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Thank you again, HBPP.

Posted: Thu Dec 13, 2012 1:01 am
by murphy_p_t
"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.

Re: Thank you again, HBPP.

Posted: Thu Dec 20, 2012 3:50 pm
by beafet
What is the annualized return over the last decade for the HBPP?

Re: Thank you again, HBPP.

Posted: Thu Dec 20, 2012 4:39 pm
by Peak2Trough
From 12-20-2002 to 12-20-2012:

CAGR:  9.44%
Std Deviation:  6.59%
Max drawdown:  14.37%

Re: Thank you again, HBPP.

Posted: Mon Dec 24, 2012 6:48 pm
by beafet
thanks

Re: Thank you again, HBPP.

Posted: Tue Dec 25, 2012 9:58 am
by frugal
Peak2Trough wrote: From 12-20-2002 to 12-20-2012:

CAGR:  9.44%
Std Deviation:  6.59%
Max drawdown:  14.37%
Where do you backtest the PP?

Do you have any spreadsheet to share with us, please.

Best regards.