WINNING INVESTMENTS with EXCHANGE-TRADED FUNDS

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Hypothetical Test Results
Rolling Returns over Selected Periods

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

%

1mo

3mo

6mo

1yr

2yr

max

15.6

28.6

42.8

76.9

128.0

min

-12.8

-13.7

-11.1

9.1

55.4

average

2.4

8.4

17.9

40.4

87.2

stand dev

5.4

8.8

13.1

15.1

15.8

mod. sharpe

0.4

1.0

1.4

2.7

5.5



This table compares rate-of-return statistics for the new System v1.1 across different time spans. It tells you that the longer the time span you embrace, the better your returns will be, and the more gain you will get per unit of 'risk'.

mod.sharpe. By dividing the the data in the row average by the data in the row stand dev (standard deviation), you obtain the equivalent Sharpe Ratio without his adjustment for Treasury-Bill rates.

The whole table tells you clearly that if you own funds or their derivatives, you will go through periods up to one year when you will 'lose' money. It is law, like the law of Gravity. See risk in Explanatory Notes. The second thing the table tells you is that you can be increasingly well paid for the volality you encounter.








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