UnThreaded | Threaded | Whole Thread (9) | Ignore Thread Prev Thread | Prev | Next | Next Thread
Author: klouche Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 251982  
Subject: Re: Equal Weighting for All Date: 2/24/2013 7:53 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 1
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))
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Print the post  
UnThreaded | Threaded | Whole Thread (9) | Ignore Thread Prev Thread | Prev | Next | Next Thread

Announcements

Post of the Day:
Berkshire Hathaway

Is the Market Overvalued?
What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Community Home
Speak Your Mind, Start Your Blog, Rate Your Stocks

Community Team Fools - who are those TMF's?
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and "#1 Media Company to Work For" (BusinessInsider 2011)! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.
Advertisement