Saturday, January 3, 2009

Absolute and Relative Returns by Holding Period



click to enlarge

Now 12 months into the live test, the Strategic Growth Model (SGM) portfolio continues to generate positive returns in spite of the adverse market conditions. Compared to the market, the SGM portfolio has generated 71% in excess returns over the past 52 weeks. And it continues to exhibit no correlation to the market trend.

2 comments:

Anonymous said...

Thank you for your most interesting site. How would an investor have done following *just* your timing signals and trading a major index ETF, e.g. SPY? Also, are you now or do you plan to be managing a fund offering your methods?

Steve said...

@Anon,
Glad you find the blog interesting. To answer your question, check out the "RIP Buy-and-hold" post from 12/21. It shows the returns you would get by following the signals and investing in an index fund (S&P 500 or SPY). I am not a Registered Investment Advisor and do not manage any accounts other than my own and some family's.

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