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Steve Mayo

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Posts: 414

Joined: 10/11/2012
Location: Austin, TX

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Subject : RE: What's your favorite risk-return measure?
Posted : 4/24/2014 4:00 PM
Post #30040 - In reply to #30037
I believe that if a portfolio simulation can deliver positive returns over all periods of the simulation date range then it has a higher likelihood of delivering positive returns in the future (assuming your simulation period is long enough to cover many different market conditions).


Sorry, Jim, I should have clarified I was referring to Steve2's posting about comparing chunked metrics.



Deleting message 30040 : RE: What's your favorite risk-return measure?


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