RupeeCase Education . Systematic Investing . 1 of 3
THE SORT THAT COSTS YOU MONEY
You sorted by return.
Here is what you missed.
Sixteen strategies on a shelf. Sorted by CAGR, the obvious way. The top pick earned 48.98% per year. It also fell 26.17% at its worst. A strategy returning 37.12% fell only 17.61%. Less return per year. More return per unit of pain.
CAGR rank #2 48.98% Max DD -26.17%
vs
CAGR rank #10 37.12% Max DD -17.61%
vs
Calmar reshuffle 6 places Each strategy moved