Sentences with phrase «portfolio equity curve»

Then compare this portfolio equity curve to that of «buying and holding» the index and to doing the opposite, i.e. buying in May and selling in October of each year.

Visualize Portfolio Equity Curve.

Not exact matches

The equity curve of the portfolio is plotted below and since inception it is up over 31 %.

The equity curve of the portfolio is plotted below and since inception it is up 35.97 %, including dividends but excluding commissions and taxes.

Michael Pento, the president and founder of Pento Portfolio Strategies and author of the book, «The Coming Bond Market Collapse», and the producer of weekly podcast, «The Mid-week Reality Check», wrote in his commentary on CNBC that «the yield curve will invert by the end of this year and an equity market plunge and a recession is sure to follow».

The equity curve of the portfolio is plotted below and since inception it is up 35.97 %, including dividends but excluding commissions and taxes.

The equity curve of the portfolio is plotted below and since inception it is up over 34 %, including dividends.

My view is that this is best done by using an equity curve that emulates having managed a portfolio that bought and sold the index over a large sample of years to capture as many different market conditions as possible.

All of my hypothetical portfolio analytic's will be improved so that an equity curve and other statistics will be displayed when I write updates on the portfolio, a significant upgrade over the current system.

A satellite «shut - off valve» could be used too, which could be determined by measuring the percentage fall of all or part of the satellites» combined performance from a particular point such as a recent peak in the equity curve of the entire Core Satellite portfolio.