The document provides an overview and performance analysis of an investment portfolio. It summarizes the portfolio's $339.30 gain of 0.34% over a period. Metrics on the portfolio's beta, hourly percentage return, daily standard deviation and Sharpe ratio are included. The document also reviews the portfolio's alpha, p-value, r-square, and daily Sharpe ratio on management performance. Charts on the portfolio's performance are presented. Finally, the document outlines five investment strategies, including cyclical sector plays, bearish treasuries, currency moves, and an oil sector play.

2. Overview
1.Directive
2.Performance
3.Economic Outlook/ Portfolio Strategy
4.Risk Management
5.Conclusion and “Take Aways”

5. Performance Overview
$339.30 (+.34%)

6. Portfolio Metrics
Beta:
HPR:
Avg. Daily Return:
Daily STDEV:
Daily Sharpe Ratio:
Annualized Sharpe Ratio:
.34%
.25
.01%
.31%
.02
.32
1
5.53%
.19%
.67%
.29
4.60

7. Management Metrics
Alpha:
P-Value:
R Square:
Daily Sharpe Ratio:
.31
-.0154
.30
.02

8. Performance Charts

10. Strategies
1.Cyclical Sector Strategy
2.Bearish U.S. Treasuries
3.USD vs. Euro
4.Bullish Eurozone
5.Oil Play

12. STRATEGY:

13. Strategy:

17. Conclusions