The Sharpe Balanced portfolio has been used to create a monthly index that will be posted later this year. It is very similar to early World ETF versions but with a few changes to increase China options mostly. In this 5yr scan the difference between the Balanced Index and two other portfolios is evident. They are a Uniform portfolio and the current Market Cap portfolio. In rounded off numbers the three portfolios performance as of 12-31-2010 was,
Balanced APR = 14% STD = 8% PSR = 1.5
Market Cap APR = 12% STD = 14% PSR = 0.7
Uniform APR = 8% STD = 7% PSR = 1.0
More later
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