
-67.4 |
-47.1 |
-14.8 |
13.8 |
-60.9 |
-32.4 |
-28.6 |
-27.6 |
-30.5 |
-28.9 |
-16.0 |
-16.0 |
-365.6 |
-381.7 |
SPDR S&P 500 |
|
| 44 |
SPDR S&P Emerging Middle East & Africa |
GAF |
0 |
39 |
-7.7 |
-9.2 |
-9.6 |
-13.7 |
1.6 |
-2.5 |
-6.4 |
-5.5 |
-12.6 |
-6.4 |
14.4 |
-0.3 |
87.0 |
27.0 |
0.1 |
-28.8 |
-29.3 |
-13.9 |
-16.0 |
-66.5 |
-50.5 |
-12.8 |
14.4 |
-64.9 |
-37.8 |
-27.2 |
-28.0 |
-32.5 |
-28.8 |
-16.3 |
-16.3 |
-389.6 |
-405.9 |
SPDR S&P Emerging
Middle East & Africa |
| 45 |
SPDR S&P Emerging Europe |
GUR |
0 |
38 |
-1.9 |
6.3 |
-8.6 |
-13.2 |
8.1 |
-2.8 |
-12.2 |
-4.3 |
-16.5 |
-12.1 |
21.7 |
-13.1 |
80.0 |
41.0 |
-0.2 |
-30.1 |
-29.5 |
-9.5 |
-11.9 |
-52.0 |
-65.9 |
-24.3 |
21.7 |
-87.7 |
-41.6 |
-46.0 |
-26.3 |
-43.8 |
-30.1 |
-22.8 |
-22.8 |
-526.0 |
-548.8 |
SPDR S&P Emerging Europe |
|
| 43 |
iShares MSCI South Africa Index |
EZA |
0 |
25 |
-8.5 |
-7.9 |
-7.9 |
-18.1 |
-0.2 |
-2.5 |
-5.5 |
-6.0 |
-12.5 |
-5.5 |
14.1 |
-2.0 |
83.0 |
34.6 |
0.1 |
-29.7 |
-30.5 |
-11.2 |
-13.5 |
-72.1 |
-49.8 |
-10.9 |
14.1 |
-63.9 |
-38.9 |
-25.0 |
-29.8 |
-32.0 |
-29.7 |
-15.5 |
-15.5 |
-383.4 |
-398.9 |
iShares MSCI South Africa Index |
|
| 44 |
iShares MSCI Australia Index |
EWA |
0 |
9 |
-3.6 |
-8.5 |
-4.5 |
-10.9 |
9.6 |
-5.9 |
-16.0 |
-4.6 |
-20.1 |
-16.0 |
17.3 |
-8.3 |
86.0 |
34.4 |
-0.1 |
-37.7 |
-34.0 |
-14.2 |
-16.5 |
-55.4 |
-80.4 |
-32.0 |
17.3 |
-97.7 |
-48.4 |
-49.3 |
-26.6 |
-48.8 |
-37.7 |
-31.7 |
-31.7 |
-586.1 |
-617.9 |
iShares MSCI Australia Index |
|
| 41 |
Market Vectors Russia ETF |
RSX |
0 |
35 |
-1.3 |
10.7 |
-8.9 |
-14.5 |
7.3 |
0.2 |
-10.1 |
-5.3 |
-18.3 |
-10.1 |
34.7 |
-10.2 |
65.0 |
50.5 |
0.0 |
-30.7 |
-34.3 |
-7.9 |
-12.2 |
-64.0 |
-73.4 |
-20.1 |
34.7 |
-108.0 |
-53.2 |
-54.8 |
-34.9 |
-54.0 |
-30.7 |
-19.6 |
-19.6 |
-648.2 |
-667.8 |
Market Vectors Russia ETF |
|
| 42 |
Idx: MSCI Ireland ID |
- |
0 |
3 |
-3.5 |
-3.0 |
-10.7 |
-12.5 |
12.4 |
-14.5 |
-21.3 |
-7.5 |
-19.9 |
-21.3 |
-9.3 |
-43.3 |
0.0 |
33.1 |
-1.5 |
-55.3 |
-42.3 |
-21.7 |
0.0 |
-89.6 |
-79.6 |
-42.6 |
-9.3 |
-70.3 |
-37.0 |
-33.3 |
-27.8 |
-35.1 |
-55.3 |
-43.8 |
-43.8 |
-421.6 |
-465.4 |
Idx: MSCI Ireland ID |
|
| 44 |
iShares MSCI Austria Investable Mkt Idx |
EWO |
0 |
10 |
-2.7 |
-5.6 |
-1.7 |
-12.3 |
8.8 |
-12.9 |
-21.1 |
-7.1 |
-21.9 |
-21.1 |
-1.6 |
-24.5 |
87.0 |
41.3 |
-0.5 |
-54.2 |
-43.3 |
-17.1 |
-19.6 |
-85.7 |
-87.4 |
-42.2 |
-1.6 |
-85.9 |
-45.2 |
-40.6 |
-29.8 |
-42.9 |
-54.2 |
-43.7 |
-43.7 |
-515.2 |
-559.0 |
iShares MSCI Austria
Investable Mkt Idx |
|
| 45 |
iShares MSCI Israel Cap Invest Mkt Index |
EIS |
0 |
42 |
-8.5 |
0.0 |
-12.1 |
-11.2 |
0.0 |
-7.4 |
-14.5 |
-7.8 |
-20.9 |
-14.5 |
13.7 |
0.0 |
0.0 |
0.0 |
0.0 |
-48.0 |
-44.2 |
0.0 |
0.0 |
-93.1 |
-83.8 |
-28.9 |
13.7 |
-97.5 |
-54.8 |
-42.6 |
-37.5 |
-48.7 |
-48.0 |
-33.0 |
-33.0 |
-584.9 |
-617.9 |
iShares MSCI Israel Cap
Invest Mkt Index |
| 46 |
0 |
0.0 |
2 |
46 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
| 47 |
0 |
0.0 |
2 |
47 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0 |
|
|
Average Top 10 APA
>> |
21.82 |
|
(5.7) |
(6.0) |
Average |
|
|
|
Average |
(10.8) |
(344.6) |
(355.4) |
|
|
(1) "Not Valid Flag"
means that there is insufficient data to generate the 6-Mo Return, which in
turn means that all subsequent |
|
Average Top 30 APA
>> |
(2.1) |
|
|
|
|
|
|
|
|
|
|
|
|
|
Commodity and Currency
Asset Class Performance and Momentum |
|
1 |
2 |
3 |
4 |
|
|
|
12.0x |
|
<---Slope weighting |
|
|
REPORT FOR MONTH= |
|
6 |
2010 |
|
|
See "Help"
page on www.copstrat.com for understanding and using this report. |
Annualized |
|
Category Scores |
Annualized Period Return |
Period Differentials |
Period Slopes |
N/Period Averages |
#DIV/0! |
#DIV/0! |
|
<---Implied Relative
Weighting |
|
|
Asset Category |
Ticker |
Not Valid(1) Flg |
Cat # |
da/dt |
d12/dt |
d6/dt |
d3/dt |
d1/dt |
Period Avg. |
Tot Ret YTD |
Tot Ret 1-Mo |
Tot Ret 3-Mo |
Tot Ret 6 Mo |
Tot Ret 12 Mo |
Tot Ret Anlzd 3 Yr |
Std Dev 3 Yr |
Sharpe Ratio |
ML |
MS |
APA*13/StD S-Shrp |
1 |
3 |
6 |
12 |
3-12 |
3-6 |
6-12 |
1 --> 12 |
3 --> 12 |
1 --> 12 |
3 --> 12 |
Avg Rtrn 3, 6,
& 12 Months |
Wtd Slpe 3, 6,
& 12 Months |
3-->12 Return
Avg + Slope |
Asset Category |
|
| 1 |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
JO |
0 |
36 |
25.57 |
36.85 |
25.21 |
17.65 |
22.59 |
20.92 |
16.79 |
21.82 |
18.50 |
16.78 |
26.56 |
0.00 |
0.00 |
0.00 |
99.0 |
84.0 |
0.0 |
261.8 |
74.0 |
33.6 |
26.6 |
47.4 |
40.4 |
7.0 |
74.6 |
23.7 |
99.0 |
44.7 |
44.7 |
284.6 |
329.3 |
iPath DJ-UBS Coffee TR Sub-Idx ETN |
1 |
|
| 2 |
iPath DJ-UBS Softs TR Sub-Idx ETN |
JJS |
0 |
24 |
9.72 |
13.42 |
(0.33) |
16.57 |
9.21 |
4.31 |
(9.68) |
8.12 |
3.16 |
(9.68) |
15.66 |
0.00 |
0.00 |
0.00 |
26.6 |
27.5 |
0.0 |
97.4 |
12.6 |
(19.4) |
15.7 |
(3.0) |
32.0 |
(35.0) |
27.7 |
(1.5) |
26.6 |
3.0 |
3.0 |
(18.1) |
(15.1) |
iPath DJ-UBS Softs TR Sub-Idx ETN |
2 |
|
| 3 |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
SGG |
0 |
23 |
12.87 |
3.09 |
(3.57) |
34.44 |
17.52 |
(13.56) |
(40.77) |
10.72 |
(6.95) |
(40.77) |
(17.24) |
0.00 |
0.00 |
0.00 |
0.5 |
25.2 |
0.0 |
128.6 |
(27.8) |
(81.5) |
(17.2) |
(10.6) |
53.7 |
(64.3) |
49.1 |
(5.3) |
0.5 |
(42.2) |
(42.2) |
(63.4) |
(105.6) |
iPath DJ-UBS Sugar TR Sub-Idx ETN |
3 |
|
| 4 |
United States Natural Gas |
UNG |
0 |
7 |
5.86 |
4.99 |
(4.31) |
26.76 |
(4.00) |
(12.69) |
(23.12) |
4.31 |
12.16 |
(23.11) |
(44.12) |
(44.05) |
41.76 |
(1.17) |
2.5 |
25.1 |
0.8 |
51.7 |
48.6 |
(46.2) |
(44.1) |
92.8 |
94.9 |
(2.1) |
38.2 |
46.4 |
2.5 |
(13.9) |
(13.9) |
556.6 |
542.7 |
United States Natural Gas |
4 |
|
| 5 |
iPath DJ-UBS Natural Gas TR Sub-Idx
ETN |
GAZ |
0 |
28 |
7.56 |
6.24 |
(1.26) |
26.59 |
(1.33) |
(12.30) |
(26.47) |
3.76 |
10.64 |
(26.47) |
(37.13) |
0.00 |
0.00 |
0.00 |
(0.6) |
21.9 |
0.0 |
45.1 |
42.6 |
(52.9) |
(37.1) |
79.7 |
95.5 |
(15.8) |
34.2 |
39.8 |
(0.6) |
(15.8) |
(15.8) |
478.1 |
462.3 |
iPath DJ-UBS Natural Gas TR Sub-Idx ETN |
5 |
|
| 6 |
CurrencyShares Swiss Franc Trust |
FXF |
0 |
40 |
9.49 |
8.68 |
9.46 |
5.11 |
14.72 |
0.39 |
(4.08) |
7.52 |
(2.30) |
(4.08) |
0.43 |
4.62 |
14.79 |
0.29 |
18.3 |
20.3 |
16.1 |
90.2 |
(9.2) |
(8.2) |
0.4 |
(9.6) |
(1.0) |
(8.6) |
26.8 |
(4.8) |
18.3 |
(5.6) |
(5.6) |
(57.8) |
(63.4) |
CurrencyShares Swiss Franc Trust |
6 |
|
| 7 |
SPDR Gold Shares |
GLD |
0 |
8 |
5.70 |
9.87 |
10.58 |
3.04 |
(0.70) |
15.22 |
13.39 |
2.35 |
11.68 |
13.39 |
33.45 |
23.71 |
21.81 |
1.04 |
33.8 |
18.7 |
20.1 |
28.2 |
46.7 |
26.8 |
33.5 |
13.3 |
19.9 |
(6.7) |
0.4 |
6.6 |
33.8 |
35.6 |
35.6 |
79.6 |
115.3 |
SPDR Gold Shares |
7 |
|
| 8 |
PowerShares DB Gold |
DGL |
0 |
13 |
5.57 |
9.59 |
10.57 |
3.04 |
(0.90) |
14.72 |
12.98 |
2.19 |
11.58 |
12.97 |
32.15 |
21.16 |
21.48 |
0.95 |
32.7 |
18.2 |
19.8 |
26.3 |
46.3 |
25.9 |
32.2 |
14.2 |
20.4 |
(6.2) |
0.3 |
7.1 |
32.7 |
34.8 |
34.8 |
85.0 |
119.8 |
PowerShares DB Gold |
8 |
|
| 9 |
iPath DJ-UBS Prec Metals TR Sub-Idx
ETN |
JJP |
0 |
25 |
5.71 |
12.43 |
9.86 |
0.66 |
(0.10) |
14.17 |
11.79 |
1.68 |
9.84 |
11.78 |
33.37 |
0.00 |
0.00 |
0.00 |
29.1 |
14.9 |
0.0 |
20.2 |
39.4 |
23.6 |
33.4 |
6.0 |
15.8 |
(9.8) |
(2.4) |
3.0 |
29.1 |
32.1 |
32.1 |
35.9 |
68.0 |
iPath DJ-UBS Prec Metals TR Sub-Idx ETN |
9 |
|
| 10 |
CurrencyShares Japanese Yen Trust |
FXY |
0 |
43 |
5.52 |
4.14 |
10.25 |
8.09 |
(0.40) |
5.56 |
5.14 |
2.85 |
5.70 |
5.14 |
8.54 |
11.33 |
11.73 |
0.87 |
19.0 |
14.3 |
21.0 |
34.2 |
22.8 |
10.3 |
8.5 |
14.3 |
12.5 |
1.7 |
9.0 |
7.1 |
19.0 |
13.9 |
13.9 |
85.6 |
99.4 |
CurrencyShares Japanese Yen Trust |
10 |
|
| 11 |
PowerShares DB Silver |
DBS |
0 |
11 |
6.39 |
19.05 |
10.27 |
(5.66) |
1.91 |
13.03 |
9.67 |
0.79 |
6.31 |
9.67 |
35.36 |
12.16 |
35.50 |
0.46 |
22.4 |
8.7 |
8.2 |
9.5 |
25.2 |
19.3 |
35.4 |
(10.1) |
5.9 |
(16.0) |
(7.2) |
(5.1) |
22.4 |
26.6 |
26.6 |
(60.7) |
(34.1) |
PowerShares DB Silver |
11 |
|
| 12 |
CurrencyShares British Pound Sterling
Tr |
FXB |
0 |
46 |
4.57 |
1.35 |
4.57 |
3.56 |
8.80 |
(3.88) |
(7.67) |
3.31 |
(1.67) |
(7.66) |
(9.50) |
(7.55) |
11.56 |
(0.73) |
2.1 |
8.3 |
2.3 |
39.7 |
(6.7) |
(15.3) |
(9.5) |
2.8 |
8.6 |
(5.8) |
15.6 |
1.4 |
2.1 |
(10.5) |
(10.5) |
16.9 |
6.4 |
CurrencyShares British Pound Sterling Tr |
12 |
|
| 13 |
iPath DJ-UBS Agriculture TR Sub-Idx
ETN |
JJA |
0 |
39 |
7.17 |
10.65 |
0.57 |
10.13 |
7.33 |
(4.42) |
(14.38) |
1.83 |
(0.38) |
(14.38) |
(4.76) |
0.00 |
0.00 |
0.00 |
(3.3) |
5.1 |
0.0 |
22.0 |
(1.5) |
(28.8) |
(4.8) |
3.2 |
27.2 |
(24.0) |
10.7 |
1.6 |
(3.3) |
(11.7) |
(11.7) |
19.4 |
7.8 |
iPath DJ-UBS Agriculture TR Sub-Idx ETN |
13 |
|
| 14 |
WisdomTree Dreyfus Brazilian Real |
BZF |
0 |
5 |
0.97 |
(0.27) |
(0.19) |
(0.59) |
4.94 |
4.31 |
(0.11) |
1.26 |
0.49 |
(0.11) |
15.60 |
0.00 |
0.00 |
0.00 |
8.1 |
4.3 |
0.0 |
15.1 |
2.0 |
(0.2) |
15.6 |
(13.6) |
2.2 |
(15.8) |
0.1 |
(6.8) |
8.1 |
5.8 |
5.8 |
(81.8) |
(76.1) |
WisdomTree Dreyfus Brazilian Real |
14 |
|
| 15 |
PowerShares DB Agriculture |
DBA |
0 |
15 |
6.17 |
9.71 |
1.72 |
6.22 |
7.04 |
(3.56) |
(9.27) |
1.74 |
(0.95) |
(9.27) |
(5.74) |
(2.13) |
25.58 |
(0.01) |
(1.8) |
4.3 |
(0.9) |
20.9 |
(3.8) |
(18.5) |
(5.7) |
1.9 |
14.7 |
(12.8) |
9.5 |
1.0 |
(1.8) |
(9.4) |
(9.4) |
11.6 |
2.3 |
PowerShares DB Agriculture |
15 |
|
| 16 |
WisdomTree Dreyfus New Zealand
Dollar |
BNZ |
0 |
2 |
2.49 |
1.18 |
0.10 |
(0.17) |
8.84 |
0.94 |
(3.92) |
1.83 |
(2.72) |
(3.93) |
8.57 |
0.00 |
0.00 |
0.00 |
2.9 |
2.8 |
0.0 |
22.0 |
(10.9) |
(7.9) |
8.6 |
(19.5) |
(3.0) |
(16.4) |
3.7 |
(9.7) |
2.9 |
(3.4) |
(3.4) |
(116.7) |
(120.1) |
WisdomTree Dreyfus New Zealand Dollar |
16 |
|
| 17 |
PowerShares DB US Dollar Index
Bullish |
UUP |
0 |
9 |
(4.11) |
(1.94) |
(5.72) |
(1.90) |
(6.87) |
4.40 |
8.58 |
(1.11) |
5.29 |
8.58 |
4.85 |
0.75 |
10.54 |
0.00 |
7.5 |
2.0 |
9.2 |
(13.3) |
21.2 |
17.2 |
4.9 |
16.3 |
4.0 |
12.3 |
(5.1) |
8.2 |
7.5 |
14.4 |
14.4 |
97.9 |
112.2 |
PowerShares DB US Dollar Index Bullish |
17 |
|
| 18 |
WisdomTree Dreyfus Chinese Yuan |
CYB |
0 |
4 |
1.27 |
1.25 |
0.82 |
0.90 |
2.11 |
(0.82) |
(1.11) |
0.52 |
(0.88) |
(1.12) |
(1.80) |
0.00 |
0.00 |
0.00 |
(0.3) |
0.7 |
0.0 |
6.2 |
(3.5) |
(2.2) |
(1.8) |
(1.7) |
(1.3) |
(0.4) |
2.3 |
(0.9) |
(0.3) |
(2.5) |
(2.5) |
(10.3) |
(12.8) |
WisdomTree Dreyfus Chinese Yuan |
18 |
|
| 19 |
Merk Asian Currency Inv |
MEAFX |
0 |
17 |
0.81 |
0.75 |
0.80 |
(0.59) |
2.30 |
(0.75) |
(1.13) |
0.13 |
(1.43) |
(1.12) |
(0.56) |
0.00 |
0.00 |
0.00 |
(1.7) |
(1.0) |
0.0 |
1.6 |
(5.7) |
(2.2) |
(0.6) |
(5.2) |
(3.5) |
(1.7) |
0.3 |
(2.6) |
(1.7) |
(2.8) |
(2.8) |
(31.0) |
(33.8) |
Merk Asian Currency Inv |
19 |
|
| 20 |
iPath DJ-UBS Grains TR Sub-Idx ETN |
JJG |
0 |
32 |
6.67 |
11.40 |
1.93 |
7.63 |
5.72 |
(8.21) |
(17.38) |
(0.50) |
(0.71) |
(17.38) |
(14.26) |
0.00 |
0.00 |
0.00 |
(14.5) |
(2.2) |
0.0 |
(6.0) |
(2.8) |
(34.8) |
(14.3) |
11.4 |
31.9 |
(20.5) |
5.7 |
5.7 |
(14.5) |
(17.3) |
(17.3) |
68.5 |
51.2 |
iPath DJ-UBS Grains TR Sub-Idx ETN |
20 |
|
| 21 |
iPath DJ-UBS Energy TR Sub-Idx ETN |
JJE |
0 |
33 |
3.61 |
(0.52) |
(0.54) |
4.51 |
11.00 |
(9.13) |
(15.12) |
1.27 |
(6.32) |
(15.12) |
(16.37) |
0.00 |
0.00 |
0.00 |
(14.2) |
(2.5) |
0.0 |
15.2 |
(25.3) |
(30.2) |
(16.4) |
(8.9) |
5.0 |
(13.9) |
10.0 |
(4.5) |
(14.2) |
(24.0) |
(24.0) |
(53.5) |
(77.4) |
iPath DJ-UBS Energy TR Sub-Idx ETN |
21 |
|
| 22 |
CurrencyShares Mexican Peso Trust |
FXM |
0 |
42 |
0.48 |
(0.43) |
1.01 |
(3.33) |
4.68 |
0.93 |
2.51 |
0.20 |
(3.76) |
2.51 |
4.76 |
(0.60) |
12.90 |
(0.08) |
(0.7) |
(3.2) |
(0.7) |
2.4 |
(15.0) |
5.0 |
4.8 |
(19.8) |
(20.1) |
0.3 |
(2.7) |
(9.9) |
(0.7) |
(1.8) |
(1.8) |
(118.8) |
(120.6) |
CurrencyShares Mexican Peso Trust |
22 |
|
| 23 |
WisdomTree Dreyfus South African
Rand |
SZR |
0 |
1 |
(2.36) |
(3.60) |
(0.86) |
(6.94) |
1.96 |
1.24 |
0.25 |
(0.14) |
(3.05) |
0.25 |
7.90 |
0.00 |
0.00 |
0.00 |
(1.4) |
(3.5) |
0.0 |
(1.7) |
(12.2) |
0.5 |
7.9 |
(20.1) |
(12.7) |
(7.4) |
(4.1) |
(10.1) |
(1.4) |
(1.3) |
(1.3) |
(120.6) |
(121.9) |
WisdomTree Dreyfus South African Rand |
23 |
|
| 24 |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
NIB |
0 |
37 |
1.86 |
2.91 |
(1.37) |
(1.71) |
7.61 |
(0.76) |
(11.93) |
(0.86) |
(1.17) |
(11.92) |
10.92 |
0.00 |
0.00 |
0.00 |
(7.0) |
(3.8) |
0.0 |
(10.3) |
(4.7) |
(23.8) |
10.9 |
(15.6) |
19.2 |
(34.8) |
(4.5) |
(7.8) |
(7.0) |
(5.9) |
(5.9) |
(93.6) |
(99.5) |
iPath DJ-UBS Cocoa TR Sub-Idx ETN |
24 |
|
| 25 |
Merk Hard Currency Inv |
MERKX |
0 |
16 |
3.05 |
2.81 |
3.05 |
(0.27) |
6.60 |
(2.41) |
(6.58) |
0.49 |
(5.32) |
(6.58) |
1.76 |
3.50 |
12.17 |
0.24 |
(6.7) |
(3.9) |
(7.2) |
5.9 |
(21.3) |
(13.2) |
1.8 |
(23.0) |
(8.1) |
(14.9) |
0.4 |
(11.5) |
(6.7) |
(10.9) |
(10.9) |
(138.2) |
(149.1) |
Merk Hard Currency Inv |
25 |
|
| 26 |
PowerShares DB US Dollar Index
Bearish |
UDN |
0 |
10 |
3.51 |
1.36 |
4.19 |
1.45 |
7.04 |
(5.64) |
(9.80) |
0.77 |
(6.37) |
(9.81) |
(7.14) |
(0.81) |
10.41 |
(0.15) |
(10.7) |
(4.1) |
(13.4) |
9.2 |
(25.5) |
(19.6) |
(7.1) |
(18.3) |
(5.9) |
(12.5) |
4.3 |
(9.2) |
(10.7) |
(17.4) |
(17.4) |
(110.0) |
(127.5) |
PowerShares DB US Dollar Index Bearish |
26 |
|
| 27 |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
BAL |
0 |
34 |
3.50 |
9.82 |
(2.31) |
1.97 |
4.51 |
6.36 |
1.13 |
(0.39) |
(3.02) |
1.13 |
27.71 |
0.00 |
0.00 |
0.00 |
3.3 |
(4.2) |
0.0 |
(4.7) |
(12.1) |
2.3 |
27.7 |
(39.8) |
(14.3) |
(25.4) |
(11.2) |
(19.9) |
3.3 |
6.0 |
6.0 |
(238.7) |
(232.8) |
iPath DJ-UBS Cotton TR Sub-Idx ETN |
27 |
|
| 28 |
WisdomTree Dreyfus Indian Rupee |
ICN |
0 |
3 |
0.05 |
0.05 |
(0.66) |
(3.25) |
4.06 |
(0.62) |
(0.48) |
(0.65) |
(4.21) |
(0.48) |
2.88 |
0.00 |
0.00 |
0.00 |
(5.7) |
(6.2) |
0.0 |
(7.8) |
(16.8) |
(1.0) |
2.9 |
(19.7) |
(15.9) |
(3.8) |
(4.8) |
(9.9) |
(5.7) |
(5.0) |
(5.0) |
(118.3) |
(123.3) |
WisdomTree Dreyfus Indian Rupee |
28 |
|
| 29 |
iPath DJ-UBS Livestock TR Sub-Idx
ETN |
COW |
0 |
30 |
0.00 |
0.48 |
(0.15) |
(4.03) |
3.71 |
(0.36) |
2.77 |
(0.99) |
(3.44) |
2.77 |
0.21 |
0.00 |
0.00 |
0.00 |
(5.0) |
(6.4) |
0.0 |
(11.9) |
(13.8) |
5.5 |
0.2 |
(14.0) |
(19.3) |
5.3 |
(5.6) |
(7.0) |
(5.0) |
(2.7) |
(2.7) |
(83.8) |
(86.5) |
iPath DJ-UBS Livestock TR Sub-Idx ETN |
29 |
|
| 30 |
iPath DJ-UBS Commodity Index TR ETN |
DJP |
0 |
21 |
1.86 |
1.80 |
(2.26) |
1.13 |
6.78 |
(3.86) |
(10.93) |
(0.29) |
(5.57) |
(10.93) |
1.35 |
(9.49) |
24.51 |
(0.33) |
(11.6) |
(6.4) |
(6.1) |
(3.5) |
(22.3) |
(21.9) |
1.4 |
(23.6) |
(0.4) |
(23.2) |
(1.5) |
(11.8) |
(11.6) |
(14.3) |
(14.3) |
(141.8) |
(156.0) |
iPath DJ-UBS Commodity Index TR ETN |
30 |
|
| 31 |
WisdomTree Dreyfus Emerging Currency |
CEW |
2 |
49 |
(0.52) |
(1.37) |
(0.99) |
(2.80) |
3.09 |
(1.50) |
(3.36) |
(0.89) |
(4.36) |
(3.36) |
2.60 |
0.00 |
0.00 |
0.00 |
(8.1) |
(7.0) |
0.0 |
(10.7) |
(17.4) |
(6.7) |
2.6 |
(20.0) |
(10.7) |
(9.3) |
(5.1) |
(10.0) |
(8.1) |
(7.2) |
(7.2) |
(120.2) |
(127.4) |
WisdomTree Dreyfus Emerging Currency |
31 |
|
| 32 |
CurrencyShares Swedish Krona Trust |
FXS |
0 |
41 |
3.29 |
2.05 |
2.54 |
1.27 |
7.29 |
(4.35) |
(8.39) |
0.13 |
(7.49) |
(8.39) |
(1.64) |
(2.83) |
15.40 |
(0.20) |
(11.7) |
(7.1) |
(9.9) |
1.6 |
(30.0) |
(16.8) |
(1.6) |
(28.3) |
(13.2) |
(15.1) |
(0.4) |
(14.2) |
(11.7) |
(16.1) |
(16.1) |
(169.9) |
(186.0) |
CurrencyShares Swedish Krona Trust |
32 |
|
| 33 |
CurrencyShares Canadian Dollar
Trust |
FXC |
0 |
45 |
0.39 |
5.53 |
(1.64) |
(4.60) |
2.26 |
0.35 |
(1.49) |
(1.22) |
(4.72) |
(1.48) |
8.84 |
1.19 |
13.99 |
0.06 |
(6.9) |
(8.4) |
(6.4) |
(14.6) |
(18.9) |
(3.0) |
8.8 |
(27.7) |
(15.9) |
(11.8) |
(8.6) |
(13.9) |
(6.9) |
(4.3) |
(4.3) |
(166.3) |
(170.7) |
CurrencyShares Canadian Dollar Trust |
33 |
|
| 34 |
CurrencyShares Australian Dollar
Trust |
FXA |
0 |
47 |
1.19 |
(1.32) |
1.18 |
(2.87) |
7.78 |
(1.38) |
(4.86) |
(0.41) |
(7.55) |
(4.85) |
7.30 |
3.91 |
19.14 |
0.23 |
(9.4) |
(8.8) |
(6.4) |
(4.9) |
(30.2) |
(9.7) |
7.3 |
(37.5) |
(20.5) |
(17.0) |
(5.7) |
(18.8) |
(9.4) |
(10.9) |
(10.9) |
(225.0) |
(235.9) |
CurrencyShares Australian Dollar Trust |
34 |
|
| 35 |
iShares S&P GSCI Commodity-Indexed
Trust |
GSG |
0 |
18 |
3.16 |
0.28 |
(0.80) |
(0.49) |
13.67 |
(7.73) |
(12.67) |
0.07 |
(10.82) |
(12.67) |
(7.52) |
(13.20) |
32.47 |
(0.31) |
(18.8) |
(10.6) |
(7.5) |
0.8 |
(43.3) |
(25.3) |
(7.5) |
(35.8) |
(17.9) |
(17.8) |
0.7 |
(17.9) |
(18.8) |
(25.4) |
(25.4) |
(214.6) |
(239.9) |
iShares S&P GSCI Commodity-Indexed Trust |
35 |
|
| 36 |
iPath S&P GSCI Total Return Index
ETN |
GSP |
0 |
19 |
2.70 |
(0.58) |
(1.02) |
(1.18) |
13.58 |
(7.55) |
(12.50) |
0.02 |
(10.81) |
(12.50) |
(6.90) |
(13.58) |
33.27 |
(0.30) |
(18.7) |
(10.8) |
(7.3) |
0.2 |
(43.2) |
(25.0) |
(6.9) |
(36.3) |
(18.2) |
(18.1) |
0.3 |
(18.2) |
(18.7) |
(25.0) |
(25.0) |
(218.0) |
(243.1) |
iPath S&P GSCI Total Return Index ETN |
36 |
|
| 37 |
CurrencyShares Euro Trust |
FXE |
0 |
44 |
2.93 |
0.29 |
3.65 |
0.37 |
7.42 |
(9.46) |
(14.72) |
(0.41) |
(9.55) |
(14.72) |
(13.15) |
(1.76) |
13.67 |
(0.16) |
(21.4) |
(10.8) |
(20.4) |
(4.9) |
(38.2) |
(29.4) |
(13.2) |
(25.1) |
(8.8) |
(16.3) |
1.6 |
(12.5) |
(21.4) |
(26.9) |
(26.9) |
(150.3) |
(177.2) |
CurrencyShares Euro Trust |
37 |
|
| 38 |
iPath DJ-UBS Platinum TR Sub-Idx
ETN |
PGM |
0 |
26 |
2.80 |
1.02 |
8.16 |
(7.72) |
9.76 |
3.11 |
(5.79) |
(1.41) |
(7.96) |
(5.79) |
27.58 |
0.00 |
0.00 |
0.00 |
(8.2) |
(12.2) |
0.0 |
(16.9) |
(31.8) |
(11.6) |
27.6 |
(59.4) |
(20.3) |
(39.2) |
(15.4) |
(29.7) |
(8.2) |
(5.3) |
(5.3) |
(356.5) |
(361.8) |
iPath DJ-UBS Platinum TR Sub-Idx ETN |
38 |
|
| 39 |
United States Oil |
USO |
0 |
6 |
2.39 |
(3.98) |
(0.49) |
(3.39) |
17.41 |
(9.99) |
(13.54) |
(0.23) |
(15.71) |
(13.54) |
(10.47) |
(13.79) |
42.35 |
(0.16) |
(25.8) |
(16.4) |
(7.9) |
(2.8) |
(62.8) |
(27.1) |
(10.5) |
(52.4) |
(35.8) |
(16.6) |
(1.3) |
(26.2) |
(25.8) |
(33.5) |
(33.5) |
(314.2) |
(347.7) |
United States Oil |
39 |
|
| 40 |
iPath DJ-UBS Tin TR Sub-Idx ETN |
JJT |
0 |
22 |
(10.51) |
(8.93) |
(18.13) |
(11.22) |
(3.78) |
4.43 |
2.31 |
(4.45) |
(3.45) |
2.30 |
23.31 |
0.00 |
0.00 |
0.00 |
(9.8) |
(16.8) |
0.0 |
(53.4) |
(13.8) |
4.6 |
23.3 |
(37.1) |
(18.4) |
(18.7) |
(24.9) |
(18.6) |
(9.8) |
4.7 |
4.7 |
(222.7) |
(218.0) |
iPath DJ-UBS Tin TR Sub-Idx ETN |
40 |
|
| 41 |
CurrencyShares Russian Ruble Trust |
XRU |
0 |
48 |
(2.03) |
(2.49) |
0.40 |
(5.82) |
(0.22) |
(2.95) |
(3.01) |
(3.73) |
(6.09) |
(3.01) |
1.03 |
0.00 |
0.00 |
0.00 |
(18.5) |
(17.3) |
0.0 |
(44.8) |
(24.4) |
(6.0) |
1.0 |
(25.4) |
(18.3) |
(7.0) |
(15.6) |
(12.7) |
(18.5) |
(9.8) |
(9.8) |
(152.3) |
(162.1) |
CurrencyShares Russian Ruble Trust |
41 |
|
| 42 |
iPath S&P GSCI Crude Oil TR Index
ETN |
OIL |
0 |
20 |
2.88 |
(3.87) |
(0.12) |
(3.35) |
18.88 |
(10.91) |
(14.65) |
(0.10) |
(17.15) |
(14.66) |
(11.75) |
(17.25) |
44.61 |
(0.22) |
(27.7) |
(17.5) |
(8.1) |
(1.2) |
(68.6) |
(29.3) |
(11.8) |
(56.9) |
(39.3) |
(17.6) |
(0.8) |
(28.4) |
(27.7) |
(36.6) |
(36.6) |
(341.1) |
(377.7) |
iPath S&P GSCI Crude Oil TR Index ETN |
42 |
|
| 43 |
PowerShares DB Oil |
DBO |
0 |
12 |
(0.64) |
(5.13) |
(2.95) |
(6.96) |
12.46 |
(9.64) |
(13.64) |
(3.76) |
(15.33) |
(13.64) |
(5.85) |
(2.84) |
37.72 |
0.08 |
(34.9) |
(26.6) |
(12.0) |
(45.1) |
(61.3) |
(27.3) |
(5.9) |
(55.5) |
(34.0) |
(21.4) |
(15.2) |
(27.7) |
(34.9) |
(31.5) |
(31.5) |
(332.8) |
(364.3) |
PowerShares DB Oil |
43 |
|
| 44 |
iPath DJ-UBS Lead TR Sub-Idx ETN |
LD |
0 |
31 |
(0.40) |
(12.52) |
(4.08) |
(0.73) |
15.74 |
(13.46) |
(29.23) |
(3.32) |
(18.88) |
(29.23) |
(2.41) |
0.00 |
0.00 |
0.00 |
(44.1) |
(28.8) |
0.0 |
(39.8) |
(75.5) |
(58.5) |
(2.4) |
(73.1) |
(17.1) |
(56.1) |
(12.9) |
(36.6) |
(44.1) |
(45.5) |
(45.5) |
(438.7) |
(484.1) |
iPath DJ-UBS Lead TR Sub-Idx ETN |
44 |
|
| 45 |
iPath DJ-UBS Aluminum TR Sub-Idx
ETN |
JJU |
0 |
38 |
(9.68) |
(20.00) |
(11.91) |
(11.59) |
4.79 |
(7.11) |
(16.51) |
(4.89) |
(18.24) |
(16.51) |
11.18 |
0.00 |
0.00 |
0.00 |
(38.4) |
(32.9) |
0.0 |
(58.7) |
(73.0) |
(33.0) |
11.2 |
(84.1) |
(39.9) |
(44.2) |
(25.0) |
(42.1) |
(38.4) |
(31.6) |
(31.6) |
(504.8) |
(536.4) |
iPath DJ-UBS Aluminum TR Sub-Idx ETN |
45 |
|
| 46 |
PowerShares DB Base Metals |
DBB |
0 |
14 |
(7.57) |
(12.49) |
(11.22) |
(11.82) |
5.25 |
(6.58) |
(20.00) |
(5.71) |
(20.04) |
(20.01) |
19.44 |
(10.21) |
29.90 |
(0.25) |
(42.3) |
(37.2) |
(18.4) |
(68.5) |
(80.2) |
(40.0) |
19.4 |
(99.6) |
(40.1) |
(59.5) |
(30.4) |
(49.8) |
(42.3) |
(33.6) |
(33.6) |
(597.6) |
(631.2) |
PowerShares DB Base Metals |
46 |
|
| 47 |
iPath DJ-UBS Ind Metals TR Sub-Idx
ETN |
JJM |
0 |
29 |
(8.66) |
(15.69) |
(12.24) |
(13.17) |
6.45 |
(6.00) |
(15.93) |
(5.80) |
(20.68) |
(15.93) |
18.42 |
0.00 |
0.00 |
0.00 |
(41.4) |
(38.1) |
0.0 |
(69.6) |
(82.7) |
(31.9) |
18.4 |
(101.1) |
(50.9) |
(50.3) |
(31.5) |
(50.6) |
(41.4) |
(32.1) |
(32.1) |
(606.8) |
(638.9) |
iPath DJ-UBS Ind Metals TR Sub-Idx ETN |
47 |
|
| 48 |
iPath DJ-UBS Copper TR Sub-Idx ETN |
JJC |
0 |
35 |
(9.21) |
(13.49) |
(11.12) |
(12.91) |
0.68 |
(4.24) |
(14.69) |
(6.82) |
(19.11) |
(14.69) |
23.67 |
0.00 |
0.00 |
0.00 |
(41.0) |
(39.6) |
0.0 |
(81.8) |
(76.4) |
(29.4) |
23.7 |
(100.1) |
(47.1) |
(53.1) |
(36.4) |
(50.1) |
(41.0) |
(27.4) |
(27.4) |
(600.7) |
(628.0) |
iPath DJ-UBS Copper TR Sub-Idx ETN |
48 |
|
| 49 |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
JJN |
0 |
27 |
(15.78) |
(27.19) |
(24.64) |
(23.31) |
12.03 |
(1.24) |
3.39 |
(8.25) |
(23.55) |
3.38 |
23.46 |
0.00 |
0.00 |
0.00 |
(40.7) |
(48.3) |
0.0 |
(99.0) |
(94.2) |
6.8 |
23.5 |
(117.7) |
(101.0) |
(16.7) |
(46.8) |
(58.8) |
(40.7) |
(21.3) |
(21.3) |
(706.0) |
(727.3) |
iPath DJ-UBS Nickel TR Sub-Idx ETN |
49 |
|
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