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The Jubak’s Picks, my 12-18 month portfolio, returned a paltry 0.7% in the first quarter of 2010.

Since today, June 30, marks the close of the second quarter of 2010, I guess you can say I’m little behind in reporting the performance of Jubak’s Picks. In fact I’m almost exactly a quarter behind on giving you the first quarter 2010 numbers. (That’s the quarter that ended on March 31, 2010 in case you can’t remember back that far.)

My apologies. I’ll try to do better with the second quarter numbers. If I’m very industrious, they might even be up tomorrow, July 1.

Anyway.

This marks the second quarter that the return on Jubak’s Picks has trailed the major indexes. In the fourth quarter Jubak’s Picks returned 3.9% compared to a return on the Dow Jones Industrial Average of 7.4%, 5.5% on the Standard and Poor’s 500 and 6.9% for the NASDAQ Composite index.

For 2009 as a whole the Jubak’s Picks portfolio was up 21.3% while the Dow Industrials were up 18.8%., the S&P 500 23.5%, and the NASDAQ Composite 43.9%

So what’s the matter?

It’s pretty simple actually.

In 2009 I never quite trusted this rally. In retrospect I was dead wrong. The rally that began in March 2009 was (or maybe that should be “is” despite the correction, an 18% drop in the S&P 500 from April 23 to the close on June 30 to be precise, that began in late April 2010) one of the great recovery rallies in market history.

And in the first quarter of 2010 I positioned the portfolio for the inevitable correction that had to hit the March 2009 rally just as corrections eventually hit all great rallies.

The key word here is “eventually.” The drop to the February 2010 lows didn’t usher in that correction. Instead stocks recovered to post new highs in April.

Turns out I was positioned in January for the correction that finally arrived in late April 2010.

Nothing like being early to put the kibosh on a portfolio’s returns.

But the quarter wasn’t just spoiled by a bad top-down call. I managed to get six individual stocks picks pretty stunningly wrong too. My biggest loser for the quarter was Maxwell Technologies (MXWL) down 31%, followed by Ormat Technologies (ORA) with a 26% loss, Ambev (ABV) with a 12% loss, HSBC (HBC) with an 11% loss, Taiwan Semiconductor Manufacturing (TSM) with an 8% loss. Statoil (STO) with a 6% loss, and Goldcorp (GG) with a 5% loss.

 The quarter did see some substantial winners—just not enough of them. The biggest gain in the quarter came from Johnson Controls (JCI) up 21%. No. 2 with a 17% gain was Middleby (MIDD). Then came Thompson Creek Metals (TC) at 15%, Teva Pharmaceuticals (TEVA) at 12%, Potash of Saskatchewan (POT) at 10%, Cisco Systems (CSCO) at 9%, and Coach at 8%.

The 0.7% return for the quarter brings the total return for Jubak’s Picks since inception in May 1997 to 285%.

Here are the traditional Jubak Picks long-term performance numbers.

For the 12 months that ended on March 31, 2010 Jubak’s Picks was up 26.6%. In that period the Standard & Poor’s 500 Stock Index was up almost 50% at 49.8%.

For the three years that ended on March 31, 2007 the portfolio was down 8%. Yep, for the entire three-year period the portfolio delivered an 8% loss.

Terrible until you remember that at the end of March 2007 the S&P 500 was at 1420 in its run up to the bull market high at 1552 on October 8, 2007. It’s all downhill from there, even including the huge rally that began in March 2009. The S&P 500 finished March 2010 at 1169. That’s a 17.7% drop in the index in those three years.

The five-year return for Jubak’s Picks doesn’t look so bad at 46.1%, but then at 10 years the figures look pretty horrifying again. The 10-year return for Jubak’s Picks is just 16.4%.

That’s not 16.4% a year. That’s 16.4% for the entire period.

The explanation is much the same as with the horrible 3-year numbers. March 2000 was the top of the stock market in the great technology bull market so the performance for that period begins with a high point that the stock market indexes are still looking to reclaim.

On March 31, 2010 the S&P 500 was at 1169. The Dow Jones Industrial Average was at 10857. The NASDAQ Composite was at 2398.

On March 31, 2000 the S&P 500 was at 1499. The Dow Jones Industrial Average was at 10922. The NASDAQ Composite was at 4573.

That works out to a drop of 22% in price of the S&P 500 index during that 10-year period, a drop of 1% in the Dow Jones Industrial Average, and a drop of 48% for the NASDAQ Composite.

The 285% return on Jubak’s Picks since its May 7, 1997 inception compares to a 43% gain for the S&P 500, a 53% gain for the Dow Jones Industrials, and an 81% gain for the NASDAQ Composite during that period.

All returns for Jubak’s Picks deduct costs of commissions on each buy and sell.