Post #5403 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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No. of Recommendations: 3

For comparison of the OP using the same source.

iShares S&P 100 ETF (OEF)
major U.S. index fund of 100 Giant(63%), Large(36%) & Medium(1%) companies

Month-End Average Annual Total Returns And Risks
As of 03/31/2026

         NAV Return  Market Return  Benchmark Index      Market Benchmark  Alpha  R2     Beta  Standard Deviation  Sharpe Ratio
         NAV Return  Market Return  (S&P US TMI TR USD)  (S&P 500 TR USD)
 
 
1 Year       18.66%         18.58%               18.14%            17.80%  -0.74  94.54  1.13               11.94          1.16
10 Year      15.06%         15.06%               13.65%            14.16%   0.84  97.68  1.00               15.19          0.85
3 Year       20.65%         20.66%               17.84%            18.32%   1.94  94.84  1.01               12.47          1.20
5 Year       13.41%         13.41%               10.76%            12.06%   1.12  97.20  1.02               15.77          0.66
Life          7.86%          7.86%                8.43%             8.25%  --     --     --    --                  --

All Life of Fund returns are as of 10/23/2000

yep holding OEF with a Giants majority continues to have the best Alpha, no argument.

GD_

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