No. of Recommendations: 5
Poll: Slightly different Timing methods.
Which do you think is better to use?
Which would you prefer?
The two investment periods are 2/1/1985-12/1/2025 and 9/1/2006-12/1/2025
The first period has the massive 2000 tech bust.
Do you prefer the best 41 year results or the best in the most recent 20 years?
A:
2/1/1985-12/1/2025 9/1/2006-12/1/2025
CAGR 23.8% CAGR 20.5%
Stdev 26.3% Stdev 22.3%
MaxDD(12) -37% MaxDD(12) -37%
Sortino 1.71 Sortino 1.56
Grth $10K $60,747,930 Grth $10K $362,461
B.
2/1/1985-12/1/2025 9/1/2006-12/1/2025
CAGR 22.3% CAGR 21.9%
Stdev 25.9% Stdev 21.6%
MaxDD(12) -36% MaxDD(12) -24%
Sortino 1.62 Sortino 1.77
Grth $10K $37,489,388 Grth $10K $456,326
C.
2/1/1985-12/1/2025 9/1/2006-12/1/2025
CAGR 22.8% CAGR 21.9%
Stdev 25.9% Stdev 21.6%
MaxDD(12) -36% MaxDD(12) -24%
Sortino 1.66 Sortino 1.77
Grth $10K $43,882,895 Grth $10K $451,499
D.
Who cares??? The worst is still DOUBLE the S&P 500, and the maximum drawdowns are all tolerable.
