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Bach Stats

Bach Stats.pdf

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Portfolio Timing Portfolio S&P 500 Total Return Initial Balance $10,000 $10,000 Final Balance $70,143 $21,540 BACH: 31 trades since January 2010 CAGR 42.50% 12.70% Std.Dev. Best Year 26.29% 12.99% 90.48% 32.39% Worst Year -8.02% 1.38% Max. Drawdow n -13.87% -16.26% Sharpe Ratio 1.38 0.98 Sortino Ratio 3.17 1.7 US Mkt Correlation -0.03 1

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Bach Stats.pdf
Title
Book1
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220.28 KB
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1 page
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15/06/2016
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bach-stats
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