A.I.M. Users Bulletin Board

[SFSecurity]

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.

Best,

Allen