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The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
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Investment Strategies / Mechanical Investing
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Author: mapg ✭x2  😊 😞
Number: of 6132 
Subject: Re: Trend and Ranks 25-Jul-25
Date: 07/27/25 11:42 AM
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No. of Recommendations: 6
FYI to confirm: Best performer was Large-Cap market index across all four time periods

                                        Core                      Large                        Medium                       Small
Name                                    ISHARES RUSSELL 3000 ETF  ISHARES RUSSELL TOP 200 ETF  ISHARES RUSSELL MID-CAP ETF  ISHARES RUSSELL 2000 ETF
 
Symbol                                  IWV                       IWL                          IWR                          IWM
 
Issue type                              ETF                       ETF                          ETF                          ETF
 
Market price                            $362.05                   $157.67                      $95.32                       $224.38
                                        Jul-25-2025               Jul-25-2025                  Jul-25-2025                  Jul-25-2025
 
Market total return (1 year)            15.02%                    15.56%                       15.01%                       7.58%
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Market total return (3 years)           18.90%                    21.04%                       14.14%                       9.92%
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Market total return (5 years)           15.78%                    17.16%                       12.94%                       9.92%
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Market total return (10 years)          12.77%                    14.41%                       9.72%                        7.06%
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Premium / discount (1 year avg.)        0.00%                     -0.01%                       0.00%                        0.00%
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Beta (month-end 3 years)                1.02                      0.99                         1.1                          1.21
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Standard deviation (month-end 3 years)  16.24                     15.71                        18.71                        22.51
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Sharpe ratio (month-end 3 years)        0.86                      1                            0.54                         0.32
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
Alpha (month-end 3 years)               -0.99                     1.31                         -5.73                        -10.44
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025
 
R2 (month-end 3 years)                  99.29                     99.09                        85.3                         71.48
                                        Jun-30-2025               Jun-30-2025                  Jun-30-2025                  Jun-30-2025


GD_
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Members reply directly to mapg here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
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