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| Total Value: $1,123,110.41 |
Cash Value: $54,179.60 |
Stock Value: $1,068,930.81 |
Shares: 100,000 |
Price: $11.23 |
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| Fund Performance for rjvanden |
September 01, 2010 |
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fund information |
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| Fund
Manager:
rjvanden |
Inception:
Jan 24, 2005 |
| Description: |
| The overarching goal is to build a portfolio that resembles a real long-only equity fund that beats the S&P 500. I am not focused on the m100 as the funds that are typically in the m100 are not generally representative of real products.
As for the fund - there are two steps - macro and micro. The macro environment establishes which way the tide is going, and provides "the world within which to operate" so to speak. After that, macro possibilities and stock selection use an "expected value" framework by asking "what could happen if..." in different scenarios and then those outcomes are weighted realizing that there's alot of art here.
Some stocks may do quite poorly, but the idea is that in theory the magnitude of the losses will be more than made up for with winners. Virtually all typical "styles" could be employed with the idea that expectations matter most - both implied expectations (most important) and published street expectations. Sometimes low expectations stocks still have expectations that are too high and vice versa for high expectations stocks (they can still be too low). Are those expectations beatable? If they are perceived to have the capability to do so, based on a probability of outcomes, there could be a basis for a bet. Sentiment comes into play as well, but is related heavily to the above two factors. Lastly - shorter term trading decisions are made using less traditional technical analysis that I have mostly shamelessly borrowed and tested to ensure that the odds are in my favor (but I won't give out the secrets). |
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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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Consumer Discretionary |
19% |
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Consumer Staples |
6% |
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Energy |
9% |
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Financials |
10% |
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Health Care |
2% |
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Industrials |
16% |
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Information Technology |
8% |
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Materials |
22% |
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Utilities |
5% |
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Unclassified |
3% |
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fund positions by style |
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| Color |
Name |
Portion |
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Large Cap Growth |
24% |
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Large Cap Blend |
11% |
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Large Cap Value |
13% |
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Mid Cap Growth |
25% |
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Mid Cap Blend |
3% |
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Mid Cap Value |
12% |
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Small Cap Growth |
4% |
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Micro Cap Growth |
7% |
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Value |
Blend |
Growth |
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| Large |
13% | 11% | 24% | 48% |
| Medium |
12% | 3% | 25% | 40% |
| Small |
0% | 0% | 4% | 4% |
| Micro |
0% | 0% | 7% | 7% |
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25% | 14% | 60% |
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recent returns
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| RETURNS |
| Last Week |
3.10% |
| Last Month |
-4.81% |
| Last 3 Months |
-2.48% |
| Last 6 Months |
-5.52% |
| Last 12 Months |
10.48% |
| Last 2 Years |
-5.37% |
| Last 3 Years |
-23.01% |
| Last 5 Years |
6.49% |
| Since Inception |
12.31% |
| (Annualized) |
2.09% |
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| S&P500 RETURNS |
| Last Week |
2.43% |
| Last Month |
-3.81% |
| Last 3 Months |
-1.54% |
| Last 6 Months |
-4.19% |
| Last 12 Months |
10.46% |
| Last 2 Years |
-11.63% |
| Last 3 Years |
-21.54% |
| Last 5 Years |
-1.45% |
| Since Inception |
4.34% |
| (Annualized) |
0.76% |
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| RETURNS
VS S&P500 |
| Last Week |
0.67% |
| Last Month |
-1.01% |
| Last 3 Months |
-0.94% |
| Last 6 Months |
-1.34% |
| Last 12 Months |
0.03% |
| Last 2 Years |
6.26% |
| Last 3 Years |
-1.47% |
| Last 5 Years |
7.94% |
| Since Inception |
7.97% |
| (Annualized) |
1.33% |
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fund rankings |
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For the six month period ending
June 30, 2010 RVB Value and Income outperformed 56.9% of the other funds on our site. |
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| ALL
RANKINGS FOR RVB Value and Income |
| Date |
1 Month |
3 Months |
6 Months |
1 Year |
| Jun 30, 2005 |
56.2% |
85.9%  |
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| Sep 30, 2005 |
51.9% |
34.5% |
60.3% |
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| Dec 31, 2005 |
45.3% |
57.2% |
41.3% |
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| Mar 31, 2006 |
20.9% |
43.4% |
49.3% |
55.0% |
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| Jun 30, 2006 |
85.8% |
95.0% |
83.1% |
70.9% |
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| Sep 29, 2006 |
85.9% |
92.4% |
99.2% |
94.4% |
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| Dec 29, 2006 |
79.3% |
64.3% |
91.4% |
93.9% |
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| Mar 30, 2007 |
65.9% |
61.0% |
65.9% |
97.2% |
89.2% |
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| Jun 29, 2007 |
59.5% |
48.5% |
56.6% |
85.4% |
82.9% |
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| Sep 28, 2007 |
23.7% |
57.3% |
55.1% |
63.1% |
88.1% |
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| Dec 31, 2007 |
68.4% |
15.5% |
28.1% |
35.4% |
73.7% |
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| Mar 31, 2008 |
26.2% |
47.7% |
19.5% |
30.7% |
72.0% |
71.3% |
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| Jun 30, 2008 |
22.3% |
33.1% |
34.5% |
25.3% |
48.0% |
59.7% |
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| Sep 30, 2008 |
68.2% |
62.8% |
53.0% |
27.9% |
36.0% |
70.0% |
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| Dec 31, 2008 |
14.2% |
63.2% |
66.2% |
58.1% |
41.4% |
68.3% |
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| Mar 31, 2009 |
79.9% |
33.1% |
49.6% |
52.9% |
35.0% |
65.4% |
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| Jun 30, 2009 |
46.1% |
42.0% |
32.4% |
57.1% |
31.4% |
48.2% |
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| Sep 30, 2009 |
54.5% |
85.0% |
65.6% |
68.1% |
40.4% |
47.0% |
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| Dec 31, 2009 |
41.1% |
29.5% |
71.8% |
48.3% |
56.9% |
39.0% |
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| Mar 31, 2010 |
88.1% |
93.1% |
81.3% |
74.7% |
78.6% |
52.6% |
81.5% |
| Jun 30, 2010 |
13.3% |
15.9% |
56.9% |
72.8% |
69.0% |
41.8% |
67.8% |
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N/C = "Not Compliant",
and means RVB Value and Income wasn't compliant for that period.
 A
blue star means RVB Value and Income was in
the top 100 funds for that period.
A
green star means RVB Value and Income was in
the top 25%.
The numbers above are the percentage of compliant funds that RVB Value and Income
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 |
1.49% |
| Beta |
0.99 |
| R-Squared |
0.89 |
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turnover
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| Last Month |
3.17% |
| Last 3 Months |
17.28% |
| Last 6 Months |
41.24% |
| Last 12 Months |
88.75% |
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about this fund profile |
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The fund profiled is managed by
rjvanden. 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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[ For more information about Marketocracy ]
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