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Subject:  Re: MSS - sharpe 1.98 Date:  8/27/2000  9:44 PM
Author:  TMFElan Number:  78310 of 281348

Just for fun in response to #78303:

The Sharp jumped up to 2.53. Dropped the CAGR by 11%, to 80, but decreased GSD by 22%, to 17.

It's so juicy, I'm almost thinking about using this one myself. Tweet, tweet, tweet, gasp, choke, arghh. But then again, who knows??

This canary cage is quite amazing. The lowest annual return during the backtest period was 45%. CAGR-3GSD is +12% !

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