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Author: Zeelotes Big red star, 1000 posts Feste Award Nominee! Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 251797  
Subject: Re: Timing and BRK.A Date: 12/31/2012 11:24 AM
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Jim wrote:
The month end effect is pretty good with Berkshire.

I've added in the Superior Six for the group's consideration. It only takes me 19 seconds to run a test like this so no biggie to do the compare. What is interesting is that from 1/1/2000 to present there is a huge drop in the performance compared to the overall history no matter which way you slice it. The numbers would be much worse if I started it in 2002 rather than 2000. BRKa had significant under-performance in 1999, and then, huge out-performance compared to the market in 2000.

Begin:        10/14/1976                                                                                                     
End: 12/26/2012

System ROI CAGR GSD Sharpe Ulcer Index DDD3 BBW % Win % of Time Yrs >= Index Yrs >= 0 Drawdown
Sell in May 296236.84% 24.71% 22.85 0.89 8.53% 4.28% 5.89 88% 70.55% 72.97% 86.49% -37.33%
Nasdaq NH-NL 204720.10% 23.45% 18.19 1.00 11.69% 5.59% 4.49 64% 63.95% 78.38% 91.89% -51.97%
LTBH 196469.34% 23.31% 28.36 0.72 14.28% 7.67% 3.21 100% 100.00% 81.08% 83.78% -51.47%
Superior Six 11232.62% 13.96% 16.7 0.48 10.26% 6.06% 2.48 54% 35.20% 67.57% 81.08% -39.08%

Begin: 1/1/2000
End: 12/26/2012

System ROI CAGR GSD Sharpe Ulcer Index DDD3 BBW % Win % of Time Yrs >= Index Yrs >= 0 Drawdown
Sell in May 259.54% 10.36% 17.13 0.56 6.21% 2.22% 4.6 86% 69.23% 84.62% -26.90%
Superior Six 211.63% 9.15% 15.89 0.46 6.98% 3.62% 2.63 56% 61.54% 92.31% -28.22%
Nasdaq NH-NL 153.20% 7.42% 15.38 0.42 7.37% 3.01% 2.54 56% 76.92% 84.62% -26.90%
LTBH 145.71% 7.17% 28.24 0.28 16.47% 8.07% 0.94 76.92% 76.92% -51.47%
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