Lazy Portfolio Smackdown: February month-end results are in

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RTR2006
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Joined: Thu May 24, 2007 5:38 pm
Location: Near SF...

Lazy Portfolio Smackdown: February month-end results are in

Post by RTR2006 »

Howdy all... I'm not sure if anyone's posted this (and apologies if it has been and this is a duplicate post), but the Feb month-end results are in:

http://madmoneymachine.com/portfolios/

Cheers!

RTR
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baw703916
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Joined: Sun Apr 01, 2007 1:10 pm
Location: Seattle

Post by baw703916 »

Looks like Mudfud's SHORT CHINA! strategy is still winning, in terms of return if not Sharpe ratio.

He better get started with that newsletter soon! :wink:

Best wishes,
Brad
Most of my posts assume no behavioral errors.
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iceport
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Joined: Sat Apr 07, 2007 4:29 pm

Higher risk, Lower returns?

Post by iceport »

baw703916 wrote:Looks like Mudfud's SHORT CHINA! strategy is still winning, in terms of return if not Sharpe ratio.
Yeah, but his outlier status is crowding the rest of us into one tiny corner of the cool interactive plot. I guess there's always got to be at least one rock star to ruin the curve for everyone else. :annoyed

Seriously, though, what's up with the inverse risk/return relationship in the professional plot? Realized risk? An example of why short term returns are so "risky" to look at?

--Pete
allenmickers
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Post by allenmickers »

OMG TIME TO SHORT CHINA!
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