The following selections were specifically chosen to permit the investor to construct a portfolio, which provides both rising and falling Market profitability.
Our 25 years of experience tells us that an investment programme dedicated to exploiting only Bull Markets can result in tragic consequences. Thus, various combinations of these allocations can achieve varying degrees of effectiveness in Bull or Bear Market phases.
We have coded the names of these firms to protect our intellectual property until a Systems Licensing Agreement is established. Below are four different data attributes of the three Managers over the 60 months ending 31 December 2000.
|
Positive Month Performance
(S&P @ 161.21) |
Negative Month Performance
(S&P @ -78.07) |
| Manager UJ Manager UP Manager UA |
274.94 190.41 297.01 |
Manager UJ Manager UP Manager UA |
(108.12) (225.31) (131.96) |
|
Performance during S&P
Negative Months
(S&P @ -78.07) |
Cumulative Results
(S&P @ 214.36) |
| Manager UJ Manager UP Manager UA |
(25.91) 137.20 15.69 |
Manager UJ Manager UP Manager UA |
438.84 54.99 413.94 |
Based on the previously presented data attributes
and the charts, we can begin
to see how an investor's risk/return or market orientation can be embodied
with certain combinations.
|
BIAS
|
MANAGER
|
RATIO
|
| BULLISH | UA / UJ |
50%/50%
60%/40% 70%/30% |
| UA/UJ/UP |
50%/40%/10%
|
|
| NEUTRAL | UA/UJ/UP |
40%/40%/20%
or 50%/30%/20% |
| BEARISH | UP/UA/UJ |
50%/30%/20%
or 60%/30%/10% or 70%/20%/10% |