Model Portfolio Historical Performance

Model Portfolio Performance vs. Dow Jones Wilshire 5000^® Total Market Index

The AlphaProfit Focus model portfolio and AlphaProfit Core model portfolio were initiated on December 31, 1993, each with $50,000. No additional capital is invested. All capital gain and dividend distributions are reinvested in the fund in which they are paid. Investments in the Focus and Core Portfolios valued $1,653,012 and $769,239 as of December 31, 2007, respectively, translating into compound annual returns of 28.4% and 21.6%, respectively. In comparison, the Dow Jones Wilshire 5000 index had a compound average annual return of 10.4% resulting in a $200,667 value from a $50,000 investment.

The above figures reflect pre-tax performance before accounting for the one-time 3% front-end load charged by Fidelity Investments on new money invested in Fidelity Select funds. On September 23, 2003, Fidelity Investments eliminated this 3% front-end load for deposits in Fidelity Select funds. Exchanges required to periodically reposition the portfolios are completed on the Internet in a cost-free manner.

See:  AlphaProfit Model Portfolio Annual ReturnsAlphaProfit Model Portfolio Performance Highlights
AlphaProfit Model Portfolio Rolling Three Year ReturnsMutual Fund Rating Track Record

Period Returns and Risk Adjusted Performance vs. Dow Jones Wilshire 5000

The Focus and Core Model Portfolios have outperformed the Dow Jones Wilshire 5000 index on the basis of absolute returns as well as risk-adjusted returns.

Portfolio	Cumulative Return			Compound Annual Return			Risk*		Risk-Adjusted Return**
	3 Year	5 Year	Inception	3 Year	5 Year	Inception	5 Year	Inception	5 Year	Inception
Focus	59.7%	198.8%	3206.0%	16.9%	24.5%	28.4%	9.5%	11.6%	1.10	1.02
Core	48.3%	132.6%	1438.5%	14.0%	18.4%	21.6%	6.3%	8.5%	1.18	1.01
Benchmark:
DJ Wilshire 5000	30.3%	93.1%	301.3%	9.2%	14.1%	10.4%	6.2%	8.8%	0.88	0.39

^* Risk is measured using the standard deviation of returns. Lower standard deviation implies lower risk.

^** Risk-adjusted return is measured using the Sharpe ratio. This ratio is calculated using the formula, (portfolio return minus risk free return)/standard deviation of portfolio return. The return on the Vanguard® Prime Money Market Fund is used as a measure of risk free return. Higher Sharpe Ratio implies superior risk-adjusted performance.

See:  AlphaProfit Model Portfolio Historical Holdings

Subscribe to the AlphaProfit Sector Investors' Newsletter to keep up your portfolio!

This page is best viewed in 1024 by 768 pixels screen resolution or higher.
Model Portfolio Long-Term Performance - Model Portfolio Annual Returns - What People Say - Hulbert Financial Digest Rankings
About Investment Newsletter - How We Use Fidelity Sector Funds - Mutual Fund Model Portfolio Description - Selection of Mutual Funds
Sector Funds - Why Sector Investing - Why Fidelity Mutual Funds - Fidelity Investments - Fidelity Select Funds
ETF Center - ETF and Mutual Fund Recommendations - HOLDRS - iShares ETFs - PowerShares ETFs - SPDR ETFs - Vanguard ETFs
AlphaProfit Home - Site Map - About Us - AlphaProfit News - AlphaProfit in the Media

Copyright © 2003-2008 AlphaProfit Investments, LLC. All rights reserved.