|----------Moving Beta----------| BETA |--Moving Alpha--| FUND Now Chg-21 Avg StD GAIN Now Avg CGMFX 1.74 + .41 .56 .36 + .55 + .11 + .39 << CGM Focus Fund HSGFX(*) .45 - .03 .05 .03 + .17 + .00 + .11 << Hussman Str Gro LCORX .96 + .06 .53 .02 + .16 + .15 + .06 VAAPX .78 + .01 .81 .01 + .15 + .06 + .04 SEQUX .71 + .08 .50 .01 + .12 + .04 + .16 NPFGX 1.83 + .34 .94 .04 + .09 - .06 - .07 CHLAX(*) .13 - .08 .44 .06 + .06 + .04 - .07 FPPTX 1.10 + .10 .95 .01 + .05 + .02 + .26 BRWIX 1.16 + .05 .73 .08 + .02 + .07 - .04 FASMX .48 + .01 .51 .01 - .00 + .00 + .03 BRGRX 1.00 + .01 .86 .00 - .00 + .03 - .03 APITX 1.35 + .06 1.08 .01 - .00 + .01 - .03 BEGRX .34 + .01 .44 .02 - .00 + .14 + .09 OEAAX .98 - .00 1.00 .00 - .00 + .01 + .00 NMGIX 1.00 - .01 .85 .01 - .02 + .11 - .01 TWCGX 1.15 + .01 1.06 .01 - .05 - .02 - .06 AFGPX 1.31 + .10 1.06 .01 - .06 - .03 - .05 ADAAX .75 - .01 .77 .26 - .07 + .03 - .01 GABGX 1.26 + .08 1.28 .01 - .08 + .01 - .05 RSVPX 1.29 + .06 .99 .02 - .08 + .06 - .04 TRSRX .47 - .17 .42 .02 - .15 - .20 - .20 JAVLX .81 + .01 1.01 .05 - .16 - .05 - .10 (*) - Series begins within date span. |
This abbreviated table shows how 22 funds have managed their market exposure over three years. The Moving Beta “Now” column shows values as of October 30, 2003. “Chg-21” shows how the recent exposure compares with a month ago (21 market days). The Average and StD are based on daily readings over the past three years. BetaGain shows gains (or losses) from higher or lower exposures relative to market trends over three years. CGM Focus and Hussman strategic Growth BetaGain show remarkable timing contributions.
Click “Back” to return toBetaStates services.
