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Author: elann Big gold star, 5000 posts Top Favorite Fools Top Recommended Fools Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 252201  
Subject: Re: The Best Measure for the Best Blend Date: 11/16/2007 1:58 AM
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What is the absolute best measure for finding the best blend?

If it isn't already, this should be the key question in everyone's mind -- at least, everyone who employs a blend for their MI investing. I've done hours and hours of testing over the past year or so to answer this question, compiling tests that include hundreds of millions of data points. At the very core, each test is trying to determine which measure is the most predictive of future return.


You're right about the question, and thank you for offering an answer.

You mentioned two measures that I've never heard of - Jensen and Treynor. Could you define them or point to their definition?

Elan
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