It had appeared that WWN or WWL had fallen out of favor.Not for everyone. I have been continuously monitoring and improving a versionof WWL for several years now. I have a genetic optimizer that continually comparesweighting factors to see what performance you would have achieved from 1999 topresent using different strategies of WWL to select the screens to invest on basedon past CAGR and GSD to that point in time. The optimizer gives different resultsdepending on what you state as your goals (Max CAGR, Sharp, Min Ulcer index orweighted combinations of the factors). For most people minimizing a wild ride with aminimum Ulcer index would have been achieved by picking screens by their CAGR/(GSD^1.6).Better overall performance can be achieved with a wilder ride by choosing screens withthe best combination of long term and 9 month performance.RAM
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