Thursday, September 16, 2010

Covestor Opportunistic Model: Outperforming SP500 by 16.32%

Thought I'd just pass along the stats from the Covestor Opportunistic Model that has now been live for a little more then 7 months. So far the market has been virtually flat during that period only gaining 2.5% while the model is up nearly 17%. Looks like its adding another 40-50 bps today.

This model is a very aggressive model that attempts to make huge alpha via the use of leverage and shorts in addition to the traditional long positions in the Growth Portfolio tracked via that has out gained the SP500 by an average 12% per annum over the some 27 months of tracking. See info on the different Portfolio options on the right hand column under Portfolio Management.

Looking into the prospects of putting the Growth and Net Payout Yield Portfolios as investable options on Targeting mid - October to have them active. While the Growth Portfolio is aggressive, both models will be open to IRAs with the Net Payout Yield Portfolio being a very attractive, conservative option for retirement money. Please email me at with any questions or suggestions.

Below table pasted from Please click on the link above to check it out.

Inception Feb 03, 2010 Manager*
S&P 500 Avg. Sub.
Month to date (%) 22.07 7.22 21.42
1 month (%) -13.46 -4.74 -13.07
3 month (%) -11.10 -3.68 -11.12
Annualized since inception (%) 28.89 4.16 -
Since inception (%) 16.85 2.53 n/a
Sharpe (since inception) 0.51 0.20 n/a

* Includes trades that fail Covestor Trading Rules
Past performance is not indicative of future performance

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