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| Total Value: $3,042,988.55 |
Cash Value: $1,263,204.83 |
Stock Value: $1,779,783.72 |
Shares: 100,000 |
Price: $30.43 |
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| Fund Performance for jurac |
May 22, 2012 |
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fund information |
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| Fund
Manager:
jurac |
Inception:
Jul 30, 2002 |
| Description: |
| The fund primarily invests in companies
that develop disruptive technologies with a potential to change the world as we know it. Inherently, the value of such a company is difficult to estimate: a great 'concept' might never materialize into a marketable product, and even the leading edge product might not translate into shareholder value. The irrational hype and fear often govern the price movements and cause frequent mispricing. A quantitative model for selecting stocks with the most favorable Return/Risk ratio is based on the fundamental metrics. Different scenarios for forward sales and their impact on the earnings and the stock price are examined.
The underlying science and the viability of a technology involved are often assessed after consulting the experts in the filed (mostly MIT labs, spin-offs and alumni). If the sector becomes pricey and enough candidates could not be identified, alternative investment strategies will be used, including large cash/bond-ETF positions.
The fund manager, Slobodan Jurac, Ph. D., is a Research Scientist at the Massachusetts Institute of Technology: http://space.mit.edu/~jurac/ slojurac@yahoo.com
____________________________________________________________________________________________________ UPDATE, Aug 2003:
Recently, technology represents less than a half of the fund’s holdings, as it is becoming increasingly difficult to find reasonably priced assets in that universe. A large portion of the current holdings consists of stocks that will benefit from the economic recovery, i.e. those that are expected to appreciate the most for the smallest increase in sales, based on discounted forward cash flow. ____________________________________________________________________________________________________ UPDATE, Jan 2004: Due to time constraints this is the last quarter the fund will be micro-managed on a daily basis. Subsequently, it will become a standard buy-and-hold fund with reduced turnover. Although skeptical at the beginning, now I believe that substantial excess returns vs. the benchmark index are possible in a turbulent market. The price for outperforming the benchmark with a comparable volatility/risk is being paid in a high turnover. Unfortunatelly, no single strategy worked for very long and every quarter or two a different market inefficiency had to be chased -- which was much harder and more labor intensive than anticipated.
___________________________________________________________________________________________________ UPDATE, May 2005:
Disruptive technologies represent 1/3 of the funds holdings.
Due to unaccounted dividends and other errors, the fund's stated NAV is a few % below the actual NAV. |
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Club Memberships |
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fund positions by sector
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| Color |
Name |
Portion |
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Financials |
21% |
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Health Care |
59% |
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Industrials |
1% |
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Unclassified |
19% |
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fund positions by style |
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| Color |
Name |
Portion |
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Mid Cap Blend |
10% |
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Micro Cap Growth |
24% |
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Micro Cap Value |
60% |
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Value |
Blend |
Growth |
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| Large |
0% | 0% | 0% | 0% |
| Medium |
0% | 10% | 0% | 10% |
| Small |
0% | 0% | 0% | 0% |
| Micro |
60% | 0% | 24% | 84% |
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60% | 10% | 24% |
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recent returns
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| RETURNS |
| Last Week |
0.74% |
| Last Month |
0.14% |
| Last 3 Months |
-9.26% |
| Last 6 Months |
5.19% |
| Last 12 Months |
-21.37% |
| Last 2 Years |
-27.18% |
| Last 3 Years |
-23.85% |
| Last 5 Years |
-37.82% |
| Since Inception |
204.30% |
| (Annualized) |
12.00% |
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| S&P500 RETURNS |
| Last Week |
-1.01% |
| Last Month |
-4.28% |
| Last 3 Months |
-2.49% |
| Last 6 Months |
14.57% |
| Last 12 Months |
2.16% |
| Last 2 Years |
26.21% |
| Last 3 Years |
57.95% |
| Last 5 Years |
-2.62% |
| Since Inception |
77.58% |
| (Annualized) |
6.02% |
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| RETURNS
VS S&P500 |
| Last Week |
1.75% |
| Last Month |
4.42% |
| Last 3 Months |
-6.77% |
| Last 6 Months |
-9.38% |
| Last 12 Months |
-23.53% |
| Last 2 Years |
-53.39% |
| Last 3 Years |
-81.79% |
| Last 5 Years |
-35.20% |
| Since Inception |
126.72% |
| (Annualized) |
5.98% |
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fund rankings |
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 DISRUPTIVE TECHNOLOGIES has been in the m100 (the list of the overall top 100 funds on our site)
24
times |
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| ALL
RANKINGS FOR DISRUPTIVE TECHNOLOGIES |
| Date |
1 Month |
3 Months |
6 Months |
1 Year |
| Dec 31, 2002 |
3.0% |
#6  |
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| Mar 31, 2003 |
80.5% |
47.5% |
#7 |
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| Jun 30, 2003 |
19.8% |
#79 |
98.4%  |
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| Sep 30, 2003 |
99.8% |
#18 |
#11 |
#3 |
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| Dec 31, 2003 |
85.0% |
91.5% |
#35 |
#16 |
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| Mar 31, 2004 |
81.9% |
87.6% |
94.2% |
#19 |
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| Jun 30, 2004 |
5.4% |
94.5% |
96.8% |
#6 |
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| Sep 30, 2004 |
18.1% |
12.0% |
39.1% |
85.9% |
#2 |
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| Dec 31, 2004 |
99.9% |
#26 |
98.4% |
#72 |
#6 |
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| Mar 31, 2005 |
N/C |
2.8% |
88.5% |
66.9% |
#10 |
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| Jun 30, 2005 |
N/C |
N/C |
N/C |
N/C |
N/C |
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| Sep 30, 2005 |
90.0% |
98.0% |
95.6% |
95.9% |
95.8% |
#3 |
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| Dec 31, 2005 |
94.0% |
#100 |
N/C |
87.8% |
98.3% |
#6 |
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| Mar 31, 2006 |
21.7% |
55.6% |
95.5% |
97.7% |
97.4% |
#9 |
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| Jun 30, 2006 |
0.4% |
16.0% |
20.5% |
96.7% |
90.5% |
#34 |
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| Sep 29, 2006 |
27.2% |
5.8% |
4.1% |
60.3% |
92.3% |
94.1% |
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| Dec 29, 2006 |
2.2% |
41.0% |
5.4% |
3.4% |
66.6% |
91.0% |
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| Mar 30, 2007 |
N/C |
40.3% |
37.9% |
5.0% |
76.9% |
80.4% |
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| Jun 29, 2007 |
92.7% |
75.3% |
64.1% |
14.5% |
87.3% |
76.6% |
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| Sep 28, 2007 |
10.7% |
44.8% |
63.0% |
57.3% |
62.9% |
86.8% |
#4 |
| Dec 31, 2007 |
N/C |
44.5% |
43.4% |
52.7% |
15.4% |
42.0% |
#24 |
| Mar 31, 2008 |
97.1% |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Jun 30, 2008 |
N/C |
23.8% |
64.4% |
54.8% |
31.4% |
79.7% |
96.2% |
| Sep 30, 2008 |
23.6% |
86.3% |
78.9% |
89.9% |
82.0% |
73.8% |
94.4% |
| Dec 31, 2008 |
99.2% |
90.4% |
93.5% |
95.3% |
92.8% |
61.2% |
96.1% |
| Mar 31, 2009 |
N/C |
65.0% |
90.7% |
93.0% |
95.0% |
66.9% |
95.3% |
| Jun 30, 2009 |
99.9% |
90.3% |
89.4% |
99.4% |
98.7% |
94.2% |
95.8% |
| Sep 30, 2009 |
1.0% |
12.8% |
69.4% |
95.4% |
98.9% |
96.4% |
97.4% |
| Dec 31, 2009 |
1.3% |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Mar 31, 2010 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Jun 30, 2010 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Sep 30, 2010 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Dec 31, 2010 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Mar 31, 2011 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Jun 30, 2011 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Sep 30, 2011 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
| Dec 31, 2011 |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
N/C |
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N/C = "Not Compliant",
and means DISRUPTIVE TECHNOLOGIES wasn't compliant for that period.
A
blue star means DISRUPTIVE TECHNOLOGIES was in
the top 100 funds for that period.
A
green star means DISRUPTIVE TECHNOLOGIES was in
the top 25%.
The numbers above are the percentage of compliant funds that DISRUPTIVE TECHNOLOGIES
beat in the given time period, unless it was in the top 100 for that
period, in which case the number displays your rank. |
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alpha/beta vs. S&P500
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| For an explanation of alpha and beta, see the entry for "beta" in our glossary. |
| Alpha |
9.12% |
| Beta |
1.11 |
| R-Squared |
0.24 |
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turnover
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| Last Month |
0.00% |
| Last 3 Months |
0.00% |
| Last 6 Months |
0.00% |
| Last 12 Months |
0.00% |
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about this fund profile |
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The fund profiled is managed by
jurac. It is a virtual fund on Marketocracy's website www.marketocracy.com that began with $1 million in cash and a Net Asset Value (NAV) of $10 per share.
Marketocracy is the only financial website where you can simulate running your own mutual fund and accurately compare your investing skill to professionally managed mutual funds and other investors. At Marketocracy, you can manage a $1 million virtual portfolio and make trades in an environment that mirrors the trading activity of the real stock market. Our portfolio management tools help you discover your investing strengths and weaknesses and help you become a better investor. You can try different investment strategies and styles to see what works best for you in a virtual environment first, before you invest your real money. It's a great place to learn, and a great place to prove your talent.
If your track record turns out to be one of the best, you will receive special privileges on our website and the best of the best get paid. If you're serious about investing or want to become a better investor, you'll want to signup for a free basic membership and start running your own fund. |
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[ To signup for your own virtual fund click here ]
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Who is Marketocracy?
Marketocracy Data Services is a research company whose mission is to find the best investors in the world and then track, analyze, and evaluate their trading activity. The company's affiliate, Marketocracy Capital Management, is the investment advisor for the Marketocracy family of mutual funds and uses the research generated by Marketocracy Data Services.
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