WINNING INVESTMENTS with EXCHANGE-TRADED FUNDS

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Hypothetical Test Results
Rolling 12-Months Returns Comparison--Weekly

3.8 Years from June 28, 2002 to April 13, 2006

%

sys

DJ-30

NDX

RUT-X

SP500

avg

40.6

9.1

18.5

22.4

12.4

max

76.9

36.9

68.7

69.3

39.6

min

9.1

-3.5

-5.1

-3.0

-1.4

SD

15.1

9.2

16.7

16.6

8.5

mod.sharpe

2.70

0.98

1.11

1.35

1.45



This table compares rate-of-return statistics for the new System v1.1 with those of familar indexes. For example, in the first row, avg, the average System return over all rolling 52-week periods (147 of them) was triple the average return for the S&P500 Index and double the Nasdaq 100's over the same time span.

mod.sharpe. By dividing the the data in the row avg by the data in the row SD (standard deviation), you obtain the equivalent Sharpe Ratio without his adjustment for the Treasury Bill rate.






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