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URL:  http://boards.fool.com/update-on-the-theme-using-gtr1-this-time-30559789.aspx

Subject:  Re: Equal Weighting for All Date:  2/24/2013  7:53 PM
Author:  klouche Number:  241852 of 250198

Update on the theme. Using GTR1, this time choosing the mid caps, that is capitalization 1000th to 501st, then selecting the twelve industries the results improve.



Avg Min Max SD
CAGR: 10.44 10.21 10.71 0.14
TR: 360.6 345.9 378.1 9.17
GSD(20): 22.16 21.88 22.36 0.16
DD(20): 15.62 15.30 15.81 0.17
MDD: (56.7) (57.4) (55.3) 0.53
UI(20): 13.56 13.19 13.92 0.20
Sh(20): 0.48 0.47 0.50 0.01
Be(20): 1.08 1.07 1.09 0.01
TI(20): 8.80 8.57 9.08 0.14
AT: 1.66 1.62 1.68 0.01


Stable accross 20 start dates and more than double SPY.

By year:


Total Return for Year Ending:
19971231 7.0
19981231 5.9
19991231 13.5
20001229 14.0
20011231 (2.6)
20021231 (15.5)
20031231 45.5
20041231 24.8
20051230 16.6
20061229 19.1
20071231 9.4
20081231 (37.8)
20091231 39.9
20101231 27.9
20111230 (0.5)
20121231 17.1
20130221 7.5


BRK-B (Warren's stock) is only getting 8.3% over the period.

1:MktCap:tn1000:MktCap:bn500:Industry:et1:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::2:MktCap:tn1000:MktCap:bn500:Industry:et2:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::3:MktCap:tn1000:MktCap:bn500:Industry:et3:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::4:MktCap:tn1000:MktCap:bn500:Industry:et4:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::5:MktCap:tn1000:MktCap:bn500:Industry:et5:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::6:MktCap:tn1000:MktCap:bn500:Industry:et6:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::7:MktCap:tn1000:MktCap:bn500:Industry:et7:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::8:MktCap:tn1000:MktCap:bn500:Industry:et8:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::9:MktCap:tn1000:MktCap:bn500:Industry:et9:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::10:MktCap:tn1000:MktCap:bn500:Industry:et10:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::11:MktCap:tn1000:MktCap:bn500:Industry:et11:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))::12:MktCap:tn1000:MktCap:bn500:Industry:et12:MktCap:product(sprc(0,1),csoq1d.s):Industry:int(linear(0.01,incd.s))
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