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Model Portfolio
Glossary

Model Portfolio

The Concepts
3Q 2002 Report
2Q 2002 Report
1Q 2002 Report
4Q 2001 Report

GCM Model Portfolio

Globe Capital Management, Corp., being committed to trading excellence is constantly refining its strategies by learning from proven sources of trading mastery, as well as its own past mistakes. Part of our quest for improvement involves actual trading experience. GCM's Model Portfolio is our showcase of what we believe to be, sound trading practices. However, this should NOT be construed as rendering any investment advise, nor a recommendation of any techniques, products or services, or to buy or sell specific securities. We firmly agree in Van K Tharp belief that, the secret of the "Holy Grail" is found within one self.

Portfolio Statistics

Since Inception as of 10/31/02*

Current Allocation

Portfolio Allocation

Performance

Performance

GCM Portfolio

S&P 500

Month to date

9.39%

14.85%

Quarter to date

9.10%

14.85%

Year to date

-0.72%

-18.45%

1 Year

-0.75%

-17.88%

3 Years

N/A

N/A

5 Years

N/A

N/A

10 Years

N/A

N/A

Since Inception

4.26%

-8.52%

Reward/Risk

Best Quarter 4Q 2001 5.73%
Worst Quarter 2Q 2002 -7.13%
Best Year N/A
Worst Year N/A
Annual Return 4.26%
Max. drawdown 15.39%
Reward/Risk Ratio 0.28
Standard deviation 3.64%

Reliability**

Total Closed Trades

30

Winning Trades

19

Losing Trades

11

Reliability

63.33%

Expectancy**

Expectancy

Total

Per Trade

Avg

Positive

8.60

0.29

0.45

Negative

-9.44

-0.31

-0.86

Net

-0.03

Performance Charts

Performance Year to Date

Year to Date

Performance Since Inception

Since Inception

* Updated monthly. Charts and data processed with Captools software and proprietary spreadsheets. Performance net after management fees. Certain fixed expenses and taxes excluded. 1,3,5, 10 Years, and since inception returns are annual compounded. 1,3,5, and 10 Years figures are based on trailing periods. Standard deviation based on latest 12 month trailing period

** Updated only when one or more open positions are closed.