50 STOCK STRATEGIES
Summary Tables

 

Cumulative Returns in % 1 Year 3 Year 5 Year 10 Year Long Quarterly -1.13 61.82 43.79 449.83 Market Neutral Strategy 17.07 -0.26 126.31 633.94 Value Strategy 0.98 121.62 58.47 270.33 Growth Strategy -9.27 68.34 23.85 131.81 Long Monthly 1.83 101.88 67.26 570.22 SP500 2.11 48.56 -1.26 33.35 Loading…

Excess Returns (S&P 500) in % 1 Year 3 Year 5 Year 10 Year Long Quarterly -3.25 13.26 45.05 416.48 Market Neutral Strategy 14.96 -48.42 127.57 600.6 Value Strategy 1.79 32.17 63.36 179.92 Growth Strategy -10.02 -25.66 -2.37 73.78 Long Monthly -0.28 53.32 68.52 536.88 SP500 N/A N/A N/A N/A Loading…

Sharpe Ratios (5%) Strategies 1 Year 3 Year 5 Year 10 Year Long Quarterly -0.04 0.16 0.06 0.18 Market Neutral Strategy 0.23 -0.05 0.16 0.19 Value Strategy -0.03 0.29 0.08 0.14 Growth Strategy -0.13 0.18 0.03 0.08 Long Monthly -0.03 0.26 0.10 0.21 SP500 -0.03 0.15 -0.05 -0.02 Loading…

Sortino Ratios (10%) 1 Year 3 Year 5 Year 10 Year Long Quarterly -0.17 0.10 -0.04 0.13 Market Neutral Strategy 0.19 -0.18 0.10 0.16 Value Strategy -0.17 0.32 -0.01 0.06 Growth Strategy -0.28 0.13 -0.08 -0.02 Long Monthly -0.18 0.28 0.00 0.17 SP500 -0.21 0.07 -0.19 -0.16 Loading…