Subject: Re: OT: so you want an index

# to Hold ROI CAGR GSD Sharpe DDD3 BBW Stock % of Time Drawdown
10 47098.89% 20.03% 22.64 0.84 3.27% 6.35 72% 19.28% -35.78%
20 53841.65% 20.50% 20.15 0.94 3.89% 5.55 74% 19.28% -40.81%
30 50326.01% 20.26% 18.89 0.98 2.87% 7.37 73% 19.28% -38.62%
40 56227.95% 20.66% 18.16 1.03 2.00% 10.45 76% 19.28% -37.85%
50 55959.08% 20.64% 17.8 1.05 1.82% 11.49 76% 19.28% -34.72%
60 54282.88% 20.53% 17.52 1.06 1.74% 11.98 76% 19.28% -32.33%
70 51616.77% 20.35% 17.25 1.06 1.72% 12.04 77% 19.28% -32.03%
80 45528.37% 19.91% 17.07 1.05 1.81% 11.16 77% 19.28% -31.90%
90 41070.91% 19.54% 16.86 1.04 1.84% 10.83 76% 19.28% -31.94%
100 46220.05% 19.96% 17.56 1.02 1.89% 10.8 76% 19.28% -31.60%
110 45941.41% 19.94% 17.22 1.04 1.90% 10.76 77% 19.28% -30.61%
120 42208.94% 19.64% 16.9 1.04 1.89% 10.62 77% 19.28% -29.59%

All the returns (CAGR) are within +-0.5%, which to me seems statistically meaningless.

Elan