WINNING INVESTMENTS with EXCHANGE-TRADED FUNDS

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

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

%

Sys1.1

DJ-30

NDX

RUT-X

SP500

avg

2.4

0.6

1.2

1.3

0.7

max

15.6

13.1

25.0

12.1

12.5

min

-12.8

-11.4

-15.9

-17.4

-13.8

SD

5.4

3.8

5.6

5.0

3.8

mod.sharpe

0.44

0.15

0.22

0.26

0.19



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 four-week periods (195 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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