No. of Recommendations: 1
Over the same 10 year period from 4/9/2009 3ptRelValue assuming a
0.3% Slippage had been respectable if not spectacular. I've been using
a modified version of this with results slightly less than the backtest.


w/o BCC w/ BCC GSPC
CAGR: 18.7 17.0 12.9
GSD(20): 19.3 18.8 13.6
LDDD3: 6.8 7.6 8.4
MDD: -26.5 -25.9 -19.8
UI(20): 7.1 8.1 4.4
Sharpe(20): 1.1 1.0 1.0
Beta(20): 0.9 0.8 1.0
AT: 11.4 11.7 0.0



Jim mentioned sales and ROE did well. The LowPS+ screen has also
held up decently ( CAGR 16.9 with 0.3% friction over the same period)

RAM
Print the post  

Announcements

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.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! 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.