May 27th 2011 Portfolio

We have heard this tune before, another one of my monthly tracking portfolios gets stomped by the Russell 3000.  For those of you keeping score at home, this is the 17th straight portfolio to "lose" and all 11 open portfolios are losing as well.  I hate to break it to everyone, but MFI isn't working.

Stock	Initial Price	End Price	Percent Change	Mkt Cap
CRAY	6.23	10.70	71.7%	224
RLRN	10.67	16.62	55.8%	312
AGX	9.76	14.44	48.0%	134
POZN	5.07	6.94	36.9%	153
USNA	29.40	39.91	35.7%	471
CNU	4.82	6.38	32.4%	275
PRX	33.62	40.88	21.6%	1,215
MSFT	24.10	29.06	20.6%	207,993
PDLI	5.97	6.48	8.5%	909
CMTL	26.89	28.70	6.7%	737
VPHM	18.86	20.12	6.7%	1,442
RTN	48.19	49.67	3.1%	17,666
CSCO	16.22	16.33	0.7%	89,391
ARO	19.08	19.19	0.6%	1,595
PPD	66.27	66.50	0.3%	648
HRB	15.24	15.19	-0.3%	4,853
MRX	37.20	36.93	-0.7%	2,203
PETS	12.03	11.88	-1.2%	280
PRSC	13.29	13.02	-2.0%	171
TER	15.63	14.79	-5.4%	2,860
DLX	24.41	22.88	-6.3%	1,297
KLIC	11.59	10.82	-6.6%	834
LPS	25.51	23.22	-9.0%	2,253
RIGL	8.29	7.51	-9.4%	461
USMO	14.54	12.68	-12.8%	344
LRCX	45.96	38.37	-16.5%	5,675
APOL	40.22	33.12	-17.7%	5,641
ESI	70.87	57.90	-18.3%	1,991
TSRA	17.07	13.93	-18.4%	889
DELL	15.79	12.46	-21.1%	30,004
STRA	115.73	89.40	-22.8%	1,492
OSK	27.79	20.85	-25.0%	2,476
SNDK	46.04	33.73	-26.7%	10,879
LTXC	9.18	6.72	-26.8%	454
AFAM	30.48	21.88	-28.2%	288
GNI	87.68	62.89	-28.3%	152
UNTD	5.48	3.81	-30.5%	516
NVMI	10.18	7.00	-31.2%	259
CHKE	18.17	11.70	-35.6%	158
CPLA	48.64	31.27	-35.7%	760
DEPO	8.63	5.49	-36.4%	459
VECO	55.07	33.31	-39.5%	2,207
IDCC	41.91	25.14	-40.0%	1,950
UIS	27.70	16.41	-40.8%	1,182
ASTX	3.26	1.81	-44.5%	191
PWER	8.13	3.83	-52.9%	839
TNAV	16.03	6.11	-61.9%	668
GTAT	11.53	4.30	-62.7%	1,457
AMED	31.11	10.93	-64.9%	913
CECO	21.85	7.03	-67.8%	1,687

The average MFI this month was down 12.0% versus a modest 0.4% drop for the Russell 3K.

here is a summary of all portfolios:

Average of Percent Change
Date	Total	IWV
1/6/2006	16.0%	10.9%
2/17/2006	21.2%	14.6%
3/29/2006	13.0%	9.6%
4/7/2006	10.3%	12.1%
5/12/2006	20.4%	18.6%
5/31/2006	29.2%	23.3%
6/30/2006	22.4%	20.0%
7/31/2006	19.7%	17.3%
8/31/2006	13.0%	13.3%
9/28/2006	12.7%	14.6%
10/27/2006	10.3%	12.0%
11/29/2006	-0.3%	4.8%
12/28/2006	-6.9%	3.4%
1/26/2007	-10.2%	-6.6%
2/27/2007	-3.7%	-1.0%
3/26/2007	-9.8%	-5.5%
4/27/2007	-10.9%	-5.0%
5/29/2007	-11.5%	-6.3%
7/3/2007	-30.0%	-15.6%
7/30/2007	-19.9%	-11.5%
8/30/2007	-12.5%	-8.7%
9/27/2007	-19.0%	-18.2%
11/2/2007	-40.4%	-34.3%
11/28/2007	-40.1%	-38.3%
12/28/2007	-36.3%	-40.0%
1/25/2008	-36.4%	-35.9%
2/26/2008	-51.7%	-41.5%
3/24/2008	-40.9%	-36.8%
4/25/2008	-25.6%	-31.0%
5/28/2008	-22.2%	-33.6%
7/2/2008	-11.7%	-25.3%
7/29/2008	-10.5%	-20.9%
8/29/2008	-13.8%	-17.9%
9/26/2008	-4.3%	-10.0%
10/31/2008	18.7%	13.9%
11/26/2008	50.9%	27.7%
12/26/2008	48.9%	32.3%
1/23/2009	59.3%	36.4%
2/27/2009	92.8%	55.6%
3/27/2009	85.8%	48.1%
4/24/2009	69.7%	45.8%
5/29/2009	31.8%	22.8%
6/29/2009	21.3%	24.0%
7/29/2009	19.5%	15.9%
8/28/2009	7.4%	8.8%
9/25/2009	12.6%	12.4%
10/30/2009	22.7%	18.3%
11/27/2009	24.3%	13.6%
12/31/2009	23.7%	18.1%
1/22/2010	19.0%	20.6%
2/26/2010	18.6%	23.6%
3/25/2010	10.0%	15.4%
4/23/2010	7.1%	11.4%
5/28/2010	19.3%	25.4%
6/29/2010	16.7%	25.7%
7/29/2010	5.4%	20.1%
9/2/2010	7.3%	10.1%
9/24/2010	-4.3%	0.3%
10/29/2010	-2.9%	10.4%
11/26/2010	-8.5%	1.4%
1/3/2011	-11.4%	0.1%
1/28/2011	-7.6%	4.9%
2/25/2011	-5.5%	5.0%
3/24/2011	-4.4%	7.4%
4/21/2011	-16.0%	3.2%
5/27/2011	-12.0%	-0.4%
6/24/2011	-9.7%	4.4%
7/29/2011	-9.1%	3.0%
8/26/2011	4.2%	13.6%
9/30/2011	12.9%	18.3%
10/28/2011	-4.7%	3.6%
11/25/2011	9.6%	15.0%
12/29/2011	1.6%	5.3%
1/27/2012	-6.5%	0.3%
2/24/2012	-8.8%	-3.6%
3/23/2012	-11.4%	-5.6%
4/27/2012	-6.6%	-6.1%
Grand Total	3.9%	4.6%

Here is what you would have with a $100,000 stake over the first 12 monthly portfolios starting in 2006:

Category	Value
Total	106,146
Total New	100,829
Total Dividend	216,321
Total Russell 3K	117,685