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No. of Recommendations: 7
Observations based on only the top 5 dominate players might give a distorted perspective.
Looking at the performance of the top and bottom 100 of the S&P500 by market cap:
Top 100 of S&P500 by MktCap 1957 -2020:
http://gtr1.net/2013/?~sp500_mktcap_top100::sp500.a:et1:MktC...

Bottom 100 of S&P500 by MktCap 1957 – 2020:
http://gtr1.net/2013/?~sp500_mktcap_bottom_100::sp500.a:et1:...

                 TOP 100  BOT 100
CAGR: 10.1 13.9
TR: 44103 392025
SAWR(20; 0.95): 5.9 9.1
GSD(20): 16.9 25.9
DIGSD(20; 0%): 19.0 28.5
LDD(20; 0%): 10.8 15.8
LDDD3: 10.5 12.4
MDD: -55.9 -68.9
UI(20): 12.5 13.9
Sharpe(20): 0.4 0.5
Beta(20): 1.0 1.3
TI(20): 6.4 8.9
AT: 0.8 1.1

And their annual results for last 13 years:
  20081231  -37.9  -41.0
20091231 24.7 99.3
20101231 14.5 26.7
20111230 0.8 -2.5
20121231 16.5 21.7
20131231 35.8 43.0
20141231 14.3 12.6
20151231 1.6 -5.8
20161230 8.7 25.3
20171229 22.1 12.3
20181231 -4.1 -6.9
20191231 28.7 23.9
20200914 4.6 -13.9

CAGR-13 Yr 13.8 17.1


RAM
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