Returns by Financial Asset Class (1)

Returns by Financial Asset Class (1) - 4/12/11 Mid Caps...

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4/12/11 Returns by Financial Asset Class:
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4/12/11 Asset Allocation is a key Factor!!!
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4/12/11 Market Timing…………… GOOD LUCK!!! How could anyone predict when those few "best days" will occur? 1991-1998 Returns* 2,023 Trading Days 19.87% Minus 10 Best Days 13.63% Minus 20 Best Days 9.21% Minus 30 Best Days 5.35% Minus 40 Best Days 1.90% Source: John D. Stowe, A Market Timing Myth. Journal of Investing, Winter 2000. Performance is historical and does not guarantee future results. Information from sources deemed reliable, but its accuracy cannot be guaranteed. *CRSP value-weighted index with dividends reinvested. Compound annual returns assume a 1% transaction cost per portfolio turnover
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Unformatted text preview: 4/12/11 Mid Caps have come back 4/12/11 Yeah.but what about commodities????? 4/12/11 Also Look Outside the U.S. 4/12/11 The Bell Curve: Normal Distributions 4/12/11 PHAT Tails 4/12/11 Fat Tails & Normal Distributions: 4/12/11 How often would a VAR Model Blow UP with Fat Using a Value at Risk (VAR) model that utilizes a normal distribution curve. . Since 1950 it worked 99.75% of the time; but failed 38 times in a significant way. 14 different years using the normal distribution you would have Blown Up. 4/12/11 To make great sums of money you first must learn how to lose much smaller sums when wrong. Paul Tudor Jones...
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Returns by Financial Asset Class (1) - 4/12/11 Mid Caps...

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