![]() * Affiliate: As an Amazon Associate, I may receive a small commission on purchases made through links to. And now, the new Zen strategy that's been delivering annual returns approaching 30% with a level of risk that lets you sleep at night. Curious about the subscription strategies offered by the author? Four diverse ETF monthly trading strategies: Bond Bulls, Global Trader, American Muscle, and The White Knuckle. Details in the book (look for the chapter: A Note To The Reader ). ![]() Readers of the book can sign up for access to the Members Page, as well as the monthly newsletter. A boatload of additional data - including the ETF picks and returns for every month dating back to 2008 - are posted and updated regularly on the strategy's Members Page. SPY 0.88 × VX CAGR 7.2 17.8 Maximum drawdown 86.3 91.8 Calmar ratio (since inception) 0.084 0.19 Both ''strategies'' have dizzying drawdowns. Compared with the benchmark SPY (12) in the period of the last 5 years, the annual return (CAGR) of 10.5 of Max Drawdown less than 15 is lower, thus worse. Then, we turn off our computers and go live our lives.ĭon't yet have the book? Buy it on AMAZON.COM. SPY ETF Total Return Drawdowns Since Inception through Methodology In our data analysis, we examined the number of distinct drawdowns of 5, 10, 15, and 20+ per year, along with the maximum drawdown off previous peak for each year. During the last 3 years, the maximum drop from peak to valley is -5.2 days, which is higher, thus better than the value of -24.5 days from the benchmark. The strategy tells us what to buy and what to sell. The maximum DrawDown over 5 years of Conservative Risk Portfolio is -14.8 days, which is higher, thus better compared to the benchmark SPY (-33.7 days) in the same period. The Max Drawdown Duration is the worst (the maximum. MaxDuration: The Drawdown Duration is the length of any peak to peak period, or the time between new equity highs. A Reminder: The 12% Solution is an easy, do-it-yourself asset allocation strategy that adapts to changes in market conditions. Looking at maximum reduction from previous high in of -30.9 days in the period of the last 3 years, we see it is relatively smaller, thus worse in comparison to SPY (-24.5 days). ![]()
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