The Sabrient Select are a weekly selection of 10 top-ranked stocks across all caps and all styles in the Sabrient ranked universe.
Updated: October 29, 2008
Test Period: December 28, 2005 - September 23, 2008
No. of Stocks in Portfolio: 10
Benchmark: Russell 3000 Index
Rebalancing: The portfolio is rebalanced monthly.
Dividends: Results include dividends for both the portfolio and the index.
|
|
Stats |
Select |
Russell 3000 |
| Annualized Rate of Return |
3.9% |
0.1% |
| Annualized
Volatility |
23.0% |
13.0% |
| Annualized Differential Return |
3.7% |
|
| Biggest Drawdown |
-12.0% |
-4.3% |
| Weighting |
Equal $ |
|
| Correlation with Benchmark |
56.6% |
|
|
Select Performance vs. Russell 3000: 12/28/05 - 9/23/08
|
 |
Disclaimer: These results published solely
for informational purposes and are not to be
construed as advice or a recommendation to specific
individuals. Individuals should take into account
their own unique and specific circumstances in
acting on any stock selection made by Sabrient.
Sabrient makes no representations that the
techniques used in its selections will result in or
guarantee profits in trading. Trading involves risk,
including possible loss of principal and other
losses, and past performance is no indication of
future results.
