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Investment Strategies / Mechanical Investing
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Author: lizgdal ✶  😊 😞
Number: of 3959 
Subject: Re: YEY Failure Analysis
Date: 01/12/2024 12:05 PM
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No. of Recommendations: 9
MLPs didn't affect YEY much. YEY includes US common (10,11), foreign (12), REIT (18, 48), ADR (30, 31), and LP (71,71).

styp.a = 0!10!11!12!18!30!31!48!71!72

Screen                   CAGR  SAWR  GSD  MDD  Sharpe    From       To
1500ew                    11     8   22   -60   0.50   19870302  20240108
YldEarnYear_SI            25     9   32   -61   0.84   19870302  20240111
YldEarnYear_SI_noMLP      25    10   31   -58   0.84   19870302  20240111
YldEarnYear_SI_UScommon   15     7   29   -69   0.59   19870302  20240111
 
1500ew                     9     7   23   -42   0.48   20140110  20240111
YldEarnYear_SI             7     5   37   -59   0.33   20140110  20240111
YldEarnYear_SI_noMLP       8     6   36   -57   0.38   20140110  20240111
YldEarnYear_SI_UScommon   10     7   34   -60   0.44   20140110  20240111


https://gtr1.net/2013/?~YldEarnYear_SI:h21f0.4::st...
https://gtr1.net/2013/?~YldEarnYear_SI_noMLP:h21f0...
https://gtr1.net/2013/?~YldEarnYear_SI_UScommon:h2...
https://gtr1.net/2013/?~1500ew:h63f0.4::pref%28sp1...
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