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| Total Value: $2,555,155.73 |
Cash Value: $5,469,042.73 |
Stock Value: -$2,913,887.00 |
Shares: 100,000 |
Price: $25.55 |
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| Max Short: $2,188,165.71 |
Excess Margin: $1,677,410.84 |
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| Fund Performance for pinball |
May 24, 2012 |
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fund information |
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| Fund
Manager:
pinball |
Inception:
Jul 31, 2005 |
| Description: |
| Short fund that utilizes same programs as my extreme value fund, but of course a very different selection algorithm.
This fund will be short companies that i have marked down as real estate related.
The fund will be liquidated when i think real estate has bottomed out. at that time i might continue the fund using the same algorithm, but fed the entire market.
The fund will probably be highly profitable from somewhere in 2006 and 4-6 years going forward
change 8-oct-2005:
i reduced the amount invested in each stock, to avoid too many days of non compliance. Now i will invest at most 7% in a stock, and reduce the amount invested to 8% if the position rises above 9%.
The prior values were invest at 9% , reduce if above 9.5% and reduce to 9.5%
This will probably put a few more positions into the portfolio, these positions might not be very good shorts, as i will almost be shorting half the universe that i am looking in.
change 17-apr-2007:
i expanded the list of companies that are considered, thus the portfolio has changed a bit as of today. Alle else is the same. Performance going forward should of course be even better than until now. I would expect this strategy to perform very well at least 2007 and 2008.
change 18-apr-2007: portfolio optimization changed, will result in a few more trades, and a little more alpha. |
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Club Memberships |
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recent returns
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| RETURNS |
| Last Week |
-2.69% |
| Last Month |
5.93% |
| Last 3 Months |
2.55% |
| Last 6 Months |
-15.65% |
| Last 12 Months |
-2.17% |
| Last 2 Years |
-13.92% |
| Last 3 Years |
-28.63% |
| Last 5 Years |
76.83% |
| Since Inception |
155.52% |
| (Annualized) |
14.74% |
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| S&P500 RETURNS |
| Last Week |
1.24% |
| Last Month |
-3.15% |
| Last 3 Months |
-2.78% |
| Last 6 Months |
15.24% |
| Last 12 Months |
2.24% |
| Last 2 Years |
28.23% |
| Last 3 Years |
58.46% |
| Last 5 Years |
-2.83% |
| Since Inception |
22.58% |
| (Annualized) |
3.03% |
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| RETURNS
VS S&P500 |
| Last Week |
-3.92% |
| Last Month |
9.08% |
| Last 3 Months |
5.33% |
| Last 6 Months |
-30.89% |
| Last 12 Months |
-4.41% |
| Last 2 Years |
-42.15% |
| Last 3 Years |
-87.10% |
| Last 5 Years |
79.66% |
| Since Inception |
132.94% |
| (Annualized) |
11.71% |
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fund rankings |
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| ALL
RANKINGS FOR Short Real Estate related |
| Date |
1 Month |
3 Months |
6 Months |
1 Year |
| Sep 30, 2005 |
61.5% |
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| Dec 31, 2005 |
64.2% |
#3  |
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| Mar 31, 2006 |
22.1% |
16.6% |
#42 |
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| Jun 30, 2006 |
89.5% |
#17 |
#11 |
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| Sep 29, 2006 |
18.3% |
#78 |
#14 |
#4 |
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| Dec 29, 2006 |
19.5% |
8.3% |
29.2% |
#23 |
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| Mar 30, 2007 |
90.9% |
#26 |
62.4% |
#7 |
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| Jun 29, 2007 |
92.7% |
#14 |
#9 |
#16 |
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| Sep 28, 2007 |
76.4% |
#56 |
#14 |
#17 |
#2 |
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| Dec 31, 2007 |
82.2% |
#47 |
#25 |
#6 |
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| Mar 31, 2008 |
13.9% |
35.0% |
#57 |
#20 |
#4 |
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| Jun 30, 2008 |
63.1% |
70.5% |
68.5% |
#37 |
#13 |
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| Sep 30, 2008 |
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6.0% |
13.0% |
58.2% |
#19 |
#4 |
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| Dec 31, 2008 |
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| Mar 31, 2009 |
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| Jun 30, 2009 |
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| Sep 30, 2009 |
81.3% |
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| Dec 31, 2009 |
36.9% |
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| Mar 31, 2010 |
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#91 |
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| Jun 30, 2010 |
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| Sep 30, 2010 |
79.7% |
#42 |
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| Dec 31, 2010 |
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#80 |
#44 |
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| Mar 31, 2011 |
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| Jun 30, 2011 |
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| Sep 30, 2011 |
52.3% |
42.7% |
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| Dec 31, 2011 |
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N/C = "Not Compliant",
and means Short Real Estate related wasn't compliant for that period.
A
blue star means Short Real Estate related was in
the top 100 funds for that period.
 A
green star means Short Real Estate related was in
the top 25%.
The numbers above are the percentage of compliant funds that Short Real Estate related
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 |
22.61% |
| Beta |
-1.06 |
| R-Squared |
0.58 |
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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
pinball. 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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