Hi Is7550, Quite interesting. I tried a different portfolio and got interesting results. I did 10% XIV, 45% SPY and 45% BRK.A. Fewer trades but better overall returns because of a bigger draw down and
Initial Balance Final Balance CAGR Std.Dev. Best Year Worst Year Max. Drawdown Sharpe Ratio Sortino Ratio US Mkt Correlation 1 $10,000 $21,932 14.87% 16.20% 39.98% -6.77% -22.41% 0.94 1.55 0.92
It really shows how important selection is as well as volatility.
BTW, how did you get the link to the results? When I tried I got a blank form.
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