Friday, March 30, 2012 9:17:35 AM
Backtesting a portfolio comprised of 16.5% in a 2x leveraged small cap value ETF and 16.5% in a 2x leveraged commodity ETF, as a means to synthesise a 33% in each of SCV, Commodity and Cash asset allocation, produced results as shown in the first two charts in the following image
The last two charts are approximations for the comparison of that asset allocation with Tom's UB-AIM. To create those charts in each case I set a start date that looked close to Tom's chart start date and levelled the start amount to an amount that looked close to that of Tom's. Pasting Tom's charts as an image into Excel and then setting my charts to be transparent allowed me to somewhat align the two x and y axis scales/size and produce those images.
The last of the charts in the above image shows that over more recent times UB-AIM has relatively raced ahead in better times. Going back further however and it is apparent that UB-AIM also dived deeper in worse times. That's only to be expected however as Tom's UB-AIM held less cash during those periods as indicated in the second chart of Tom's original image (as shown below) compared to the second chart in my image above
I've no particular reason for this posting other than as I'd created those images I thought I'd share them.
Have a good weekend. Clive.
The last two charts are approximations for the comparison of that asset allocation with Tom's UB-AIM. To create those charts in each case I set a start date that looked close to Tom's chart start date and levelled the start amount to an amount that looked close to that of Tom's. Pasting Tom's charts as an image into Excel and then setting my charts to be transparent allowed me to somewhat align the two x and y axis scales/size and produce those images.
The last of the charts in the above image shows that over more recent times UB-AIM has relatively raced ahead in better times. Going back further however and it is apparent that UB-AIM also dived deeper in worse times. That's only to be expected however as Tom's UB-AIM held less cash during those periods as indicated in the second chart of Tom's original image (as shown below) compared to the second chart in my image above
I've no particular reason for this posting other than as I'd created those images I thought I'd share them.
Have a good weekend. Clive.
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