NDX EOD w/ BLB

Reducing short position to 50% for Monday's action.

 

(Through 6/22/07)
NDX Wk 25: -1.054%
NDX Q1: +0.880%
NDX YTD: +9.394%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)

BLB Wk 25: +2.205%
BLB Q1: +1.310%
BLB YTD: +7.539%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)
AME* : 61.5/109 = .564

Days Invested: 68
Days in Cash: 41

BLB Portfolio Stats:
Up Weeks: 16 - Largest: +2.205% - Average: +0.702%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 4 - Largest: +1.515% - Average: +1.027%
Down Months: 1 - Largest: -0.129% - Average: -0.129%

IRR: +16.50%

Portfolio Value: $10,753.94

Capital Gains: +$636.64
Interest Income: +$117.30

*Average Market Exposure; NDX = 1.0

 

Trading short position to CASH for Wednesday.

 

Back to 100% short for Thursday.

 

(Through 6/29/07)

NDX Wk 26: -0.633%
NDX Q1: +0.880%
NDX Q2: +9.126%
NDX YTD: +10.086%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)

BLB Wk 26: +0.434%
BLB Q1: +1.310%
BLB Q2: +6.610%
BLB YTD: +8.006%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)

AME* : 64.5/114 = .566

Days Invested: 72
Days in Cash: 42

BLB Portfolio Stats:
Up Weeks: 17 - Largest: +2.205% - Average: +0.686%
Down Weeks: 9 - Largest: -1.440% - Average: -0.447%
Up Months: 5 - Largest: +3.819% - Average: +1.585%
Down Months: 1 - Largest: -0.129% - Average: -0.129%

IRR: +16.80%
AdjIRR**: +29.68%

Portfolio Value: $10,800.63

Capital Gains: +$679.73
Interest Income: +$120.90

*Average Market Exposure; NDX = 1.0
** AdjIRR = IRR/AME

 

Graph: 6 Month IRR Breakdown by Security

 

All funds from SOPIX to USPIX for Friday's action.

 

(Through 7/6/07)

NDX Wk 27: +2.803%
NDX Q1: +0.880%
NDX Q2: +9.126%
NDX YTD: +13.172%
NDX Max Drawdown: -7.225% (2/22/07-3/5/07)

BLB Wk 27: -2.940%
BLB Q1: +1.310%
BLB Q2: +6.610%
BLB YTD: +4.831%
BLB Max Drawdown: -3.226% (4/10/07-5/15/07)

AME* : 69.5/118 = .589

Days Invested: 76
Days in Cash: 42

BLB Portfolio Stats:
Up Weeks: 17 - Largest: +2.205% - Average: +0.686%
Down Weeks: 10 - Largest: -2.940% - Average: -0.696%
Up Months: 5 - Largest: +3.819% - Average: +1.585%
Down Months: 1 - Largest: -0.129% - Average: -0.129%

IRR: +9.50%
AdjIRR**: +16.12%

Portfolio Value: $10,483.13

Capital Gains: +$362.23
Interest Income: +$120.90

*Average Market Exposure; NDX = 1.0
** AdjIRR = IRR/AME

Terrible.

 

BLB update:
Portfolio assets still in USPIX position trade.
YTD: +5.31%

"It's better to be a dog in a peaceful time than be a man in a chaotic period" - Chinese proverb

 

Chart attached.