For the period ended 31 March 2009, my Marketocracy fund beat 97.8% of the participants. Thankfully, the record for the period ended 30 June 2009 saw my fund improving further to beat 99.4% of the participating funds.
On a year to date basis, the S&P 500 recorded a 16.19% return, while the Nasdaq secured 30.47% and the Dow notched a 8.35% return. My Marketocracy portfolio obtained a 67.09% return. Previous update:http://malaysiafinance.blogspot.com/2009/09/marketocracy-portfolio-update-10.htmlAs mentioned before, the objective of the portfolio was to beat the S&P 500 consistently over time. Modern finance subscribe to the theory that over time stocks offer superior returns - that being the case, as long as you outperform the benchmark index, you will register superior long term performance. Hence it is useful to look at the performance relative to the S&P 500. Over the last 3 months, the fund managed to outperform the S&P 500 by 0.17%; over the past 6 months the outperformance was more pronounced by 20.36% (and these are in percentage points); and over the last 12 months, the outperformance was by 50.47%.The Salvador Fund line in orange. The m100 line is the aggregate performance tracking the top 100 funds in Marketocracy. The comparison is stark but to be fair, this portfolio will need another 1.5 years before we can safely say its a superior long term performer.| Value: $1,189,962.39 | Cash: $184,487.93 | Stock Value: $1,005,474.46 |
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NAV: $11.90
 |  SMF |  m100 |  S&P 500 |  DJIA |  Nasdaq |
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 | recent returns vs. major indexes |  | |
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| Beating | QTD | YTD |
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| SMF |
| -3.07% | 67.09% | | S&P 500 |  | -2.57% | 16.19% | | DOW | | -2.09% | 8.35% | | Nasdaq | | -3.06% | 30.47% | | | |
| | recent returns | | |
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| | RETURNS | | Last Week | -2.42% | | Last Month | 5.66% | | Last 3 Months | 15.66% | | Last 6 Months | 43.98% | | Last 12 Months | 41.83% | | Last 2 Years | N/A | | Last 3 Years | N/A | | Last 5 Years | N/A | | Since Inception | 20.41% | | (Annualized) | 16.91% | |
| | | S&P500 RETURNS | | Last Week | -1.96% | | Last Month | 3.34% | | Last 3 Months | 15.49% | | Last 6 Months | 23.62% | | Last 12 Months | -8.90% | | Last 2 Years | N/A | | Last 3 Years | N/A | | Last 5 Years | N/A | | Since Inception | -15.52% | | (Annualized) | -13.23% | |
| | | RETURNS VS S&P500 | | Last Week | -0.46% | | Last Month | 2.32% | | Last 3 Months | 0.17% | | Last 6 Months | 20.36% | | Last 12 Months | 50.74% | | Last 2 Years | N/A | | Last 3 Years | N/A | | Last 5 Years | N/A | | Since Inception | 35.93% | | (Annualized) | 30.13% | |
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| | alpha/beta vs. S&P500 | | |
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| | Alpha | 37.09% | | Beta | 1.17 | | R-Squared | 0.81 | |
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| | turnover | | |
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| | Last Month | 26.26% | | Last 3 Months | 76.70% | | Last 6 Months | 234.45% | | Last 12 Months | 383.98% | | | | |
| | Symbol | Price | Shares | Portion of Fund | Gains | Inception Return | | MGM | $10.71 | 4,500 | 4.00% | $57,854.44 | 64.43% | | BDD | $11.35 | 5,000 | 4.71% | $31,321.28 | 31.80% | Details | | F | $6.97 | 10,000 | 5.79% | $38,279.58 | 22.55% | Details | | QSII | $61.08 | 1,500 | 7.61% | $23,182.77 | 19.32% | Details | | KBW | $31.09 | 4,500 | 11.62% | $17,729.87 | 14.51% | Details | | STAR | $24.93 | 3,500 | 7.25% | $3,620.16 | 4.33% |
| | NYB | $11.42 | 6,000 | 5.69% | $2,787.27 | 4.24% | | PLD | $11.23 | 8,118 | 7.57% | $1,606.20 | 1.79% | | AGEN | $2.07 | 30,000 | 5.16% | -$3,528.54 | -5.38% | | LOW | $20.36 | 3,500 | 5.92% | -$4,865.00 | -6.39% | Details | | STEC | $27.24 | 3,000 | 6.79% | -$5,582.90 | -6.39% | Details | | PHM | $10.62 | 8,000 | 7.06% | -$13,368.32 | -13.60% | Details | | |
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p/s photo: Preity Zinta
Title: Marketocracy Portfolio Update - 2 October 2009
Posted by:Iwanr
Published :2009-10-02T17:36:00-07:00
Rating: 3.5
Reviewer: 5 Reviews
Marketocracy Portfolio Update - 2 October 2009
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