No. of Recommendations: 12
I calculated the following trailing 14 year stats using a corrected DDD3 formula*.
TOTAL PORT
- between 25% to 90% GTAA, remainder cash depending on market conditions/intermediate signals.small portion was in MI screens until '19.
CAGR (@Apr 2010-Apr 2024): 4%
DDD3: 7.0%
GTAA section (non-cash asset classes, 20-@60% top 4 to 6 by momentum rank (including some Saul-ish growth stocks, Bowley picks and a bad attempt at high Rev/ROE combo), @40-80% preferreds-bonds depending on market conditions / intermediate signals)
CAGR: 5.5%
DDD3: 12.7%
Vanguard Balanced 60/40 Index: (my benchmark)
CAGR: 6.99%
DDD3: 8.7%
S&P 500
CAGR: 11.45%
DDD3: 10.62%
Bear market of '22 hurt me. GTAA was actually crushing VBINX until end of '21 and then... didn't get out with enough or fast enough. Hasn't recovered well since, without the boost of the crazy SaaS bubble of 19-20.
I'm actually matching VBINX for trailing 3 years but nonetheless...a bit deflating to see how much worse my long term risk-adjusted return has been.
FC
* Corrected = learning that Sheets array formula is not like Excel's. This formula in Excel
{=SQRT(AVERAGE(IF(B64:B2520<0,B64:B2520,0)^2))}
has to be rebuilt as
=SQRT(AVERAGE(ARRAYFORMULA(IF(AN9:AN176<0,POWER(AN9:AN176,2)))))
and not with a cute Averageif function. That took way too long (hence the late hour of this post).
