PORTFOLIO BACK                          
STOCKS IN PORTFOLIO (LIMIT IS 15)                                               BACK   

Summary of results for portfolio                                               Stock #     Name   Weight                                                         1         BACK   1.000                                                        Sum of weights =    1.000    

Constant                      Buy/Hold  Proportions                                              Mean           7.0308     7.0308        S.D.           2.9075     2.9075        Mean of logs   2.0267     2.0267        S.D.           0.3278     0.3278        Geom. mean     6.5887     6.5887  

Single stock performance average                                                                                        Mean                   7.0308           S.D.                   2.9075           Mean of logs           2.0267           S.D. of logs           0.3278           Geometric mean         6.5887    

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         