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SOLNG
Productivity Quotient
with 13-week
moving average

(click for explanation)
SPDR Portfolio Calculator
© 2007 Vic Norton <>
Last Closing Date:
PORTF–  Your SPDR Portfolio
SOLNG–  Sharpe-Optimal Long SPDR Portfolio
SOLS0–  S0-Optimal Long-Short SPDR Portfolio
SOLS1–  S1-Optimal Long-Short SPDR Portfolio
Base–  Vanguard Short-Term Bond ETF (BSV)

Enter (relative) values of the SPDR's in your portfolio (with short positions negative). Then "Calculate".


* Sharpe Ratio = S0(PORTF), S0(SOLNG), S0(SOLS0), S1(SOLS1)

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