ࡱ >
] ^ ! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~ R o o t E n t r y C @ C o n t e n t s W o r k b o o k T e m p l a t e " # S e r i e s S y m b o l D a t a b a s e * M
D y n a m i c T e x t V a l u e s $ } S u m m a r y I n f o r m a t i o n ( + P a g e H e a d e r F o o t e r S e t t i n g s 2 . AnalysisLength T<% f = function( context )
return EndDate( context ) - BeginDate( context )
end %> Returns the entire time span used for the chart's calculation. This is the time from the calculation to the end of the calculation.All,View CurrencyDisplay<% f = function( context )
if Currency( context ) == 'USD' then
return ''
else
return 'Currency: ' .. Currency( context )
end
end %> aReturns the text to display for currencies. Note that an empty string is returned for US Dollars.All,View DisplayDaten<% f = function( date )
return date:Format( dailyDateFormat, monthlyDateFormat, quarterlyDateFormat )
end %> XDisplays a date using the daily, monthly, or quarterly date range format as appropriate.All,View,Common DisplayDateRange <% f = function( context )
date = DisplayDate( BeginDate( context ) )
date = date .. ' - '
date = date .. DisplayDate( EndDate( context ) )
if date ~= '{Invalid Date} - {Invalid Date}' then
return date
else
return 'Invalid Date Range'
end
end %> 0Displays the date range used in the calculation.All,View,Common DisplayRollingWindow<% f = function( context )
text = RollingWindowSize( context ):Format( 'PCount-Period Moving Windows, Computed ' )
text = text + Translation{ Dayly = 'Daily' }[ RollingWindowStepSize( context ):Format( 'Period' ) .. 'ly' ]
return text
end %> 1Displays the rolling window in a standard format.All,View,Common ExponentialWeightingDisplay<% f = function( context )
if ExponentialWeightingType( context ) == 'Dynamic' then
return 'Dynamic exp. weight'
elseif ExponentialWeightingType( context ) == 'Constant' then
text = ExponentialWeightingHalfLife( context ):Format{ MaxTrailingDigits=4 }
text = text .. ' ' .. ToLower( DataFrequency( context ) ) .. ' exp. weight'
return text
else
return ''
end
end %> Returns the text required to display the exponential weighting. If the constant exponential weight is set to 0, then an empty string is returned.All,View IsMarketBenchmarkDisplayedT<% f = function( context )
return IsBenchmarkDisplayed( 'Market', context )
end %> 4Returns true when the market benchmark is displayed.All,View IsSingleComputationI<% f = function( context )
return not IsRollingWindow( context )
end %> KReturns true when single computation or expanding window data is displayed.All,View IsStyleBenchmarkDisplayedS<% f = function( context )
return IsBenchmarkDisplayed( 'Style', context )
end %> 3Returns true when the style benchmark is displayed.All,View SampleTypeDisplay<% f = function( context )
if SampleType( context ) == 'In-sample' then
return ''
else
return SampleType( context )
end
end %> dReturns a string describing the sample type. It returns an empty string for the default sample type.All,View !StatisticWithBenchmarkDescription<% f = function( position, context )
name, benchmark = StatisticAtPosition( position, context )
if benchmark == 'Market' then
return name .. ' vs. ' .. BenchmarkName( 'Market', context )
elseif benchmark == 'Beta Adj. Market' then
return name .. ' vs. Beta Adj. ' .. BenchmarkName( 'Market', context )
elseif benchmark == 'Style' then
return name .. ' vs. Style Benchmark'
else
return name
end
end %> OStatisticWithBenchmarkName should be used instead; this function is deprecated.
Deprecated StatisticWithBenchmarkName<% f = function( position, context )
name, benchmark = StatisticAtPosition( position, context )
if benchmark == 'Market' then
return name .. ' vs. ' .. BenchmarkName( 'Market', context )
elseif benchmark == 'Beta Adj. Market' then
return name .. ' vs. Beta Adj. ' .. BenchmarkName( 'Market', context )
elseif benchmark == 'Style' then
return name .. ' vs. Style Benchmark'
else
return name
end
end %> }Returns the name of a statistic. If the statistic is versus the market benchmark, then it will name the benchmark explicitly.All,View StatisticWithBenchmarkType<% f = function( position, context )
name, benchmark = StatisticAtPosition( position, context )
if benchmark == 'Market' then
return name .. ' vs. Market Benchmark'
elseif benchmark == 'Beta Adj. Market' then
return name .. ' vs. Beta Adj. Market Benchmark'
elseif benchmark == 'Style' then
return name .. ' vs. Style Benchmark'
else
return name
end
end %> gReturns the name of a statistic including whether it is versus the market benchmark or style benchmark.All,View StyleAnalysisModelDisplay<% f = function( context )
model = StyleAnalysisModel( context )
if StyleAnalysisModel( context ) == 'Standard' then
return ''
else
return StyleAnalysisModel( context )
end
end %> hReturns a string describing the style analysis model. It returns an empty string for the standard model.All,View StyleCoordinateScalingDisplay<% f = function( context )
if IsStatisticDisplayed( 'Scaled Style Map X Axis', context ) or
IsStatisticDisplayed( 'Scaled Style Map Y Axis', context ) then
return 'Scaled Style Coordinates'
end
end %> Returns the text to display to indicate scaled style coordinates. Note that an empty string is returned when no scaling is performed.All,View XAxisStatisticWithBenchmarkNameU<% f = function( context )
return StatisticWithBenchmarkName( 'X', context )
end %> Returns the name of the statistic on the x axis. If the statistic is versus the market benchmark, then it will name the benchmark explicitly.All,View XAxisStatisticWithBenchmarkTypeU<% f = function( context )
return StatisticWithBenchmarkType( 'X', context )
end %> pReturns the name of the x axis statistic including whether it is versus the market benchmark or style benchmark.All,View YAxisStatisticWithBenchmarkNameU<% f = function( context )
return StatisticWithBenchmarkName( 'Y', context )
end %> Returns the name of the statistic on the y axis. If the statistic is versus the market benchmark, then it will name the benchmark explicitly.All,View YAxisStatisticWithBenchmarkTypeU<% f = function( context )
return StatisticWithBenchmarkType( 'Y', context )
end %> pReturns the name of the y axis statistic including whether it is versus the market benchmark or style benchmark.All,View dailyDateFormat <% [[Week, Month DD, Year]] %> The format for daily dates.All,View dailyDateRangeFormat <% [[Week, Month DD, Year]] %> The format for daily dates.All,V
! " 6 $ % & ' ( ) * , - / 0 1 2 3 4 5 7 8 9 : ; < M[Mse]FMAGX # ? @Fidelity Magellan? # ? @Fidelity Magellan? M[Mse]AALGX G j a;l ? @AAL Capital Growth A G j T
? @AAL Capital Growth A M[Ind]rvalue.ind| # \4C ? @Russell 1000 Value # 4C
? @Russell 1000 Value M[Ind]rgrowth.ind| # Z ? @Russell 1000 Growth # [ ? @Russell 1000 Growth M[Ind]r2value.ind| # d` ? @Russell 2000 Value # ` ? @Russell 2000 Value M[Ind]r2growth.ind| # t ? @Russell 2000 Growth # ? @Russell 2000 Growth BStyleBenchmark + + # + + ? @/Load Error:
Series StyleBenchmark not found.
? + + # + + ? @/Load Error:
Series StyleBenchmark not found.
? I[Ind]Sb3mtb.ind # ? @Citigroup 3-month T-bill? # ? @Citigroup 3-month T-bill? I[Ind]rvalue.ind # ? @Russell 1000 Value? # ? @Russell 1000 Value? I[Ind]rgrowth.ind + + # + + ? @Russell 1000 Growth? + + # + + ? @Russell 1000 Growth? I[Ind]r2value.ind CZAWorkbookTemplate )5
CZAWorksheetTemplate q Introduction
CZAPaneObject q Benchmark Name in Title q Customized Rolling Window Text q Show Analysis Length q Sample Date Formats q Show Currency Name q Customized Titles q Display Analysis Parameters q
Title Page q !Title Page - Competitive Analysis Oh +'0 t 0 8 @ X L Jim SampleDynamicText Jim stanley 1 ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ ] ^ _ ` a b c d e f g h i j k l m n o p q r s t u v w x y z { | } ~ eader Enabled="1"> # ? @Russell 2000 Value? #
! " # $ % & ' ( ) * + , - . / 0 1 2 3 4 5 6 7 8 9 : ; < = > ? @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z [ \ _ ` ffffff @ ffffff @ CZAResBrSerializer CZASpecSerializer W12 -0 1
}1 $ US Dollar MseFMAGX Ind sp500.ind Ind
Sb3mtb.ind Ind
Sb3mtb.ind Ind
rvalue.ind Ind rgrowth.ind Ind r2value.ind Ind r2growth.ind b russell.stl HalfLife MaxShort MinimalAcceptableReturn PercentInCompletenessFund I@ Constraints ModelSelection Performance R2Definition RollingWindowAlignment
AdjustBeta AnnualizeIfLessThanOneYear DoCompletenessFund DynamicExpWeighting NoLimit UseCashEqAsIndex UseMaxDateRange Currency US DollarManagerToBeCompleted
[Mse]FMAGX W12
$ US Dollar MseFMAGX MseAALGX CZARiskReturnTableDataObject CZATitleDataObject # CZAManagerVersusBenchmarkDataObject CZAStyleMapDataObject CZARiskReturnDataObject CZACustomAxisDataObject CZATextDataObject W12
$ US Dollar MseFMAGX W12
$ Canadian Dollar CZAPerformanceDataObject ? ? ? ? text Axis Default TextStyle "Arial Uv@ Axis DefaultDefault "Arial Uv DefaultLegend Default "Arial ? @ ? @ Uv@ Legend Default
Table Default "Arial A A Uv@
Table Default @ @ IPropertyBackdrop ? @ IPropertyLocation Prt Prt Prt Prt $m B B? iq IText ? @ IPropertyTextStyle Default
IPropertyText Dynamic Text Examples% "Arial PFfB A A Uv $ Prt Prt Prt Chart Sub-Title $m B B % % @ @7l Chart Title( " ? @ % Default' "Arial PFf@; Uv + Prt Table Prt Chart Sub-Footer k $m B B BF F @@ A @@ A Chart Footer- " ? @ % Default' "Arial @{PFfH. Uv 0 Prt Chart Footer Prt Prt $m B B BF F @@ @A @@ A Chart Sub-Footer2 ITable ? @ IPropertyTable N/A
IPropertyLine ?6 Prt Chart Sub-Title Prt Chart Footer $m B B?F F @@ ? @@ ? ICornerLabel ? @ %
Table Default' "Arial PFf ?Uv > @ IRowColumnHeading ? @ %
Table Default' "Arial g < ъxT @ @ 7lUv C Row 1E IPropertyNumber %.2f'Text "Arial 8\PFfjH d A A Uv %
Table Default ' ' B B el All CellsA ? @ %
Table Default' "Arial ~PFf @ @ @ 7lUv L Column 1N F %.2f'Text "Arial H]PFf d A A Uv %
Table Default ' ' B B] All Cells ICell ? @ %
Table Default' "Arial PFfP ` A A Uv U W : 8 = F %0.2f'Text "Arial H[PFf D A A Uv %
Table Default F i B B All Cells All Cells F %.2f'Text "Arial ZPFf D @ @ 7lUv %
Table Default F i B B Column HeadingsAll Column Headings F %.2f'Text "Arial g @ ъxT @ @ 7lUv %
Table Default F i B B Row HeadingsAll Row Headings F %.2f'Text "Arial XWPFf D xUv %
Table Default F i B B Column Group HeadingsAll Column Group Headings F %.2f'Text "Arial (VPFfX D Uv %
Table Default F i B B] Row Group HeadingsAll Row Group Headings B K " ? @ % Default' ,Zephyr StyleADVISOR: Zephyr Associates, Inc. "Arial g, | ъxT Uv m Prt Chart Title Prt Table O $m B B B % % @@ @ @@ @ Chart Sub-Titleo # l 5 * / 5 IPropertyLocationEx $m B B I@ I@ I@ p|@ I@ p@ I@ p@ p@ p|@ IPropertyShadow Shadow t r ' ' B B Container IPropertyFillEx Fill IPropertyLineEx Line ? IPropertyArrow Arrow
IPropertyTextEx Text Arial Uv sShadow IPropertyImageEx Image q ' ' B B Introduction|Title #1 < {\rtf1\ansi\deflang1033\ftnbj\uc1\deff1
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\paperw12240\paperh15840\margl75\margr75\margt75\margb75\headery0\footery0\deftab720\formshade\aendnotes\aftnnrlc\pgbrdrhead\pgbrdrfoot
\sectd\pgwsxn19140\pghsxn115800\marglsxn75\margrsxn75\margtsxn75\margbsxn75\headery0\footery0\sbkpage\pgncont\pgndec
\plain\plain\f1\fs24\pard\f2\cf2 StyleADVISOR includes a feature called \b\ul Dynamic Text,\b0\ul0 which allows you to create chart text elements (Titles, Footers, Axis Labels, Legend Entries, Text Boxes, etc.) that automatically update to reflect changes in the information that is displayed on a chart.\par\par\b What is Dynamic Text?\b0\par StyleADVISOR allows you to build text elements that update with your analysis. A text element is composed of text entries, some of which are "dynamic." This Dynamic Text changes so that it reflects what is displayed on your charts and tables. The Dynamic Text function "ManagerName(1)," for example, displays the name of the first manager in the analysis. A text element may be a combination of these functions and static text. You can also select different formats for things like dates, or tell StyleADVISOR to display different pieces of information depending on which benchmark is displayed on the graph.\par\par\par\b This Workbook\b0\par This workbook contains a series of sample text elements that use Dynamic Text. Each of these text elements can be copied from this workbook and placed into your own workbooks. Follow these steps to copy a text element out of this workbook:\par\par Double-click the text element in this workbook that you want to copy.\par Click \b Text...\b0\par Click \b Edit...\par\b0 Select\b Advanced\b0 under Mode.\par Highlight all of the text in the white box.\par Right click and select \b Copy.\b0\par\fi-360\ql\plain\f1\fs24\f2\cf2\par\pard\plain\f1\fs24\f2\cf2 Open your workbook and double-click on the text element that you want to replace. \par Double-click the text element in this workbook that you want to copy.\par Click \b Text...\b0\par Click \b Edit...\par\b0 Select\b Advanced\b0 under Mode.\par Click on the Clear All button.\par Right click in the white box and select \b Paste.\b0\par\par\par\b Additional Resources\b0\par See Chapter 9, Section 9.3.2, "Using Dynamic Text," and Chapter 19, "Dynamic Text Advanced Mode," in the StyleADVISOR \lang1033\f2 7.x \lang1033\f2 user manual for more information about building your own Dynamic Text elements.\f0\fs20\par}
@ @ ? @ Prt Prt Prt Prt $m B B " ? @ % Default' Benchmark Name in Title "Arial PFf A A Uv Prt Prt Prt Chart Sub-Title $m B B; % % @ @;l Chart Title " ? @ % Default' "Arial PFfP Uv Prt Table Prt Chart Sub-Footer k $m B B B;F F @@ A @@ A ; Chart Footer " ? @ % Default' "Arial PFfh Uv Prt Chart Footer Prt Prt $m B B B;F F @@ @A @@ A ; Chart Sub-Footer 4 ? @ 7 N/A9 ? Prt Chart Sub-Title Prt Chart Footer $m B BF F @@ ? @@ ? < ? @ %
Table Default' "Arial PFf mUv A ? @ %
Table Default' "Arial g < ъxT @ @ ;lUv Row 1 F %.2f'Text "Arial PFf d A A Uv %
Table Default ' ' B B Po All CellsA ? @ %
Table Default' "Arial PFfp @ @ @ ;lUv Column 1 F %.2f'Text "Arial PFf d A A Uv %
Table Default ' ' B Bi All CellsS ? @ %
Table Default' "Arial PFfh ` A A Uv F %0.2f'Text "Arial PPFf D A A Uv %
Table Default F i B B All Cells All Cells F %.2f'Text "Arial PFf D @ @ ;lUv %
Table Default F i B B f Column HeadingsAll Column Headings F %.2f'Text "Arial g @ ъxT @ @ ;lUv %
Table Default F i B B ] Row HeadingsAll Row Headings F %.2f'Text "Arial PFfX D xUv %
Table Default F i B BW w Column Group HeadingsAll Column Group Headings F %.2f'Text "Arial PPFfP D t Uv %
Table Default F i B Bi Row Group HeadingsAll Row Group Headings " ? @ % Default' ,Zephyr StyleADVISOR: Zephyr Associates, Inc. "Arial g, | ъxT Uv Prt Chart Title Prt Table O $m B B B % % @@ @ @@ @ & Chart Sub-Title q $m B Bri p I@ I@ I@ p|@ I@ p@ I@ p@ p@ p|@sShadow Single Computation<%
end
%> "Arial 8PFfF$ ? @ ? @GUv Prt Chart Title Prt Graph $m *@ B A F F @@ ? @@ ? Chart Sub-Title " ? @ % Default' <%
--Lines starting with -- are comments. They are ignored
--when the script decides what to output.
--Combine lets you define a separator to go between your stats.
--In this case it's a slash (/)
--This example shows the Y Axis stat first, then a slash then
--the X Axis stat, both stats will display the name of the benchmark
--used if the stat is a "vs benchmark" type.
Combine(
'/',
StatisticWithBenchmarkName( 'Y' ),
StatisticWithBenchmarkName( 'X' )
)
--Notice that new lines and extra white space don't affect
--the output but make the Dynamic Text much easier to read.
--The above script could also be written like this:
--Combine('/',StatisticWithBenchmarkName( 'Y' ), StatisticWithBenchmarkName( 'X' ))
--but it'd be much less readable.
%> "Arial (PFfE$ Uv Prt Prt Prt Chart Sub-Title $m B*@ ? ? Chart Title " ? @ % Default' "Arial PFf0E$ Uv Prt Graph Prt Chart Sub-Footer h= $m @ B B B F C F C @@ A @@ A Chart Footer " ? @ % Default' <%
if IsBenchmarkDisplayed( 'Style' ) then
Combine(
', ',
StyleCoordinateScalingDisplay(),
SampleTypeDisplay(),
StyleAnalysisModelDisplay(),
ExponentialWeightingDisplay(),
CurrencyDisplay()
)
else
CurrencyDisplay()
end
%> "Arial PFf hH$ Uv Prt Chart Footer Prt Prt @ $m B B B B F F @@ @ @@ @ Chart Sub-Footer IGraph ? @ IPropertyGraph IDataSeries =[Mse]FMAGXX =[Mse]FMAGXY Fidelity Magellan ILineSeries
ILinePoint M[Mse]FMAGX Default G @ "Arial PFfh Uv X Number Y Number g ? @ "Arial PFf Uv @ =BenchmarkX =BenchmarkY Market Benchmark:|S&P 500 Index
BBenchmark Default G @ "Arial 1PFfX1 Uv X Number Y Number # g ? @ "Arial 1PFf1 Uv @ IPropertyXYPlot
IStackItem pB IProperty3DGraph I@ Prt Chart Sub-Title Prt Chart Footer $m B A B BF @@ ? ? ? " ? @ % Default' "Arial PFfX] Uv / Prt Prt Prt Graph Sub-Title F (
l B A Graph Title1" ? @ % Default' "Arial pPFfN Uv 4 Prt Graph Title Prt
Plot Title F
l A B pA Graph Sub-Title6" ? @ % Default' <% DisplayDateRange() %> "Arial PFfT Uv 9 Prt Graph Sub-Title Prt Plot Sub-Title F (
l
B @ $ 1 @@ ? A ?
Plot Title ;" ? @ % Default' "Arial عPFfPW Uv > Prt
Plot Title Prt XY Plot F
l A B A Plot Sub-Title@ IXYPlot ? @ D Prt Plot Sub-Title Legend Prt F ( L pA B B# * @ ? @ IXYPlotFrame ? @ % Default IPropertyDataPointLabel "Arial xPFf[ Uv 9 H Y Axis Prt Prt X Axis L : 8-A B B @ @ @
Plot Frame IAxis
IPropertyAxis Axis 8@ 8@ K
B F
Labels Number %g%Labels Text Style Axis Default' Labels Text "Arial 0PFf^п Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Prt
Plot Frame Prt X Axis Title i : L r= B B B
ITickLabel ? @ % Axis Default IPropertyTickLabel ' Sep 2004 "Arial @PFfH п Uv \ Major Tick Label 1` ITick O [_Z ? @ % Axis Default^ ' May 2005 "Arial PFfp п Uv d Major Tick Label 2ga O @ cfZ ? @ % Axis Default^ ' Jan 2006 "Arial 0 PFf п Uv j Major Tick Label 3ma O 0@ ilZ ? @ % Axis Default^ ' Sep 2006 "Arial &@PFfp п Uv p Major Tick Label 4sa O 8@ orX Axis UVWXTRQ
ba O @ a O @ a O @ ha O $@ a O (@ a O ,@ na O 2@ a O 4@ a O 6@ tN PAxis ? K
B F
Labels Number %g%%%Labels Text Style Axis Default' Labels Text "Arial (@PFfX п Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Y Axis Title Prt
Plot Frame Prt 7 F@ @ 8-A B Z ? @ ^ % Axis Default' -4% "Arial 8(@PFfX п Uv Major Tick Label 1a ~ Z ? @ ^ % Axis Default' -3% "Arial HPFf п Uv Major Tick Label 2a ~ Z ? @ ^ % Axis Default' -2% "Arial PFf`п Uv Major Tick Label 3a ~ Z ? @ ^ % Axis Default' -1% "Arial PFf0п Uv Major Tick Label 4a ~ Z ? @ ^ % Axis Default' 0% "Arial PFfп Uv Major Tick Label 5a ~ Z ? @ ^ % Axis Default' 0.5% "Arial @PFf п Uv
Maximum Labela ~ ? Y Axis a ~ ffffff a ~ a ~ 333333 a ~ a ~ ffffff a ~ a ~ 333333 a ~ a ~ a ~ a ~ ffffff a ~ 433333 a ~ a ~ 433333 a ~ ٿ a ~ ɿ a ~ ? a ~ ? LK ^K :
IAxisTitle ? @ % Default' %Excess Return vs. <%BenchmarkName()%> "Arial HPFfh& Uv Prt Prt Y Axis Prt i 7 F@ @ B ? A v Y Axis Title ~G~ ? @ % Default' Time "Arial PFf
Uv Prt X Axis Prt Prt i r= L F@ B B B @ -A ? ; X Axis TitleOGOGO~G ILegend ? @ IPropertyLegend A IPropertyLegendLocation XY Plot Plot Sub-Title Prt Prt L (
l pA B B B P P ?V//@ ?h=;A " ? @ % Default' "Arial PFf Uv Prt Prt Prt Legend Body L k : B pA Legend Title ILegendBody % Legend Default' "Arial PFf82 ? @ ? @ Uv Prt Legend Title Prt Prt L k : B B ILegendEntry % Legend Default ' "Arial 5PFf8 ? @ ? @ Uv M[Mse]FMAGXځ % Legend Default ' "Arial PFf; ? @ ? @ Uv
BBenchmark Legend Body .38=C (, q $m B B B I@ I@ I@ @ I@ @ I@ @ @ @sShadow ' ' B B IArrow q @ o 3[ mB@V B"A @8@ @ @ @ @ @ @ @ @ @ @ @ @8@ @ @8@ @sShadow ) ' , [ : zArrow xLine G @ ' ' B B Annotation Element ITextBox q H 5 k J
B|@/ BE B &@ Ԕ@ @@ Ԕ@ @@ Ԕ@ @@ ~@ @@ J@ @@ J@ &@ J@ &@ ~@sShadow ly = 'Da ( % Default|Text The Benchmark name appears here in place of the "vs. Market Benchmark" that appears in the default version of the title. If you change the market benchmark in the analysis parameters then the title updates. "Arial PFfHR# @ @ UvA v xLine G @ ' ' B B Annotation Elementnd y Container
IPropertyFill xLine ? zArrow
|Text Arial Uv sShadow Image q ' ' B B &Benchmark Name in Title|Custom Axis #1 B ReturnCumulative ReturnStandard Deviation Population Standard DeviationSkewnessKurtosis Sharpe RatioSemi-Standard Deviation%Downside Deviation (MAR = <%MAR()%>%)#Downside Deviation (MAR = Cash Eq.) # of Up <%DataFrequency()%>s # of Down <%DataFrequency()%>sAverage Up ReturnAverage Down Return Best <%DataFrequency()%> Return Worst <%DataFrequency()%> Return(<%StyleMapXLow()%> - <%StyleMapXHigh()%>(<%StyleMapYLow()%> - <%StyleMapYHigh()%>1<%StyleMapXLow()%> - <%StyleMapXHigh()%> (Scaled)1<%StyleMapYLow()%> - <%StyleMapYHigh()%> (Scaled)Style Turnover Style DriftMaximum Drawdown Sortino Ratio (MAR = <%MAR()%>%) Sortino Ratio (MAR = Cash Eq.)%Excess Return vs. <%BenchmarkName()%>!Excess Return vs. Style Benchmark0Cumulative Excess Return vs. <%BenchmarkName()%>,Cumulative Excess Return vs. Style Benchmark0Std Dev of Excess Return vs. <%BenchmarkName()%>,Std Dev of Excess Return vs. Style Benchmark'Batting Average vs. <%BenchmarkName()%>#Batting Average vs. Style Benchmark)Information Ratio vs. <%BenchmarkName()%>3Information Ratio vs. Beta Adj. <%BenchmarkName()%>%Information Ratio vs. Style Benchmark#T Statistic vs. <%BenchmarkName()%> T Statistic vs. Style Benchmark*Significance Level vs. <%BenchmarkName()%>&Significance Level vs. Style Benchmark"Up Capture vs. <%BenchmarkName()%> Up Capture vs. Style Benchmark$Down Capture vs. <%BenchmarkName()%> Down Capture vs. Style Benchmark Alpha vs. <%BenchmarkName()%>Alpha vs. Style Benchmark+Cash-adjusted Alpha vs. <%BenchmarkName()%>'Cash-adjusted Alpha vs. Style Benchmark Beta vs. <%BenchmarkName()%>Beta vs. Style Benchmark*Cash-adjusted Beta vs. <%BenchmarkName()%>&Cash-adjusted Beta vs. Style Benchmark!R Squared vs. <%BenchmarkName()%> R Squared vs. Style Benchmark/Cash-adjusted R-Squared vs. <%BenchmarkName()%>+Cash-adjusted R-Squared vs. Style Benchmark#Correlation vs. <%BenchmarkName()%> Correlation vs. Style Benchmark%Treynor Ratio vs. <%BenchmarkName()%>!Treynor Ratio vs. Style BenchmarkNumber of ObservationsCitigroup 3-month T-billRussell 1000 ValueRussell 1000 GrowthRussell 2000 ValueRussell 2000 GrowthB ReturnCumulative ReturnStandard Deviation Population Standard DeviationSkewnessKurtosis Sharpe RatioSemi-Standard Deviation%Downside Deviation (MAR = <%MAR()%>%)#Downside Deviation (MAR = Cash Eq.) # of Up <%DataFrequency()%>s # of Down <%DataFrequency()%>sAverage Up ReturnAverage Down Return Best <%DataFrequency()%> Return Worst <%DataFrequency()%> Return(<%StyleMapXLow()%> - <%StyleMapXHigh()%>(<%StyleMapYLow()%> - <%StyleMapYHigh()%>1<%StyleMapXLow()%> - <%StyleMapXHigh()%> (Scaled)1<%StyleMapYLow()%> - <%StyleMapYHigh()%> (Scaled)Style Turnover Style DriftMaximum Drawdown Sortino Ratio (MAR = <%MAR()%>%) Sortino Ratio (MAR = Cash Eq.)%Excess Return vs. <%BenchmarkName()%>!Excess Return vs. Style Benchmark0Cumulative Excess Return vs. <%BenchmarkName()%>,Cumulative Excess Return vs. Style Benchmark0Std Dev of Excess Return vs. <%BenchmarkName()%>,Std Dev of Excess Return vs. Style Benchmark)Batting Average vs. <% BenchmarkName() %>#Batting Average vs. Style Benchmark)Information Ratio vs. <%BenchmarkName()%>3Information Ratio vs. Beta Adj. <%BenchmarkName()%>%Information Ratio vs. Style Benchmark#T Statistic vs. <%BenchmarkName()%> T Statistic vs. Style Benchmark*Significance Level vs. <%BenchmarkName()%>&Significance Level vs. Style Benchmark"Up Capture vs. <%BenchmarkName()%> Up Capture vs. Style Benchmark$Down Capture vs. <%BenchmarkName()%> Down Capture vs. Style Benchmark Alpha vs. <%BenchmarkName()%>Alpha vs. Style Benchmark+Cash-adjusted Alpha vs. <%BenchmarkName()%>'Cash-adjusted Alpha vs. Style Benchmark Beta vs. <%BenchmarkName()%>Beta vs. Style Benchmark*Cash-adjusted Beta vs. <%BenchmarkName()%>&Cash-adjusted Beta vs. Style Benchmark!R Squared vs. <%BenchmarkName()%> R Squared vs. Style Benchmark/Cash-adjusted R-Squared vs. <%BenchmarkName()%>+Cash-adjusted R-Squared vs. Style Benchmark#Correlation vs. <%BenchmarkName()%> Correlation vs. Style Benchmark%Treynor Ratio vs. <%BenchmarkName()%>!Treynor Ratio vs. Style BenchmarkNumber of ObservationsCitigroup 3-month T-billRussell 1000 ValueRussell 1000 GrowthRussell 2000 ValueRussell 2000 GrowthTime ~11[Ind]sp500.ind [Ind]Sb3mtb.ind[Ind]rvalue.ind[Ind]rgrowth.ind[Ind]r2value.ind[Ind]r2growth.ind @ @ ? @ Prt Prt Prt Prt $m B B " ? @ % Default' Customized Rolling Window TextE "Arial PFf A A Uv Prt Prt Prt Chart Sub-Title $m B B: $ $ @ @;l Chart Title" ? @ % Default' "Arial PFf Uv Prt Table Prt Chart Sub-Footer N $m r B B B:F F @@ A @@ A : Chart Footer" ? @ % Default' "Arial PFf Uv Prt Chart Footer Prt Prt r $m B B B:F F @@ @A @@ A : Chart Sub-Footer 4 ? @ 7 N/A9 ? Prt Chart Sub-Title Prt Chart Footer $m B BF F @@ ? @@ ? < ? @ %
Table Default' "Arial PPFf( B_Uv A ? @ %
Table Default' "Arial g < ъxT @ @ ;lUv Row 1 F %.2f'Text "Arial PFfH d A A Uv %
Table Default ' ' B B ia All CellsA ? @ %
Table Default' "Arial HPFf @ @ @ ;lUv Column 1! F %.2f'Text "Arial PFfH d A A Uv %
Table Default ' ' B BW \ All CellsS ? @ %
Table Default' "Arial @PFfp ` A A Uv ' ) F %0.2f'Text "Arial pPFf D A A Uv %
Table Default F i B B ] All Cells All Cells F %.2f'Text "Arial ( PFf D @ @ ;lUv %
Table Default F i B B[ [ Column HeadingsAll Column Headings F %.2f'Text "Arial g @ ъxT @ @ ;lUv %
Table Default F i B B ^ Row HeadingsAll Row Headings F %.2f'Text "Arial PFf D xUv %
Table Default F i B B _ Column Group HeadingsAll Column Group Headings F %.2f'Text "Arial PFf D Uv %
Table Default F i B BW ^ Row Group HeadingsAll Row Group Headings " ? @ % Default' ,Zephyr StyleADVISOR: Zephyr Associates, Inc. "Arial g, | ъxT Uv ? Prt Chart Title Prt Table O $m B B B $ $ @@ @ @@ @ & Chart Sub-TitleA>
q $m B B I@ I@ I@ p|@ I@ p@ I@ p@ p@ p|@sShadow 'X' )
e ti DC ' ' B B Container vFill xLine ? zArrow
|Text Arial o Uv sShadow Image q ' ' B B 'Customized Rolling Window Text|Title #1 8P ? @ M Prt Prt Prt Prt $m @ B B " ? @ % Default'
Manager Style "Arial @&@PFf`#` Uv P Prt Prt Prt Chart Sub-Title $m Bh@ ? ? Chart TitleR" ? @ % Default' <%
--Assign formatted rolling window size into variable named "period"
period = RollingWindowSize():Format( 'YCount Year MCount Month' )
--Check to see if the result of the previous line contains " 0 Month"
location = Find( period, ' 0 Month' )
--The type of the variable "location" will be Number only if
--" 0 Month" appears in the variable "period".
--If that's the case we'll drop the months from the output
if Type( location ) == 'Number' then
period = RollingWindowSize():Format( 'YCount Year' )
end
--Here's where the period gets displayed
Display( period )
--Text outside the end markers (%>) is displayed, so this next
--line puts the words " Rolling Windows" after the contents of
--the variable "period".
%> Rolling Windows; "Arial PFf$` Uv U Prt Chart Title Prt Graph $m h@ B_FA F F @@ ? @@ ? Chart Sub-TitleW" ? @ % Default' "Arial PFfP$` Uv Z Prt Graph Prt Chart Sub-Footer ; $m > B B B F A F A @@ A @@ A Chart Footer\" ? @ % Default'
<%
if IsBenchmarkDisplayed( 'Style' ) then
Combine(
', ',
StyleCoordinateScalingDisplay(),
SampleTypeDisplay(),
StyleAnalysisModelDisplay(),
ExponentialWeightingDisplay(),
CurrencyDisplay()
)
else
CurrencyDisplay()
end
%> "Arial )PFfPd#` Uv _ Prt Chart Footer Prt Prt > $m @ B B BF F @@ @ @@ @ Chart Sub-Footera ? @ =[Mse]FMAGXXc =[Mse]FMAGXYcFidelity Magellan M[Mse]FMAGX Default # ? f "Arial PFf Uv X Number %.4fY Number %.4f g ? @ "Arial PFf4 Uv @ =BenchmarkXc =BenchmarkYc
S&P 500 Index .
BBenchmark Default # ? "Arial APFf? Uv X Number %.4fY Number %.4f # g ? @ "Arial APFf@ Uv @
=UniverseXc
=UniverseYc UUniverse Default .@ "Arial LPFfxJ Uv X Number %.4fY Number %.4f g ? ? "Arial LPFfK Uv @=StyleMapStyleBasisXc=StyleMapStyleBasisYcRussell Generic Corners J rvalue Arial Uv J rgrowth Arial Uv J r2value Arial Uv J r2growth Arial Uv Srussell.stl Default .@ "Arial QPFfO Uv X Number %.4fY Number %.4f g @ @ "Arial QPFf Q Uv @' ) c c c c f pB+ I@d Prt Chart Sub-Title Prt Chart Footer $m @ _FA B B . @ ? ? ? " ? @ % Default' "Arial PFfi# Uv Prt Prt Prt Graph Sub-Title .
l B A Graph Title" ? @ % Default' "Arial 8PFfk# Uv Prt Graph Title Prt
Plot Title .
l A B pA Graph Sub-Title" ? @ % Default' <% DisplayDateRange() %> "Arial PFf n# Uv Prt Graph Sub-Title Prt Plot Sub-Title .
l C B @- w @@ ? A ?
Plot Title" ? @ % Default' "Arial =PFfxq Uv Prt
Plot Title Prt XY Plot .
l ' A B A Plot Sub-TitleB ? @ Prt Plot Sub-Title Legend Prt . C ,J w? @ B B , A)@ ? @ F ? @ % DefaultJ "Arial 0PFf5 Uv 9 433333? Y Axis Prt Prt X Axis ; ,J ; A B B = @ @ g
Plot FrameN PAxis D @ ? K
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Labels Number %g%Labels Text Style Axis Default' Labels Text "Arial PFfx}п Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Prt
Plot Frame Prt X Axis Title Z ; ,J l> B B B Z ? @ % Axis Default^ ' F<%
if XAxisMinMax() == -2 then
StyleMapXLow()
else
%>-2<%
end
%> "Arial ?PFfпL Uv
Minimum Labela Z ? @ % Axis Default^ ' -1 "Arial hTPFfпL Uv Major Tick Label 1a Z ? @ % Axis Default^ ' 0 "Arial pPFf0
пL Uv Major Tick Label 2a Z ? @ % Axis Default^ ' 1 "Arial PFf
пL Uv Major Tick Label 3a ? Z ? @ % Axis Default^ ' D<%
if XAxisMinMax() == -2 then
StyleMapXHigh()
else
%>2<%
end
%> "Arial h94PFfXпL Uv
Maximum Labela @ X Axis a a a a ffffff a 333333 a a 333333 a ٿ a ɿ a ? a ? a 433333? a ? a 433333? a ffffff? a ? a ? a @ N PAxis D @ ? K
B F
Labels Number %g%Labels Text Style Axis Default' Labels Text "Arial [PFfп Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Y Axis Title Prt
Plot Frame Prt Z ; l> A B Z ? @ % Axis Default^ ' D<%
if YAxisMinMax() == -2 then
StyleMapYLow()
else
%>-2<%
end
%> "Arial p`PFf_пL Uv #
Minimum Label&a "%Z ? @ % Axis Default^ ' -1 "Arial PFfXпL Uv ) Major Tick Label 1,a (+Z ? @ % Axis Default^ ' 0 "Arial PFfhпL Uv / Major Tick Label 22a .1Z ? @ % Axis Default^ ' 1 "Arial XPFfпL Uv 5 Major Tick Label 38a ? 47Z ? @ % Axis Default^ ' E<%
if YAxisMinMax() == -2 then
StyleMapYHigh()
else
%>2<%
end
%> "Arial PFfпL Uv ;
Maximum Label>a @ :=Y Axis 'a a a a ffffff a 333333 -a a 333333 a ٿ a ɿ 3a ? a ? a 433333? a ? 9a 433333? a ffffff? a ? a ? a @ ?; H ; ? @ % Default' "Arial wPFfPv, Uv S Prt Prt Y Axis Prt Z ; @ B Y Axis TitleU ? @ % Default' "Arial xzPFfy, Uv X Prt X Axis Prt Prt Z 6 ,J l> B B B X Axis TitleZWRɁ ? @ ́ A XY Plot Plot Sub-Title Prt Prt ,J C
l w? B @ B B V { V ?5@ ?U@ ] " ? @ % Default' "Arial PFfh~L Uv a Prt Prt Prt Legend Body J k B pA Legend TitlecՁ % Legend Default' h "Arial PFfа\ ? @ ? @ Uv Prt Legend Title Prt Prt J k ; B B ځ % Legend Default ' h "Arial pPFf ? @ ? @ Uv M[Mse]FMAGXځ % Legend Default ' h "Arial hPFfع ? @ ? @ Uv Srussell.stlځ % Legend Default ' p "Arial PPFfؼ ? @ ? @ Uv
BBenchmarkځ % Legend Default ' "Arial XPFf ? @ ? @ Uv UUniverse Legend Bodyg^_`e\eOTcY^cq $m @ B B I@ I@ I@ @ I@ @ I@ @ @ @sShadow vu ' ' B B q }: i K _VBV39A'BA >@ @ @ @ @ @ @ @ @ ^@ @ ^@ >@ ^@ >@ @sShadow zArrow xLine G @ zy ' ' B B Annotation Element|{q K O j ZB*A BU{B @ <@ @ <@ @@ <@ @@ F@ @@ @ @ @ @ @ @ F@sShadow ly = 'Da ( % Default|Text PThis sub-title replaces the default "36-Month Moving Windows, Computed Monthly." "Arial hPFf( @ @ UvA v xLine G @ ' ' B B Annotation Elementnd Container xLine ? zArrow
|Text Arial Uv sShadow Image q ' ' B B /Customized Rolling Window Text|Manager Style #1 Russell 1000 ValueRussell 1000 GrowthRussell 2000 ValueRussell 2000 Growth [Ind]rvalue.ind[Ind]rgrowth.ind[Ind]r2value.ind[Ind]r2growth.ind [Ind]rvalue.ind[Ind]rgrowth.ind[Ind]r2value.ind[Ind]r2growth.ind <% StyleMapXLow() %> D<%
if XAxisMinMax() == -4 then
StyleMapXLow()
else
%>-4<%
end
%> E<%
if XAxisMinMax() == -3 then
StyleMapXLow()
else
%>-3<%
end
%> <% StyleMapXLow() %> F<%
if XAxisMinMax() == -2 then
StyleMapXLow()
else
%>-2<%
end
%> <% StyleMapXLow() %> ?<% StyleMapXHigh() %> @D<%
if XAxisMinMax() == -2 then
StyleMapXHigh()
else
%>2<%
end
%> @<% StyleMapXHigh() %> @E<%
if XAxisMinMax() == -3 then
StyleMapXHigh()
else
%>3<%
end
%> @D<%
if XAxisMinMax() == -4 then
StyleMapXHigh()
else
%>4<%
end
%> @<% StyleMapXHigh() %>%g <% StyleMapYLow() %> K<%
if YAxisMinMax() == -4 then
StyleMapYHigh()
else
%>-4<%
end
%> K<%
if YAxisMinMax() == -3 then
StyleMapYHigh()
else
%>-3<%
end
%> <% StyleMapYLow() %> D<%
if YAxisMinMax() == -2 then
StyleMapYLow()
else
%>-2<%
end
%> <% StyleMapYLow() %> ?<% StyleMapYHigh() %> @E<%
if YAxisMinMax() == -2 then
StyleMapYHigh()
else
%>2<%
end
%> @<% StyleMapYHigh() %> @D<%
if YAxisMinMax() == -3 then
StyleMapYHigh()
else
%>3<%
end
%> @J<%
if YAxisMinMax() == -4 then
StyleMapYHigh()
else
%>4<%
end
%> @<% StyleMapYHigh() %>%g ,.11 russell.stl[Ind]sp500.ind
@ @ ? @ Prt Prt Prt Prt $m B B " ? @ % Default' Show Analysis LengthE "Arial TPFfi A A Uv Prt Prt Prt Chart Sub-Title $m B B; $ $ @ @;l Chart Title" ? @ % Default' "Arial VPFf(o Uv Prt Table Prt Chart Sub-Footer N $m r B B B;F F @@ A @@ A ; Chart Footer" ? @ % Default' "Arial rPFfr Uv Prt Chart Footer Prt Prt r $m B B B;F F @@ @A @@ A ; Chart Sub-Footer4 ? @ 7 N/A9 ? Prt Chart Sub-Title Prt Chart Footer $m B BF F @@ ? @@ ? < ? @ %
Table Default' "Arial }PFf Uv A ? @ %
Table Default' "Arial g < ъxT @ @ ;lUv Row 1 F %.2f'Text "Arial sPFf~ d A A Uv %
Table Default ' ' B B All CellsA ? @ %
Table Default' "Arial HyPFfxq @ @ @ ;lUv Column 1 F %.2f'Text "Arial sPFft d A A Uv %
Table Default ' ' B B All CellsS ? @ %
Table Default' "Arial wPFfw ` A A Uv F %0.2f'Text "Arial (}PFfx| D A A Uv %
Table Default F i B B All Cells All Cells F %.2f'Text "Arial ЂPFf D @ @ ;lUv %
Table Default F i B B Column HeadingsAll Column Headings F %.2f'Text "Arial g @ ъxT @ @ ;lUv %
Table Default F i B B Row HeadingsAll Row Headings F %.2f'Text "Arial PFf( D xUv %
Table Default F i B B Column Group HeadingsAll Column Group Headings F %.2f'Text "Arial PPFf8 D Uv %
Table Default F i B B Row Group HeadingsAll Row Group Headings " ? @ % Default' ,Zephyr StyleADVISOR: Zephyr Associates, Inc. "Arial g, | ъxT Uv Prt Chart Title Prt Table O $m B B B $ $ @@ @ @@ @ & Chart Sub-Titleq $m B BJ J I@ I@ I@ p|@ I@ p@ I@ p@ p@ p|@sShadow ear Vi ' ' B B Container vFill xLine ? zArrow
|Text Arial anUv sShadow Image q ' ' B B Show Analysis Length|Title #1 P ? @ Prt Prt Prt Prt $m @ B B " ? @ % Default'
Manager Style "Arial PPFf` Uv Prt Prt Prt Chart Sub-Title $m Be@ ? ? Chart Title" ? @ % Default' ^<%
if IsRollingWindow() then
DisplayRollingWindow()
else
%>Single Computation<%
end
%>m "Arial HPFf` Uv Prt Chart Title Prt Graph $m m e@ BAF F @@ ? @@ ? Chart Sub-Title" ? @ % Default' "Arial ȝPFf` Uv Prt Graph Prt Chart Sub-Footer ; $m > B B B F A F A @@ A @@ A Chart Footer" ? @ % Default'
<%
if IsBenchmarkDisplayed( 'Style' ) then
Combine(
', ',
StyleCoordinateScalingDisplay(),
SampleTypeDisplay(),
StyleAnalysisModelDisplay(),
ExponentialWeightingDisplay(),
CurrencyDisplay()
)
else
CurrencyDisplay()
end
%> "Arial PFf8` Uv Prt Chart Footer Prt Prt > $m @ B B BF F @@ @ @@ @ Chart Sub-Footer ? @ =[Mse]FMAGXX =[Mse]FMAGXYFidelity Magellan M[Mse]FMAGX Default # ? "Arial fPFfc Uv X Number %.4fY Number %.4f g ? @ "Arial fPFfLe Uv @ =BenchmarkX =BenchmarkY
S&P 500 Index A
BBenchmark Default # ? "Arial 8mPFf k Uv X Number %.4fY Number %.4f # g ? @ "Arial 8mPFftl Uv @
=UniverseX
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l B A Graph Titleh" ? @ % Default' "Arial PFf Uv k Prt Graph Title Prt
Plot Title .
l A B pA Graph Sub-Titlem" ? @ % Default' Latest <%
--Text before the begin markers (<%) is displayed so this line
--makes your Plot Title start with the word "Latest "
--AnalysisLength() returns the total length of the analysis
AnalysisLength()
--Notice that you can start and stop Dynamic Text in the middle
--of your script. Here we're sticking the word " Ending " into
--the Plot Title then going back to Dynamic Text to show the
--end date
%> Ending <%
--This line shows the end date in a standard format.
DisplayDate( EndDate() )
%> "Arial ؞PFf" Uv p Prt Graph Sub-Title Prt Plot Sub-Title .
l B@ - w @@ ? A ?
Plot Titler" ? @ % Default' "Arial PFf$ Uv u Prt
Plot Title Prt XY Plot .
l 8 A B A Plot Sub-TitlewB ? @ z Prt Plot Sub-Title Legend Prt . ,J p? @ B B , A)@ ? @ F ? @ % DefaultJ "Arial РPFfj Uv 9 433333?} Y Axis Prt Prt X Axis ; S
,J ; A B B = @ @ XV
Plot FrameN PAxis D @ ? K
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Labels Number %g%Labels Text Style Axis Default' Labels Text "Arial PFf1п Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Prt
Plot Frame Prt X Axis Title Z ; ,J ^> B B B Z ? @ % Axis Default^ ' F<%
if XAxisMinMax() == -2 then
StyleMapXLow()
else
%>-2<%
end
%> "Arial PFf86пL Uv
Minimum Labela Z ? @ % Axis Default^ ' -1 "Arial PFf OпL Uv Major Tick Label 1a Z ? @ % Axis Default^ ' 0 "Arial PFf TпL Uv Major Tick Label 2a Z ? @ % Axis Default^ ' 1 "Arial XPFfWпL Uv Major Tick Label 3a ? Z ? @ % Axis Default^ ' D<%
if XAxisMinMax() == -2 then
StyleMapXHigh()
else
%>2<%
end
%> "Arial ȢPFfH]пL Uv
Maximum Labela @ X Axis a a a a ffffff a 333333 a a 333333 a ٿ a ɿ a ? a ? a 433333? a ? a 433333? a ffffff? a ? a ? a @ N PAxis D @ ? K
B F
Labels Number %g%Labels Text Style Axis Default' Labels Text "Arial PFf`п Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Y Axis Title Prt
Plot Frame Prt Z S
; ^> A B Z ? @ % Axis Default^ ' D<%
if YAxisMinMax() == -2 then
StyleMapYLow()
else
%>-2<%
end
%> "Arial 8PFfXпL Uv
Minimum Labela Z ? @ % Axis Default^ ' -1 "Arial 0PFfпL Uv Major Tick Label 1a Z ? @ % Axis Default^ ' 0 "Arial XyPFfxпL Uv Major Tick Label 2a Z ? @ % Axis Default^ ' 1 "Arial }PFf|пL Uv Major Tick Label 3a ? Z ? @ % Axis Default^ ' E<%
if YAxisMinMax() == -2 then
StyleMapYHigh()
else
%>2<%
end
%> "Arial PFf8пL Uv
Maximum Labela @ Y Axis a a a a ffffff a 333333 a a 333333 a ٿ a ɿ a ? a ? a 433333? a ? a 433333? a ffffff? a ? a ? a @ ; P H ; ? @ % Default' "Arial PFf, Uv Prt Prt Y Axis Prt Z S
; @ B Y Axis Title| ? @ % Default' "Arial pPFf, Uv Prt X Axis Prt Prt Z 6 ,J ^> B B B X Axis Title|||Ɂ ? @ ́ A XY Plot Plot Sub-Title Prt Prt ,J
l p? B@ B B V V ? 5@ ?`@@ " ? @ % Default' "Arial PFf`L Uv Prt Prt Prt Legend Body J P k B pA Legend TitleՁ % Legend Default' g "Arial PFf\ ? @ ? @ Uv Prt Legend Title Prt Prt J P k ; B B ځ % Legend Default ' g "Arial PFf ? @ ? @ Uv M[Mse]FMAGXځ % Legend Default ' g "Arial PFf ? @ ? @ Uv Srussell.stlځ % Legend Default ' p "Arial PFf
? @ ? @ Uv
BBenchmarkځ % Legend Default ' "Arial PFf
? @ ? @ Uv UUniverse Legend Body ejoty acq $m @ B B I@ I@ I@ @ I@ @ I@ @ @ @sShadow ' ' B B q ZF $
Y BdA)B.?A @ H@ @ H@ B@ H@ B@ >@ B@ @ @ @ @ @ @ >@sShadow ) ' , [ : zArrow xLine G @ ' ' B B) Annotation Element q M I 5k QBY@tBB j@ $@ @ $@ @@ $@ @@ F@ @@ @ @ @ j@ @ j@ F@sShadow ? ? % Default|Text This title replaces the default, which shows the Begin and End dates. This version is useful when using the Latest N Periods in the date options of the analysis parameters. "Arial PFf( @ @ UvA v xLine G @ $# ' ' B B Annotation Element('& Container xLine ? zArrow
|Text Arial Uv sShadow Image q ' ' B B %Show Analysis Length|Manager Style #1 Russell 1000 ValueRussell 1000 GrowthRussell 2000 ValueRussell 2000 Growth [Ind]rvalue.ind[Ind]rgrowth.ind[Ind]r2value.ind[Ind]r2growth.ind [Ind]rvalue.ind[Ind]rgrowth.ind[Ind]r2value.ind[Ind]r2growth.ind <% StyleMapXLow() %> D<%
if XAxisMinMax() == -4 then
StyleMapXLow()
else
%>-4<%
end
%> E<%
if XAxisMinMax() == -3 then
StyleMapXLow()
else
%>-3<%
end
%> <% StyleMapXLow() %> F<%
if XAxisMinMax() == -2 then
StyleMapXLow()
else
%>-2<%
end
%> <% StyleMapXLow() %> ?<% StyleMapXHigh() %> @D<%
if XAxisMinMax() == -2 then
StyleMapXHigh()
else
%>2<%
end
%> @<% StyleMapXHigh() %> @E<%
if XAxisMinMax() == -3 then
StyleMapXHigh()
else
%>3<%
end
%> @D<%
if XAxisMinMax() == -4 then
StyleMapXHigh()
else
%>4<%
end
%> @<% StyleMapXHigh() %>%g <% StyleMapYLow() %> K<%
if YAxisMinMax() == -4 then
StyleMapYHigh()
else
%>-4<%
end
%> K<%
if YAxisMinMax() == -3 then
StyleMapYHigh()
else
%>-3<%
end
%> <% StyleMapYLow() %> D<%
if YAxisMinMax() == -2 then
StyleMapYLow()
else
%>-2<%
end
%> <% StyleMapYLow() %> ?<% StyleMapYHigh() %> @E<%
if YAxisMinMax() == -2 then
StyleMapYHigh()
else
%>2<%
end
%> @<% StyleMapYHigh() %> @D<%
if YAxisMinMax() == -3 then
StyleMapYHigh()
else
%>3<%
end
%> @J<%
if YAxisMinMax() == -4 then
StyleMapYHigh()
else
%>4<%
end
%> @<% StyleMapYHigh() %>%g 01 russell.stl[Ind]sp500.ind
@ @ ? @ 1 Prt Prt Prt Prt $m B B " ? @ % Default' Sample Date FormatsD "Arial H?PFf$ A A B_Uv 4 Prt Prt Prt Chart Sub-Title $m B B: $ $ @ @;l Chart Title6" ? @ % Default' "Arial PFf* Uv 9 Prt Table Prt Chart Sub-Footer N $m r B B B:F F @@ A @@ A : Chart Footer;" ? @ % Default' "Arial -PFf- Uv > Prt Chart Footer Prt Prt r $m B B B:F F @@ @A @@ A : Chart Sub-Footer@4 ? @ 7 N/A9 ?C Prt Chart Sub-Title Prt Chart Footer $m B BF F @@ ? @@ ? < ? @ %
Table Default' "Arial xPFf Uv H JA ? @ %
Table Default' "Arial g < ъxT @ @ ;lUv L Row 1N F %.2f'Text "Arial ~PFfy d A A Uv %
Table Default ' ' B B All CellsA ? @ %
Table Default' "Arial @PFfp| @ @ @ ;lUv T Column 1V F %.2f'Text "Arial ~PFf d A A Uv %
Table Default ' ' B BZ Po All CellsS ? @ %
Table Default' "Arial PFf ` A A Uv \ ^ EDG F %0.2f'Text "Arial PFfp D A A Uv %
Table Default F i B B Y All Cells All Cells F %.2f'Text "Arial PFf D @ @ ;lUv %
Table Default F i B B Column HeadingsAll Column Headings F %.2f'Text "Arial g @ ъxT @ @ ;lUv %
Table Default F i B B Row HeadingsAll Row Headings F %.2f'Text "Arial PFf D xUv %
Table Default F i B B Column Group HeadingsAll Column Group Headings F %.2f'Text "Arial HPFf0 D Uv %
Table Default F i B BZ el Row Group HeadingsAll Row Group Headings K S " ? @ % Default' ,Zephyr StyleADVISOR: Zephyr Associates, Inc. "Arial g, | ъxT Uv t Prt Chart Title Prt Table O $m B B B $ $ @@ @ @@ @ & Chart Sub-Titlev3sB8=Bq $m B B I@ I@ I@ p|@ I@ p@ I@ p@ p@ p|@sShadow ear Vi yx ' ' B B Container vFill xLine ? zArrow
|Text Arial anUv sShadow Image q ' ' B B Sample Date Formats|Title #1 =K ? @ Prt Prt Prt Prt $m @ B B " ? @ % Default' <%
--daily, monthly, and quarterly date formats are stored in variables
--that are used by all functions that display dates so that you only
--have to change the format once to affect anything date related
--in Dynamic Text
--The format string 'MM / YYYY' tells Dynamic Text to display months
--as numbers rather than names and all four digits of the year
--separated by a slash (/)
monthlyDateFormat = 'MM / YYYY'
quarterlyDateFormat = 'MM / YYYY'
--The DisplayDateRange() function uses these format strings to
--display the beginning and ending dates. It also puts a hyphen
--between the begin and end dates.
DisplayDateRange()
%> "Arial >PFft Uv Prt Prt Prt Chart Sub-Title $m B@
? ? Chart Title" ? @ % Default' <%
--The format string 'Mon YYYY' tells Dynamic Text functions to show
--months as three letter abbreviations and years as all four digits
--separated by a space
monthlyDateFormat = 'Mon YYYY'
quarterlyDateFormat = 'Mon YYYY'
DisplayDateRange()
%> "Arial APFf t Uv Prt Chart Title Prt Graph $m @ B>ZIA F
F
@@ ? @@ ? Chart Sub-Title" ? @ % Default' "Arial ?PFf$t Uv Prt Graph Prt Chart Sub-Footer ; $m > B B B F A F A @@ A @@ A Chart Footer" ? @ % Default' <%
if IsBenchmarkDisplayed( 'Style' ) then
Combine(
', ',
SampleTypeDisplay(),
StyleAnalysisModelDisplay(),
ExponentialWeightingDisplay(),
CurrencyDisplay()
)
else
CurrencyDisplay()
end
%> "Arial xAPFf('t Uv Prt Chart Footer Prt Prt > $m @ B B B F F @@ @ @@ @ Chart Sub-Footer ? @ =[Mse]FMAGXX =[Mse]FMAGXYFidelity Magellan M[Mse]FMAGX Default # ? "Arial PFf Uv X Number Y Number g ? @ "Arial PFf< Uv @ =BenchmarkX =BenchmarkY Market Benchmark:|S&P 500 Index
BBenchmark Default "Arial PFf Uv X Number Y Number # g ? @ "Arial PFf Uv @=RiskReturnCashEqX=RiskReturnCashEqY)Cash Equivalent:|Citigroup 3-month T-bill XRiskReturnCashEq Default "Arial
PFf Uv X Number Y Number # g ? @ "Arial
PFf,
Uv @ =RiskReturnCapitalMarketLineX =RiskReturnCapitalMarketLineYCapital Market Line XRiskReturnCapitalMarketLine Default
433333? "Arial PFf Uv X Number Y Number g ? @ "Arial PFf< Uv @' ) pB+ I@ Prt Chart Sub-Title Prt Chart Footer $m @ >ZIA B BIF @@ ? ? ? " ? @ % Default' "Arial @APFfh, Uv Prt Prt Prt Graph Sub-Title F
l B A Graph Title" ? @ % Default' "Arial @PFf / Uv Prt Graph Title Prt
Plot Title F
l A B pAI Graph Sub-Title" ? @ % Default' ,<%
--The date format string 'Month DD, YYYY' tells Dynamic Text to show
--dates as an unabreviated month name followed by a two digit date
--followed by a comma then all four digits of the year
monthlyDateFormat = 'Month DD, YYYY'
quarterlyDateFormat = 'Month DD, YYYY'
DisplayDateRange()
%> "Arial `@PFf1 Uv Prt Graph Sub-Title Prt Plot Sub-Title F
l B@ $ $
@@ @@ ?
Plot Title" ? @ % Default' "Arial BPFf Uv Prt
Plot Title Prt XY Plot F
l : A B A Plot Sub-TitleB ? @ Prt Plot Sub-Title Legend Prt F L w? @ B BI# @ ? @ F ? @ % DefaultJ "Arial XBPFf0 Uv 9 Y Axis Prt Prt X Axis
L : rA&A BIB B @ @
Plot FrameN PAxis { ,@ ,@ :1|)@K
B F
Labels Number %g%%%Labels Text Style Axis Default' Labels Text "Arial BPFfп Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Prt
Plot Frame Prt X Axis Title i : L 9< IB B B Z ? @ ^ % Axis Default' 0%G "Arial pCPFf(п` Uv Major Tick Label 1a Z ? @ ^ % Axis Default' 2%G "Arial CPFfп` Uv Major Tick Label 2a @ Z ? @ ^ % Axis Default' 4%G "Arial DPFfп` Uv Major Tick Label 3a @ Z ? @ ^ % Axis Default' 6%G "Arial DPFfп` Uv Major Tick Label 4a @ Z ? @ ^ % Axis Default' 8%G "Arial DPFf8п` Uv Major Tick Label 5a @ Z ? @ ^ % Axis Default' 10%G "Arial `=PFfп` Uv Major Tick Label 6a $@ Z ? @ ^ % Axis Default' 12%G "Arial PFfп` Uv Major Tick Label 7a (@ Z ? @ ^ % Axis Default' 14%G "Arial PFfп` Uv Major Tick Label 8a ,@ X Axis a ? a ? a ? a @ a @ a @ a @ a @ a @ a @ a @ a @ a !@ a "@ a #@ a %@ a &@ a '@ a )@ a *@ a +@ N PAxis { @ @ \(@K
B F
Labels Number %g%%%Labels Text Style Axis Default' Labels Text "Arial PFfxп Uv 9Major Grid Lines 9Minor Grid Lines 9 Axis Line ?9Intercept Line ? Y Axis Title Prt
Plot Frame Prt
s> `@ rA&A B Z ? @ ^ % Axis Default' 0%H "Arial PFfп` Uv # Major Tick Label 1&a "$Z ? @ ^ % Axis Default' 2%H "Arial PFfп` Uv ) Major Tick Label 2,a @ (*Z ? @ ^ % Axis Default' 4%H "Arial `!PFfX п` Uv / Major Tick Label 32a @ .0Z ? @ ^ % Axis Default' 6%H "Arial %PFf$п` Uv 5 Major Tick Label 48a @ 46Z ? @ ^ % Axis Default' 8%H "Arial )PFf(п` Uv ; Major Tick Label 5>a @ :<Y Axis 'a ? a ? a ? -a @ a @ a @ 3a @ a @ a @ 9a @ a @ a @ ?
\K : ? @ % Default' Return "Arial PPFf@ Uv M Prt Prt Y Axis Prt i
s> `@ B a İ?
A v Y Axis TitleO ? @ % Default' '<% StatisticWithBenchmarkType( 'X' ) %> "Arial -PFfH-@ Uv R Prt X Axis Prt Prt i 9< L s> B B BK } r4&A `/c@ X Axis TitleTQLɁ ? @ ́ A XY Plot Plot Sub-Title Prt Prt L
l w? B@ B B P g P e ?0@ ? l)A W " ?