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Marketocracy Analysis

ESVF Performance Zones

  LARGE MID SMALL MICRO UNCL. TOTAL
Sector Gain Wt. Gain Wt. Gain Wt. Gain Wt. Gain Wt. Gain Wt.
Energy 21% - 53% 1% -11% 8% - 6% - - 63% 15%
Materials - - 1% - - - 7% - -2% - 6% -
Industrials - - -2% 2% 1% - -3% 6% -26% 12% -30% 20%
Cnsmr. Disc. 2% 2% 5% - 19% - 4% - -3% 1% 27% 3%
Cnsmr. Staples - 3% - - - - - - -6% 9% -5% 12%
Health Care - - - - - - - - - - - -
Financials 6% - -11% 5% 8% - 31% 0% -3% 16% 31% 22%
Info. Tech. -6% 8% -2% - - - - - 9% 2% - 10%
Telecom - 3% - - - - - - - - - 3%
Utilities - - 2% - 2% - - - - - 5% -
Unclassified - - - - - - - - 2% - 2% -
TOTALS 22% 16% 47% 8% 20% 8% 39% 12% -28% 40% 100% 100%

ESVF Winning Ratios

  Closed Positions Open Positions All Positions
Winning % 71%     28%     66%    
Gain/Loss Ratio 3.55     0.08     1.69    
Avg. Gain/Loss Ratio 0.21     1.45     0.88    

 

ESVF Alpha Contour

graph of fund vs. market indexes

ESVF Alpha Success

graph of fund vs. market indexes

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