AlphaProfit Newsletter

AlphaProfit Sector Investors' Newsletter Performance

Performance Podium

AlphaProfit Sector Investors' Newsletter

6 times winner of Hulbert's #1 rank

Model Portfolio Performance vs. Dow Jones Wilshire 5000

No exaggerated claims. Subscribers have earned such returns in their investment accounts without margin or leverage while considering risk and tax implications.

No capital added. All capital gain and dividend distributions reinvested.

Model Portfolio Annualized Return vs. Dow Jones Wilshire 5000

	May 2009	3 year	5 year	Sep 2003 Inception
AlphaProfit Focus	7.3%	-13.7%	0.2%	4.4%
AlphaProfit Core	3.1%	-10.2%	-1.1%	2.1%
Dow Jones Wilshire 5000	5.2%	-8.0%	-1.1%	1.4%

Returns as of May 31, 2009. Returns for periods longer than 1 year annualized.

Model Portfolio Risk-Adjusted Return vs. Dow Jones Wilshire 5000

The Focus and Core Model Portfolios have outperformed the Dow Jones Wilshire 5000 index on risk-adjusted return.

	Risk-adjusted Return	AlphaProfit Advantage
AlphaProfit Focus	+0.27	123%
AlphaProfit Core	-0.29	71%
Dow Jones Wilshire 5000	-0.81

Risk-adjusted return as of Mar 31, 2009.
Risk-adjusted return is measured using the Sharpe ratio. Higher Sharpe Ratio implies superior risk-adjusted performance.

Key Successes

AlphaProfit's ValuM sector selection process selects leading sectors in bull markets, averts disasters in bear markets, and locks gains before stay becomes unwelcome.

Facts	Examples

Selects crown winners in bull markets	30% gain from utilities (FSUTX) vs. DJW 5000's 16% gain in 2006 29% gain from health care providers (FSHCX) vs. DJW 5000's 6% gain in 2005 43% gain from wireless (FWRLX) vs. DJW 5000's 13% gain in 2004
Avoid big losers in bear markets	Avert exposure to financial sector in 2007 and 2008
Times exits to lock-in gains	Avert 18% relative loss* in 2006 after riding health care providers (FSHCX) for 29% gain in 2005

* Relative loss is calculated by subtracting the DJW 5000's return from the fund's return

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Notes:
AlphaProfit model portfolio performance assumes no addition of capital after initial investment. All capital gain and dividend distributions are reinvested in the fund in which they are paid. Exchanges to periodically reposition the portfolio are completed in a cost-free manner on the internet.

Sharpe 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.

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