*Avg. Annual Returns
(12/31/99-06/06/08)
S&P 500 Index
-1.6%
DJIA Index

-0.6%
Nasdaq Comp.

-6.6%
S+ Conservative

+23.1%
S+ Aggressive
+55.1%


About Theta Investment Research, LLC

Theta Investment Research, LLC (Theta Research) tracks and verifies data on Investment Managers who employ active management techniques. Theta Research captures transactional and valuation data on accounts which are trading real money to assure objective and complete reporting. At the close of each market day, Theta Research processes information on transactions, pricing, and securities used in each tracked account in our database. Theta Research then generates risk and performance measurement statistics. Theta Research is currently tracking 463 different models. Click the Theta Research icon (below) to view the 3rd party verification of SeasonalityPlus’ performance statistics.

Click to View
 



PERFORMANCE

SeasonalityPlus is a professionally managed index fund program that is designed to identify and profit from recurring seasonal market trends.

The performance results represent the Seasonality Plus trade signals applied to model accounts represented by a 50/50 investment split between the S&P 400 index (Mid-Cap) and the Russell 2000 index (Small-Cap). SeasonalityPlus participant accounts trade the non leveraged (1-beta) index funds (S+ Conservative Program) and the leveraged (2-beta) index funds (S+ Aggressive Program) at ProFunds. When not engaged in trades, accounts are positioned in the ProFunds Money Market account. The ProFund index funds actual performance results may vary from their corresponding indexes.

The performance results portrayed are net of management fees and represent compounded returns. The positive impact of money market interest earnings are not taken into account. The SeasonalityPlus performance results are currently being tracked by Theta Investment Research, LLC, an independent performance tracking and verification firm.
*Annual Returns
Performance results are net of fees. Results reflect Seasonality Plus trade signals
applied to model accounts. Past performance is not an indication of future results.

Performance results are net of fees. Results reflect SeasonalityPlus trade signals
applied to model accounts. Past performance is not an indication of future results.


Theta Research Rankings

S+ Conservative Model*

Performance
Rank

Max Draw Down
Rank

Standard Dev.
Rank

Ulcer Index
Rank

Ulcer Perf. Index Rank

95th

98th

84th

97th

99th



S+ Aggressive Model*

Performance
Rank

Max Draw Down
Rank

Standard Dev.
Rank

Ulcer Index
Rank

Ulcer Perf. Index Rank

100th 86th 32nd 90th 100th

Percentile Rankings are based on a 60-month trading period through 12/31/07. The rankings are computed relative to the entire database of tracked models.

Performance Rank – A higher percentile rank implies a relatively high performance statistic for the given period.

Standard Deviation is a measure of the volatility of an investment. A higher percentile rank denotes a relatively low standard deviation for the given period.

Maximum Drawdown - A drawdown is the percentage change in the account value from an equity high to a subsequent equity low. A higher percentile rank denotes a relatively low maximum drawdown for the given period.

Ulcer Index - Ulcer Index is a statistic used to measure the downside volatility of an investment. A higher percentile rank denotes a relatively low ulcer index for the given period.

Ulcer Performance Index - The Ulcer Performance Index is a statistic used to measure risk adjusted performance. A higher percentile rank denotes a relatively high ulcer performance index for the given period.



PROGRAM TRADES

Please click the link below to view a spreadsheet that details every SeasonalityPlus trade (and result) from inception of seasonal evaluation.

- SeasonalityPlus Trade Sheet

 
Disclaimer  •  800-406-2036  •  office@seasonalityplus.com


*PERFORMANCE INFORMATION DISCOSURES - No representation is being made that any account will or should achieve profits or losses similar to those shown. The performance statistics portrayed are net of SAS management fees and reflect compounded returns. The performance statistics are based on model accounts and reflect the SeasonalityPlus trade signals retroactively applied to the S&P 400 and Russell 2000 indexes (50/50 split) from 12/31/99 - present. The S+ Conservative Model reflects the results of non leveraged (1 beta) trades. The S+ Aggressive Model reflects the results of leveraged (2 beta) trades. There are numerous factors related to the markets in general or to the implementation of any specific trading strategy that cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results including: variances in entry and exit dates, account contributions or withdrawals, mutual fund management fees, money market interest earnings and the impact of taxes. The SeasonalityPlus trading strategy involves frequent account trades and is not suitable for investors who cannot tolerate volatility and risk. Investors should not allocate a higher portion of their investable assets to SeasonalityPlus than is compatible with their financial circumstances and objectives.


Copyright © 2006 SeasonalityPlus. All Rights Reserved.

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