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| Total Value: $1,080,071.53 |
Cash Value: $141,653.33 |
Stock Value: $938,418.20 |
Shares: 100,000 |
Price: $10.80 |
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| Fund Performance for intelledgement |
February 08, 2010 |
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fund information |
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| Fund
Manager:
intelledgement |
Inception:
Dec 29, 2006 |
| Description: |
| We seek the best compounded annual growth rate we can get in excess of the S&P 500 and the Van-Greenwich Macro hedge fund index utilizing Macro strategy-informed investments in -- primarily -- exchange-traded funds.
Macro analysis is one of the classic strategies employed by hedge funds. Typically, macro hedge funds aim to profit from changes in global economies brought about by shifts in geo-political factors that impact interest rates, currency, stock, and bond markets. Macro hedge funds invest in all major markets—equities, bonds, currencies and commodities—though not always at the same time. Most aggressively utilize leverage and derivatives to accentuate the impact of market moves. According to the Greenwich-Van Hedge Fund Indices, Macro-strategy hedge funds on average between 1988 and 2008 produced a compounded annual growth rate (CAGR) of 14%, which handily beats the CAGR of the market overall during the same time frame (S&P = 6%).
In times gone by, it was not very easy to employ a Macro strategy approach for a modest-sized portfolio. You couldn’t invest in a hedge fund directly (and still can’t) unless you are an accredited investor (annual income of $200,000+ and/or net worth of $1,000,000+). And to duplicate the strategy yourself, you would need a brokerage account with a margin agreement that enabled you to trade options, a commodities trading account, and a currency trading account. Capitalizing these with limited funds—not to mention withstanding the volatility inherent in leveraged- and derivatives-steeped strategies—would be problematic at best. Also, these are not fire-and-forget type investments; they really need to be actively monitored when the market is open…a little tough to do when you have a day job.
With the relatively recent advent of exchange-traded funds ("ETFs"), it is now possible to invest in commodities, currencies, industries, sectors, national stock markets, and, of course, indices with a modestly-sized Macro strategy-informed portfolio all in a single brokerage account. Many exchange-traded funds are similar to mutual funds in that their value is based on a compilation of different components (e.g., the S&P 500). The key difference is that ETFs, instead of being priced once a day after the market closes, are traded throughout the day just as regular stocks. If you want to buy shares in an ETF, you buy them as you would buy a stock—namely from someone else who sells them to you via a stock exchange (hence the name “exchange-traded fund”). But there are also ETFs that track only one component (e.g., gold or Swiss francs). And there are "short" EFTs (e.g. DOG, which increases in value when the DOW declines).
We believe that employing a macro analysis strategy to selecting investments whilst eschewing aggressive use of leverage and the vaguaries of individual stock ownership reduces risk without compomising overall return on investment. |
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fund positions by sector
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| Color |
Name |
Portion |
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Financials |
12% |
 |
Materials |
20% |
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Unclassified |
68% |
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fund positions by style |
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| Color |
Name |
Portion |
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Large Cap Growth |
11% |
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Mid Cap Growth |
27% |
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Small Cap Growth |
12% |
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Small Cap Blend |
18% |
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Micro Cap Growth |
33% |
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Value |
Blend |
Growth |
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| Large |
0% | 0% | 11% | 11% |
| Medium |
0% | 0% | 27% | 27% |
| Small |
0% | 18% | 12% | 30% |
| Micro |
0% | 0% | 33% | 33% |
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0% | 18% | 83% |
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recent returns
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| RETURNS |
| Last Week |
-3.87% |
| Last Month |
-10.62% |
| Last 3 Months |
-8.46% |
| Last 6 Months |
-0.90% |
| Last 12 Months |
10.25% |
| Last 2 Years |
-8.98% |
| Last 3 Years |
7.72% |
| Last 5 Years |
N/A |
| Since Inception |
8.01% |
| (Annualized) |
2.50% |
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| S&P500 RETURNS |
| Last Week |
-2.91% |
| Last Month |
-7.60% |
| Last 3 Months |
-2.87% |
| Last 6 Months |
6.09% |
| Last 12 Months |
24.50% |
| Last 2 Years |
-16.74% |
| Last 3 Years |
-21.45% |
| Last 5 Years |
N/A |
| Since Inception |
-20.21% |
| (Annualized) |
-6.98% |
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| RETURNS
VS S&P500 |
| Last Week |
-0.96% |
| Last Month |
-3.02% |
| Last 3 Months |
-5.59% |
| Last 6 Months |
-6.99% |
| Last 12 Months |
-14.25% |
| Last 2 Years |
7.77% |
| Last 3 Years |
29.17% |
| Last 5 Years |
N/A |
| Since Inception |
28.21% |
| (Annualized) |
9.49% |
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fund rankings |
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For the six month period ending
December 31, 2009 Intelledgement Macro Strategy Investment Portfolio outperformed 5.1% of the other funds on our site. |
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| ALL
RANKINGS FOR Intelledgement Macro Strategy Investment Portfolio |
| Date |
1 Month |
3 Months |
6 Months |
1 Year |
| Mar 30, 2007 |
76.4% |
11.7% |
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| Jun 29, 2007 |
79.2% |
65.1% |
31.0% |
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| Sep 28, 2007 |
86.9% |
87.7%  |
84.4% |
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| Dec 31, 2007 |
89.2% |
98.3% |
97.7% |
90.9% |
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| Mar 31, 2008 |
15.4% |
73.9% |
97.2% |
96.8% |
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| Jun 30, 2008 |
82.8% |
62.6% |
69.1% |
92.9% |
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| Sep 30, 2008 |
56.7% |
28.3% |
27.3% |
84.8% |
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| Dec 31, 2008 |
0.2% |
99.5% |
91.4% |
94.9% |
99.2% |
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| Mar 31, 2009 |
N/C |
94.3% |
#83  |
99.1% |
#41 |
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| Jun 30, 2009 |
32.3% |
11.0% |
70.2% |
97.8% |
#71 |
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| Sep 30, 2009 |
53.9% |
1.5% |
2.2% |
96.1% |
98.7% |
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| Dec 31, 2009 |
4.6% |
65.7% |
5.1% |
33.2% |
94.0% |
98.2% |
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N/C = "Not Compliant",
and means Intelledgement Macro Strategy Investment Portfolio wasn't compliant for that period.
A
blue star means Intelledgement Macro Strategy Investment Portfolio was in
the top 100 funds for that period.
A
green star means Intelledgement Macro Strategy Investment Portfolio was in
the top 25%.
The numbers above are the percentage of compliant funds that Intelledgement Macro Strategy Investment Portfolio
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 |
7.45% |
| Beta |
-0.00 |
| R-Squared |
0.00 |
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turnover
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| Last Month |
9.13% |
| Last 3 Months |
9.13% |
| Last 6 Months |
12.88% |
| Last 12 Months |
114.66% |
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manager profile
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| ABOUT
intelledgement |
| Age:
|
NOT
AVAILABLE |
Occupation:
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investment advisor |
| Other
Interests : |
soccer, ACC and HS basketball, baseball, history, publishing, sf |
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[ for more information about intelledgement ] |
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about this fund profile |
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The fund profiled is managed by
intelledgement. 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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