| APM Performance Since Inception to 30-Sep-09 | ||||
| AUM as of 30-Sep-09 | $ 867,026 | |||
| APM Portfolio | NASDAQ | Excess Return | ||
| 9/30/2009 | 11.0% | 16.4% | -5% | |
| 2008 | -43.3% | -40.5% | -3% | |
| 2007 | 21.4% | 7.8% | 14% | |
| 2006 | 32.8% | 9.5% | 23% | |
| 2005 | 17.3% | 1.4% | 16% | |
| 2004 | 23.0% | 8.6% | 14% | |
| 2003 | 124.7% | 50.0% | 75% | |
| 2002 | 18.2% | -31.5% | 50% | |
| 2001 | -11.4% | -21.1% | 10% | |
| 2000 | -6.2% | -39.3% | 33% | |
| 1999 | 55.8% | 85.6% | -30% | |
| 1998 | -14.0% | 39.7% | -54% | |
| 1997 | 24.4% | 21.6% | 3% | |
| 1996 | -3.6% | 22.7% | -26% | |
| 1995 | 17.0% | 39.9% | -23% | |
| 1994 | 21.0% | -3.2% | 24% | |
| Cumulative Return | 534.1% | 103.0% | 54.0% | |
| Compound Annual Return | 12.6% | 4.6% | 2.8% | |
| Alpha | 8.1% | |||
| Beta | 0.56 | |||
| Standard Deviation | 36.4% | 34.0% | 31.8% | |
| Average Annual Return | 18.0% | 10.5% | 7.5% | |
| Drawdown through 30-Sep-09 | ||||
| APM | NASDAQ | DJIA | SP500 | |
| Maximum Drawdown | 0.66 | 1.08 | 0.56 | 0.60 |
| MAR | 5.0% | 5.0% | 5.0% | 5.0% |
| Downside Deviation | 7.7% | 9.5% | 8.0% | 8.3% |
| Upside Dev | 11.1% | 9.7% | 4.5% | 4.9% |
| Sortino Ratio | 0.99 | -0.04 | 0.44 | 0.33 |
| Sharpe Ratio | 0.55 | -0.02 | 0.45 | 0.37 |
| Treynor | 13.48 | |||
| ROMAD | 0.37 | 0.15 | 0.25 | 0.29 |
| Max Drawdown Date | 9/30/2007 | 3/31/2000 | 12/31/2007 | 6/30/2007 |
| End of Max DD | 6/30/2009 | 12/31/2002 | 6/30/2009 | 6/30/2009 |
| Years | 1.75 | 2.75 | 1.50 | 2.00 |
| Annual drawdown | 0.34 | 0.31 | 0.35 | 0.27 |