"Over the last decade, according to the Hennessee Group, the average hedge fund has produced a 6.6% annualized return, versus 6.3% for the average investment newsletter. That’s a surprisingly small difference, given the stark differences between the two categories of advisers. "
from http://www.marketwatch.com/story/cult-o ... e_carousel
HBPP continues the impressive performance, beating the pros.
			
			
									
						
										
						Thank you again, HBPP.
Moderator: Global Moderator
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				murphy_p_t
 - Executive Member

 - Posts: 1675
 - Joined: Fri Jul 02, 2010 3:44 pm
 
Re: Thank you again, HBPP.
What is the annualized return over the last decade for the HBPP?
			
			
									
						
										
						- 
				Peak2Trough
 - Full Member

 - Posts: 93
 - Joined: Tue Oct 23, 2012 2:23 pm
 
Re: Thank you again, HBPP.
From 12-20-2002 to 12-20-2012:
CAGR: 9.44%
Std Deviation: 6.59%
Max drawdown: 14.37%
			
			
									
						
										
						CAGR: 9.44%
Std Deviation: 6.59%
Max drawdown: 14.37%
Re: Thank you again, HBPP.
thanks
			
			
									
						
										
						Re: Thank you again, HBPP.
Where do you backtest the PP?Peak2Trough wrote: From 12-20-2002 to 12-20-2012:
CAGR: 9.44%
Std Deviation: 6.59%
Max drawdown: 14.37%
Do you have any spreadsheet to share with us, please.
Best regards.
Live healthy, live actively and live life! 