Bear Market
Category |
Growth of 10k
02-04-10
ML USD LIBOR 3 Mon CM
Bear Market
| Top Decile Averge Return | 23.18 | 18.94 | 36.50 | -3.64 | -7.01 | 1.37 | 9.79 | 16.73 | 78.99 | 23.83 | |
| Bottom Decile Average Return | -7.63 | -6.86 | -6.84 | -46.55 | -24.80 | -14.95 | -29.30 | -35.94 | -32.91 | -75.10 | |
| Total Return % | 10.68 | 11.90 | 28.87 | -30.33 | -14.16 | -4.41 | -8.88 | -6.03 | 29.95 | -33.88 | |
| +/-ML USD LIBOR 3 Mon CM | 4.07 | 6.86 | 26.92 | -31.62 | -15.46 | -7.55 | -13.97 | -11.67 | 26.13 | -34.87 | |
| +/-S&P 500 TR | 19.78 | 23.79 | 50.97 | -59.01 | -25.04 | -9.32 | -24.67 | -11.52 | 66.95 | -60.34 | |
| Expense Ratio % | 1.95 | 1.93 | 2.06 | 2.03 | 1.72 | 1.83 | 2.15 | 1.87 | 1.90 | 1.93 | |
| Income Ratio % | 3.35 | 3.32 | 0.36 | -0.05 | -0.79 | -0.48 | 0.65 | 3.03 | 2.79 | 0.51 | |
| Turnover Ratio % | 619 | 612 | 283 | 53 | 91 | 152 | 218 | 192 | 195 | 315 | |
| Net Assets $bil | 0.03 | 0.04 | 0.10 | 0.09 | 0.11 | 0.08 | 0.05 | 0.05 | 0.04 | 0.04 |
Category Leaders
| 5 Yr Returns | ||
|---|---|---|
| -- | ||
| -- | ||
| -- | ||
| -- | ||
| -- | ||
Largest Buys
| Value $mil | ||
|---|---|---|
| Sysco Corporation | 47.0 | |
| Estee Lauder Companies A | 37.8 | |
| Hologic, Inc. | 36.0 | |
| Danaher Corporation | 21.4 | |
| Varian Medical Systems, Inc. | 21.1 | |
Largest Holdings
| % Net Assets | ||
|---|---|---|
| Silver Wheaton Corporation | 0.11 | |
| East Asia Minerals Corporation | 0.09 | |
| International Tower Hill Mines Ltd. | 0.09 | |
| Yamana Gold, Inc. | 0.08 | |
| Agnico-Eagle Mines | 0.08 | |
Largest Sells
| Value $mil | ||
|---|---|---|
| Urban Outfitters Inc. | -36.9 | |
| Hewlett-Packard Company | -35.5 | |
| Clorox Company | -35.5 | |
| ITT Educational Services, Inc. | -34.9 | |
| Energizer Holdings, Inc. | -34.1 | |