Subject: Re: funds mech?
The previous table was Asset correlations for time period 10/01/2019 - 02/28/2026 based on monthly returns.
CAGR for 10/01/2019 - 02/28/2026 was:
avg Annualized Annualized correl
bad-day Ticker CAGR Standard Deviation Beta Alpha R2 VTI
-2.72% IWO 9.72% 23.01% 1.20 -6.82% 0.80 1
-2.68% BIAWX 12.31% 19.76% 1.04 -2.63% 0.81 1
-2.51% IWM 10.26% 22.61% 1.18 -6.06% 0.80 0.94
-2.45% AVUV 15.35% 26.29% 1.27 -1.94% 0.69 0.9
-2.44% FCNTX 19.00% 17.78% 0.98 3.84% 0.89 0.9
-2.40% IJR 10.00% 22.50% 1.14 -5.72% 0.76 0.89
-2.26% IWN 10.25% 23.52% 1.16 -5.57% 0.72 0.87
-2.23% VTI 15.09% 17.14% 1.00 0.00% 1.00 0.85
-2.21% SPY 15.62% 16.62% 0.97 0.91% 0.99 0.83
-0.95% BRK.B 14.83% 19.83% 0.73 4.52% 0.39 0.63
0.28 correl 1.00 -0.55 -0.50 0.90 0.16 -0.38
average bad-day is 30 days in period 20231220 to 20260120.
The avg bad-day does not correlate with CAGR. Maybe it will align better with 2026 returns.